Pages that link to "Item:Q132920"

The following pages link to Brazilian Journal of Probability and Statistics (Q132920):

Displaying 50 items.

• Note on the autoregressive spectral estimator (Q367538) (← links)
• The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models (Q367542) (← links)
• An improved estimation procedure for estimating the proportion of a population possessing sensitive attribute in unrelated question randomized response technique (Q367544) (← links)
• Non-parametric volatility estimation in continuous time (Q367547) (← links)
• An improved \(u\) chart for attributes (Q367549) (← links)
• Testing for differences among discrete distributions: an application of model-based clustering (Q367552) (← links)
• On the values of optimal stopping problems for generalized averages of discrete random variables (Q367555) (← links)
• A Bayesian inference for the extended skew-normal measurement error model (Q367556) (← links)
• Decomposing independence model using collapsed tables for contingency tables having ordered categories (Q367558) (← links)
• Certainty equivalents as risk measures (Q367559) (← links)
• Moments of the discounted dividends in a threshold-typ Markovian risk process (Q367560) (← links)
• Portfolio optimization with non-constant volatility and partial information (Q367562) (← links)
• Risk models with extremal subexponentiality (Q367563) (← links)
• The limiting copula of the two largest order statistics of independent and identically distributed samples (Q367566) (← links)
• Vines inference (Q367569) (← links)
• Optimal controllability of manpower system with linear quadratic performance index (Q398191) (← links)
• A predictive Bayes factor approach to identify genes differentially expressed: an application to \textit{Escherichia coli} bacterium data (Q398193) (← links)
• Modelling categorized levels of precipitation (Q398197) (← links)
• Characterizations of the Weibull and uniform distributions using record values (Q398200) (← links)
• On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes (Q398201) (← links)
• Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data (Q398202) (← links)
• PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order (Q398204) (← links)
• Prediction of failure probability of oil wells (Q398207) (← links)
• An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models (Q398210) (← links)
• Group selection in high-dimensional partially linear additive models (Q424816) (← links)
• A note on the robustness of a full Bayesian method for nonignorable missing data analysis (Q424819) (← links)
• A note on Bayesian robustness for count data (Q424822) (← links)
• On the copula for multivariate extreme value distributions (Q424823) (← links)
• Identifiability of zero-inflated Poisson models (Q424825) (← links)
• The polysurvival model with long-term survivors (Q424828) (← links)
• Special issue: 10th Bayesian statistics Brazilian meeting (EBEB X). Selected papers based on the presentations at the meeting, Angra dos Reis, Brazil, March 21--24, 2010. (Q441288) (← links)
• Bayesian analysis based on the Jeffreys prior for the hyperbolic distribution (Q447973) (← links)
• Latent residual analysis in binary regression with skewed link (Q447975) (← links)
• Bayesian statistics with a smile: a resampling-sampling perspective (Q447977) (← links)
• Bayesian heavy-tailed models and conflict resolution: a review (Q447980) (← links)
• Stochastic volatility in mean models with heavy-tailed distributions (Q447982) (← links)
• Predictive construction of priors in Bayesian nonparametrics (Q447985) (← links)
• Test procedures based on combination of Bayesian evidences for \(H_{0}\) (Q447988) (← links)
• A criterion for the fuzzy set estimation of the density function (Q462123) (← links)
• The beta log-logistic distribution (Q462124) (← links)
• A hidden competing risk model for censored observations (Q462125) (← links)
• Partitioning measure of quasi-symmetry for square contingency tables (Q462127) (← links)
• The cone percolation on \(\mathbb{T}_{d}\) (Q462131) (← links)
• The spectral decomposition and inverse of multinomial and negative multinomial covariances (Q462132) (← links)
• Estimation of the proportion of a sensitive attribute based on a two-stage randomized response model with stratified unequal probability sampling (Q462137) (← links)
• Characterizations and time-dependent association measures for bivariate Schur-constant distributions (Q462138) (← links)
• A bivariate CLT under rho-prime mixing (Q462140) (← links)
• A generalized species-area relationship: the Poisson distribution case (Q462144) (← links)
• The integral of the product of a power and Bessel's \(K_{\nu}\) function (Q462145) (← links)
• Bayesian skew-probit regression for binary response data (Q462146) (← links)