Pages that link to "Item:Q98293"
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The following pages link to Journal of the Korean Statistical Society (Q98293):
Displaying 50 items.
- Balanced augmented empirical likelihood for regression models (Q1740311) (← links)
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning (Q1740313) (← links)
- Hypothesis testing via a penalized-likelihood approach (Q1740315) (← links)
- Novel nomogram based on risk factors of chronic obstructive pulmonary disease (COPD) using a naïve Bayesian classifier model (Q1740318) (← links)
- Conditional variance estimation via nonparametric generalized additive models (Q1740319) (← links)
- Evaluation of missing data mechanisms in two and three dimensional incomplete tables (Q1740321) (← links)
- On change point test for ARMA-GARCH models: bootstrap approach (Q1747092) (← links)
- Accuracy of regularized D-rule for binary classification (Q1747093) (← links)
- Estimation for semiparametric varying coefficient models with different smoothing variables under random right censoring (Q1747094) (← links)
- Quantile regression for robust inference on varying coefficient partially nonlinear models (Q1747095) (← links)
- Quantile based tests for exponentiality against DMRQ and NBUE alternatives (Q1747097) (← links)
- Central limit theorem for the variable bandwidth kernel density estimators (Q1747099) (← links)
- Minimum projection uniformity for computer experiment with quantitative factors (Q1747100) (← links)
- Ratio estimators based on a ranked set sample in a finite population setting (Q1747101) (← links)
- Penalized relative error estimation of functional multiplicative regression models with locally sparse properties (Q2089018) (← links)
- Robust estimation and variable selection for varying-coefficient partially nonlinear models based on modal regression (Q2089020) (← links)
- A novel non-heuristic search technique for constructing uniform designs with a mixture of two- and four-level factors: a simple industrial applicable approach (Q2089021) (← links)
- Robust estimation of Gaussian linear structural equation models with equal error variances (Q2089023) (← links)
- Batch sequential adaptive designs for global optimization (Q2089024) (← links)
- Markov switching quantile regression models with time-varying transition probabilities (Q2089025) (← links)
- Empirical likelihood confidence regions for autoregressive models with explanatory variables (Q2089027) (← links)
- Multivariate response regression with low-rank and generalized sparsity (Q2089029) (← links)
- Asymptotic approximations for some distributions of ratios (Q2089030) (← links)
- Statistical inference for Cox model under case-cohort design with subgroup survival information (Q2089031) (← links)
- Evaluating the adequacy of variance function using pairwise distances (Q2089032) (← links)
- Infinite diameter confidence sets in Hedges' publication bias model (Q2089033) (← links)
- On robustness of the relative belief ratio and the strength of its evidence with respect to the geometric contamination prior (Q2089035) (← links)
- Bayesian empirical likelihood inference for the generalized binomial AR(1) model (Q2111947) (← links)
- Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (Q2111948) (← links)
- Autocovariance estimation in the presence of changepoints (Q2111950) (← links)
- Robust estimation for a general functional single index model via quantile regression (Q2111951) (← links)
- Estimation of the parameters of a Wishart extension on symmetric matrices (Q2111953) (← links)
- Partial linear regression of compositional data (Q2111955) (← links)
- Projective resampling estimation of informative predictor subspace for multivariate regression (Q2111957) (← links)
- Revisiting feature selection for linear models with FDR and power guarantees (Q2111958) (← links)
- Penalized polygram regression (Q2111959) (← links)
- Monitoring multivariate data with high missing rate by pooling univariate statistics (Q2111961) (← links)
- A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models (Q2111963) (← links)
- Robust coefficients of correlation or spatial autocorrelation based on implicit weighting (Q2111964) (← links)
- Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts (Q2111966) (← links)
- Robust MAVE for single-index varying-coefficient models (Q2111967) (← links)
- Correction to: ``Robust MAVE for single-index varying-coefficient models'' (Q2111968) (← links)
- A note on maximum likelihood estimation for mixture models (Q2111969) (← links)
- Applications of competing risks analysis in public health (Q2126014) (← links)
- Nonparametric local linear regression estimation for censored data and functional regressors (Q2126016) (← links)
- New closed-form estimator and its properties (Q2126017) (← links)
- Self-weighted quantile estimation of autoregressive conditional duration model (Q2126020) (← links)
- Evaluating the failure risk with and without failure data (Q2126021) (← links)
- SportLight: statistically principled crowdsourcing method for sports highlight selection (Q2126024) (← links)
- Perturbations of copulas and mixing properties (Q2126028) (← links)
