The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models (Q2066516) (← links)
- Bootstrapping multiple linear regression after variable selection (Q2066517) (← links)
- Test on the linear combinations of covariance matrices in high-dimensional data (Q2066518) (← links)
- Sharp large deviations for a class of normalized L-statistics and applications (Q2066520) (← links)
- A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion (Q2066522) (← links)
- Complete \(f\)-moment convergence for Sung's type weighted sums and its application to the EV regression models (Q2066523) (← links)
- Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general Hurst parameter (Q2066524) (← links)
- Sure independence screening in the presence of missing data (Q2066525) (← links)
- Heterogeneous endogeneity (Q2066528) (← links)
- Estimation and variable selection for partial linear single-index distortion measurement errors models (Q2066529) (← links)
- Zero-and-one-inflated Poisson regression model (Q2066530) (← links)
- On consistency of wavelet estimator in nonparametric regression models (Q2066532) (← links)
- The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors (Q2066533) (← links)
- Optimal stochastic restricted logistic estimator (Q2066535) (← links)
- Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator (Q2066536) (← links)
- Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data (Q2066537) (← links)
- Book review of: T. S. McElroy and D. N. Politis, Time series: a first course with bootstrap starter (Q2066538) (← links)
- Book review of: T. A. Severini, Analytic methods in sports. Using mathematics and statistics to understand data from baseball, football, basketball, and other sports (Q2066539) (← links)
- A goodness-of-fit test for copulas based on the collision test (Q2093120) (← links)
- Information criteria bias correction for group selection (Q2093122) (← links)
- Unified smoothed jackknife empirical likelihood tests for comparing income inequality indices (Q2093124) (← links)
- Local influence diagnostics with forward search in regression analysis (Q2093126) (← links)
- An alternative look at the linear regression model (Q2093127) (← links)
- Statistical inference based on weighted divergence measures with simulations and applications (Q2093129) (← links)
- Circuits for robust designs (Q2093130) (← links)
- Robust modified classical spherical tests in the presence of outliers (Q2093133) (← links)
- Replication study design: confidence intervals and commentary (Q2093135) (← links)
- The evaluation of bivariate normal probabilities for failure of parallel systems (Q2093140) (← links)
- Parametric estimation of hidden Markov models by least squares type estimation and deconvolution (Q2093141) (← links)
- Optimal subsampling for composite quantile regression in big data (Q2093142) (← links)
- On the maximal deviation of kernel regression estimators with NMAR response variables (Q2093143) (← links)
- Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
- Optimality of circular equineighbored block designs under correlated observations (Q2110341) (← links)
- Sequential support points (Q2110342) (← links)
- New insights on goodness-of-fit tests for ranked set samples (Q2110343) (← links)
- Exact prediction intervals for future exponential and Pareto lifetimes based on ordered ranked set sampling of non-random and random size (Q2110344) (← links)
- Variable selection in propensity score adjustment to mitigate selection bias in online surveys (Q2110345) (← links)
- Subdata selection algorithm for linear model discrimination (Q2110346) (← links)
- Copula-based measures of asymmetry between the lower and upper tail probabilities (Q2110347) (← links)
- A measure of evidence based on the likelihood-ratio statistics (Q2110348) (← links)
- Generalized log-gamma additive partial linear models with P-spline smoothing (Q2110351) (← links)
- Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm (Q2110353) (← links)
- Estimation for partially linear additive regression with spatial data (Q2110355) (← links)
- The shortest confidence interval for Poisson mean (Q2110357) (← links)
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (Q2122800) (← links)
- On nonparametric regression for bivariate circular long-memory time series (Q2122802) (← links)
- Penalized and constrained LAD estimation in fixed and high dimension (Q2122803) (← links)
- Bayesian empirical likelihood inference and order shrinkage for autoregressive models (Q2122804) (← links)
- Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression (Q2122805) (← links)
- Quantifying the data-dredging bias in structural break tests (Q2122806) (← links)
