Pages that link to "Item:Q98293"

The following pages link to Journal of the Korean Statistical Society (Q98293):

Displaying 50 items.

• Fourth moment bound and stationary Gaussian processes with positive correlation (Q2126029) (← links)
• An empirical likelihood check with varying coefficient fixed effect model with panel data (Q2126031) (← links)
• Residuals in GMANOVA-MANOVA model with rank restrictions on parameters (Q2126033) (← links)
• Efficient information-based criteria for model selection in quantile regression (Q2126036) (← links)
• Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
• Bootstrap based goodness-of-fit tests for binary multivariate regression models (Q2126039) (← links)
• On relaxing the distributional assumption of stochastic frontier models (Q2131879) (← links)
• Bayesian multiple change-points estimation for hazard with censored survival data from exponential distributions (Q2131880) (← links)
• Bayesian cumulative logit random effects models with ARMA random effects covariance matrix (Q2131882) (← links)
• Building some bridges among various experimental designs (Q2131883) (← links)
• Testing for covariance matrices in time-varying coefficient panel data models with fixed effects (Q2131885) (← links)
• Explicit formulae and implication of the expected values of some nonlinear statistics of tri-variate Gaussian variables (Q2131887) (← links)
• Hamiltonian Markov chain Monte Carlo for partitioned sample spaces with application to Bayesian deep neural nets (Q2131889) (← links)
• Self-semi-supervised clustering for large scale data with massive null group (Q2131891) (← links)
• Adaptive structure inferences on partially linear error-in-function models with error-prone covariates (Q2131894) (← links)
• Estimating equation for additive hazards model with censored length-biased data (Q2131897) (← links)
• Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components (Q2131898) (← links)
• Inflated density ratio and its variation and generalization for computing marginal likelihoods (Q2131900) (← links)
• The regularization paths for the ROC-optimizing support vector machines (Q2131901) (← links)
• Identifiability of Gaussian linear structural equation models with homogeneous and heterogeneous error variances (Q2131903) (← links)
• Adaptive log-density estimation (Q2131904) (← links)
• A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts (Q2131905) (← links)
• Fused clustering mean estimation of central subspace (Q2131907) (← links)
• Triangular angles parameterization for the correlation matrix of bivariate longitudinal data (Q2131908) (← links)
• A new proof of the stick-breaking representation of Dirichlet processes (Q2131909) (← links)
• Markov-modulated fluid flow model with server maintenance period (Q2131910) (← links)
• On the mixtures of length-biased Weibull distributions for loss severity modeling (Q2131911) (← links)
• On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin (Q2131914) (← links)
• Some reliability properties of extropy for residual and past lifetime random variables (Q2131915) (← links)
• Kernel density estimation based on progressive type-II censoring (Q2131916) (← links)
• A note on the Fisher information matrix for the flexible generalized-skew-normal model (Q2131917) (← links)
• Bayesian curve fitting for discontinuous functions using an overcomplete system with multiple kernels (Q2131918) (← links)
• Objective Bayesian analysis using modified profile likelihood for the ratio of two log-normal means (Q2131919) (← links)
• Time series central subspace with covariates and its application to forecasting pine sawtimber stumpage prices in the Southern United States (Q2131921) (← links)
• Detecting conditional independence for modeling non-Gaussian time series (Q2131924) (← links)
• Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (Q2131925) (← links)
• Correction to: ``Pricing two-asset alternating barrier options with icicles and their variations'' (Q2131927) (← links)
• Pricing two-asset alternating barrier options with icicles and their variations (Q2131928) (← links)
• Obtaining minimax lower bounds: a review (Q2131929) (← links)
• Explosive \(\mathrm{AR}(1)\) process with independent but not identically distributed errors (Q2131930) (← links)
• Factor graph fragmentization of expectation propagation (Q2131932) (← links)
• Influence diagnostics in support vector machines (Q2131934) (← links)
• An efficient estimation for the parameter in additive partially linear models with missing covariates (Q2131935) (← links)
• Block bootstrapping for a panel mean break test (Q2131936) (← links)
• Estimating the width of a uniform distribution under symmetric measurement errors (Q2131938) (← links)
• A test procedure for distinguishing logarithmically decaying tail from polynomially decaying tail (Q2131939) (← links)
• Alternative approach to finite population estimation with many zero values (Q2131940) (← links)
• New type of gamma kernel density estimator (Q2131942) (← links)
• Bayesian latent factor regression for multivariate functional data with variable selection (Q2131944) (← links)
• An empirical classification procedure for nonparametric mixture models (Q2131945) (← links)