The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- A simple solution to the inadequacy of asymptotic likelihood-based inference for response-adaptive clinical trials: likelihood-based inference for RAR trials (Q2122807) (← links)
- Understanding nonsense correlation between (independent) random walks in finite samples (Q2122808) (← links)
- Properties and generation of representative points of the exponential distribution (Q2122810) (← links)
- Testing for equality of distributions using the concept of (niche) overlap (Q2122812) (← links)
- Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters (Q2122813) (← links)
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
- A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse (Q2122815) (← links)
- Kronecker delta method for testing independence between two vectors in high-dimension (Q2122817) (← links)
- Affiliation weighted networks with a differentially private degree sequence (Q2122819) (← links)
- Complete moment convergence for randomly weighted sums of extended negatively dependent random variables with application to semiparametric regression models (Q2122821) (← links)
- Regularization and variable selection in Heckman selection model (Q2122823) (← links)
- Level-augmented uniform designs (Q2122824) (← links)
- Some properties of the unified skew-normal distribution (Q2122825) (← links)
- Local linear estimation of the regression function for twice censored data (Q2122827) (← links)
- Construction of column-orthogonal strong orthogonal arrays (Q2122828) (← links)
- On multistage experiments with restrictions in the randomization of treatments (Q2122829) (← links)
- Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models (Q2122830) (← links)
- The polar-generalized normal distribution: properties, Bayesian estimation and applications (Q2122832) (← links)
- CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
- Missing responses at random in functional single index model for time series data (Q2122835) (← links)
- On the density for sums of independent exponential, Erlang and gamma variates (Q2151685) (← links)
- Change point detection and estimation methods under gamma series of observations (Q2151686) (← links)
- Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687) (← links)
- Confidence intervals, prediction intervals and tolerance intervals for negative binomial distributions (Q2151688) (← links)
- A simple and useful regression model for underdispersed count data based on Bernoulli-Poisson convolution (Q2151690) (← links)
- Halfspace depth for general measures: the ray basis theorem and its consequences (Q2151691) (← links)
- Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models (Q2151692) (← links)
- Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications (Q2151693) (← links)
- Inversion-free subsampling Newton's method for large sample logistic regression (Q2151694) (← links)
- Non-parametric test for decreasing renewal dichotomous Markov noise shock model (Q2151697) (← links)
- Bessel representation for amplitude distribution of noisy sinusoidal signals (Q2151699) (← links)
- Book review of: S. J. Cranmer et al., Inferential network analysis (Q2151700) (← links)
- Asymptotic analysis of reliability measures for an imperfect dichotomous test (Q2165830) (← links)
- Tests for heteroskedasticity in transformation models (Q2165831) (← links)
- Hypothesis testing in sparse weighted stochastic block model (Q2165832) (← links)
- Quantile correlation coefficient: a new tail dependence measure (Q2165833) (← links)
- Testing high-dimensional mean vector with applications. A normal reference approach (Q2165834) (← links)
- Optimal subsampling for composite quantile regression model in massive data (Q2165835) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- Confidence intervals with higher accuracy for short and long-memory linear processes (Q2165841) (← links)
- Properties of individual differences scaling and its interpretation (Q2165842) (← links)
- Truncating the exponential with a uniform distribution (Q2165843) (← links)
- Testing convexity of the generalised hazard function (Q2165844) (← links)
- Correction to: ``Testing convexity of the generalised hazard function'' (Q2165845) (← links)
- A generalized information criterion for high-dimensional PCA rank selection (Q2165846) (← links)
- Real-time detection of a change-point in a linear expectile model (Q2165847) (← links)
- Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis (Q2175635) (← links)
- On a test of normality based on the empirical moment generating function (Q2175636) (← links)
- Elliptical linear mixed models with a covariate subject to measurement error (Q2175638) (← links)
- Following K. Pearson to test the general linear hypothesis (Q2175639) (← links)
