The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- On longitudinal moving average model for prediction of subpopulation total (Q2516624) (← links)
- Reliability sampling plans for a lognormal distribution under progressive first-failure censoring with cost constraint (Q2516625) (← links)
- Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models (Q2516626) (← links)
- The link between the mixed and fixed linear models revisited (Q2516628) (← links)
- Quality surveillance with EWMA control charts based on exact control limits (Q2516629) (← links)
- A kernel mode estimate under random left truncation and time series model: asymptotic normality (Q2516630) (← links)
- A wavelet-based hybrid approach to estimate variance function in heteroscedastic regression models (Q2516632) (← links)
- On goodness of fit tests for the Poisson, negative binomial and binomial distributions (Q2633412) (← links)
- Performance of the restricted almost unbiased type principal components estimators in linear regression model (Q2633413) (← links)
- Stochastic properties of a weighted frailty model (Q2633415) (← links)
- A simple non-parametric test for decreasing mean time to failure (Q2633416) (← links)
- Application of the full Bayesian significance test to model selection under informative sampling (Q2633417) (← links)
- Robust second-order least-squares estimation for regression models with autoregressive errors (Q2633418) (← links)
- A generalized least squares estimation method for the autoregressive conditional duration model (Q2633419) (← links)
- Objective Bayesian testing for the linear combinations of normal means (Q2633420) (← links)
- Adaptive group Lasso selection in quantile models (Q2633421) (← links)
- An area-specific stick breaking process for spatial data (Q2633423) (← links)
- On the unimodality of the likelihood ratio with applications (Q2633424) (← links)
- Chi-square processes for gene mapping in a population with family structure (Q2633426) (← links)
- On the equality of estimators under a general partitioned linear model with parameter restrictions (Q2633427) (← links)
- Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model (Q2633428) (← links)
- Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
- Book review of: D. Rasch and D. Schott, Mathematical statistics (Q2633431) (← links)
- Bootstrap for generalized linear models (Q3031769) (← links)
- Estimation of the location and scale of a symmetric hyperbolic distribution (Q3031773) (← links)
- A general structural model for decomposing time series and its analysis as a generalized regression model (Q3031815) (← links)
- Inequality indices: theoretical and empirical aspects of their asymptotic behaviour (Q3034661) (← links)
- Necessary sample sizes for categorial data (Q3034675) (← links)
- Some asymptotic behaviour of the bootstrap estimates on a finite sample (Q3034686) (← links)
- The error components regression model: conditional relative efficiency comparisons (Q3034700) (← links)
- A general class of poverty measures (Q3136506) (← links)
- Directional tests and statistical frames (Q3136507) (← links)
- A note on the correlation betweenS 2 and the least squares estimator in the linear regression model (Q3136508) (← links)
- A minimax approach to missing values in linear regression (Q3136509) (← links)
- The relative efficiency of OLS in the linear regression model with spatially autocorrelated errors (Q3136511) (← links)
- Two-sided tests for change in level for correlated data (Q3197128) (← links)
- A gamma-minimax result for the class of symmetric and unimodal priors (Q3198683) (← links)
- An identity for reflexive g-inverses in the context with BLU estimators (Q3198687) (← links)
- On upper bounds for the characteristic values of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions (Q3203864) (← links)
- Statistical games against a prophet-proof of a minimax conjecture (Q3210632) (← links)
- Measures of multivariate skewness and kurtosis for tests of nonnormality (Q3349799) (← links)
- Structural inference on the parameters of the pareto distribution from complete and censored life test data (Q3355129) (← links)
- Markov sampling with auxiliary information (Q3355130) (← links)
- Jump-diffusion models of German stock returns (Q3358110) (← links)
- Views on conditional and marginal methods of statistical inference (Q3468427) (← links)
- Stratified sampling using double samples (Q3468433) (← links)
- A note on sequential ML estimates and their asymptotic covariances (Q3468484) (← links)
- Least squares estimation of the coefficients of a partially explosive model, with polynomial regressions of same degree, generating a pair of related time series (Q3470024) (← links)
- On the performance of a sampling scheme in statistical quality control using incomplete prior information (Q3470036) (← links)
- Cusum-schemes with variable sampling intervals and sample sizes (Q3470037) (← links)
