Pages that link to "Item:Q98293"

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

Displaying 50 items.

• Asymptotic properties for an M-estimator of the regression function with truncation and dependent data (Q457309) (← links)
• Asymptotic behavior of the record value sequence (Q457310) (← links)
• The factoring likelihood method for non-monotone missing data (Q457311) (← links)
• On the Gerber-Shiu discounted penalty function in a risk model with delayed claims (Q457313) (← links)
• On nonparametric variogram estimation (Q457315) (← links)
• Semiparametric estimation methods for the accelerated failure time mixture cure model (Q457318) (← links)
• On the adaptive wavelet deconvolution of a density for strong mixing sequences (Q457615) (← links)
• Pricing options with credit risk in a reduced form model (Q457616) (← links)
• Speed of random walk and resistance (Q457619) (← links)
• Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion (Q457621) (← links)
• On the convergence to the multiple subfractional Wiener-Itō integral (Q457622) (← links)
• General \(M\)-estimation and its bootstrap (Q457623) (← links)
• Hedging processes for catastrophe options (Q457624) (← links)
• Random weighting \(M\)-estimation for linear errors-in-variables models (Q457625) (← links)
• Some properties of the exponential distribution class with applications to risk theory (Q457627) (← links)
• Limit distribution of maxima of strongly dependent Gaussian vector sequences under complete and incomplete samples (Q457628) (← links)
• Weighted sums of associated variables (Q457629) (← links)
• Asymptotics for a class of generalized multicast autoregressive processes (Q457630) (← links)
• On some dependence structures for multidimensional Lévy driven moving averages (Q457632) (← links)
• A note on statistical inference for differences of covariances (Q457634) (← links)
• Statistical models and methods for dependence in insurance data (Q458105) (← links)
• Discussion: Statistical models and methods for dependence in insurance data (Q458106) (← links)
• Rejoinder: Statistical models and methods for dependence in insurance data (Q458107) (← links)
• Constancy test for FARIMA long memory processes (Q458109) (← links)
• Characterization of admissible linear estimators in the growth curve model with respect to inequality constraints (Q458112) (← links)
• Distribution-free prediction intervals for order statistics based on record coverage (Q458113) (← links)
• Asymptotic behaviour of the LS estimator in a nonlinear model with long memory (Q458114) (← links)
• Empirical likelihood-based inference in varying-coefficient single-index models (Q458115) (← links)
• Unified predictor hypothesis tests in sufficient dimension reduction: a bootstrap approach (Q458116) (← links)
• Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (Q458120) (← links)
• The central limit theorem for cross-variation related to the standard Brownian sheet and Berry-Esseen bounds (Q458122) (← links)
• Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously (Q459477) (← links)
• Discussion: Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously (Q459479) (← links)
• Discussion: Time-threshold maps: using information from wavelet reconstruction with all threshold values simultaneously (Q459480) (← links)
• Rejoinder: Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously (Q459481) (← links)
• Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (Q459482) (← links)
• Tests of independence in incomplete multi-way tables using likelihood functions (Q459484) (← links)
• Wavelet based estimation for the derivative of a density by block thresholding under random censorship (Q459486) (← links)
• The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims (Q459487) (← links)
• Stochastic Green's theorem for fractional Brownian sheet and its application (Q459488) (← links)
• Large deviations for dependent heavy tailed random variables (Q459489) (← links)
• A class of chain ratio-product type estimators with two auxiliary variables under double sampling scheme (Q459492) (← links)
• Distribution of linear combinations of unordered and ordered components of an elliptical random vector (Q459494) (← links)
• A new kernel estimator for abundance using line transect sampling without the shoulder condition (Q459496) (← links)
• Monitoring test for stability of copula parameter in time series (Q488592) (← links)
• Frontier estimation using kernel smoothing estimators with data transformation (Q488593) (← links)
• Variable selection in quantile regression when the models have autoregressive errors (Q488595) (← links)
• Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (Q488598) (← links)
• Analysis of a discrete-time queue with load dependent service under discrete-time Markovian arrival process (Q488600) (← links)
• Multivariate seeded dimension reduction (Q488603) (← links)