The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- Depth functions as measures of representativeness (Q465636) (← links)
- On tests of radial symmetry for bivariate copulas (Q465637) (← links)
- Asymptotic results for hybrids of empirical and partial sums processes (Q465638) (← links)
- Wavelet estimation of the memory parameter for long range dependent random fields (Q465640) (← links)
- An ANOVA-type test for multiple change points (Q465641) (← links)
- On the joint distribution of success runs of several lengths in the sequence of MBT and its applications (Q465643) (← links)
- Selection of tuning parameters in bridge regression models via Bayesian information criterion (Q465645) (← links)
- Book review of: Max D. Morris, Design of experiments. An introduction based on linear models (Q465647) (← links)
- Book review of: Jean Dickinson Gibbons and Subhabrata Chakraborti, Nonparametric statistical inference (Q465648) (← links)
- Book review of: Stanley A. Mulaik, Foundations of factor analysis (Q465650) (← links)
- Erratum to: ``Model selection by LASSO methods in a change-point model'' (Q465651) (← links)
- Erratum to: ``Multivariate normal distribution approaches for dependently truncated data'' (Q465652) (← links)
- Some notes on linear sufficiency (Q513677) (← links)
- Detecting over- and under-dispersion in zero inflated data with the hyper-Poisson regression model (Q513680) (← links)
- Confidence intervals for population means of partially paired observations (Q513683) (← links)
- Hypothesis test on response mean with inequality constraints under data missing when covariables are present (Q513685) (← links)
- D-optimal designs based on the second-order least squares estimator (Q513688) (← links)
- Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models (Q513689) (← links)
- A comparison of different synchronized permutation approaches to testing effects in two-level two-factor unbalanced ANOVA designs (Q513691) (← links)
- Principal component selection via adaptive regularization method and generalized information criterion (Q513693) (← links)
- On the determination of the number of factors using information criteria with data-driven penalty (Q513695) (← links)
- Kernel regression estimation for incomplete data with applications (Q513697) (← links)
- A kernel PLS based classification method with missing data handling (Q513700) (← links)
- Robust functional sliced inverse regression (Q513702) (← links)
- Linear censored regression models with scale mixtures of normal distributions (Q513706) (← links)
- Book review of: A. Bottle and P. Aylin, Statistical methods for healthcare performance monitoring (Q513708) (← links)
- Book review of: Charles B. Moss, Mathematical statistics for applied econometrics (Q513709) (← links)
- Book review of: W. Palma, Time series analysis (Q513710) (← links)
- Generalized Mahalanobis depth in the reproducing kernel Hilbert space (Q641773) (← links)
- Preservation properties of the moment generating function ordering of residual lives (Q641774) (← links)
- On runs of length exceeding a threshold: normal approximation (Q641775) (← links)
- Hypotheses testing for structural calibration model (Q641776) (← links)
- On estimation and local influence analysis for measurement errors models under heavy-tailed distributions (Q641778) (← links)
- The generalized inverse Weibull distribution (Q641780) (← links)
- Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782) (← links)
- A class of estimators for quantitative sensitive data (Q641783) (← links)
- A characterization of geometric distribution based on weak records (Q641785) (← links)
- Characterization of the mixtures of Rayleigh distributions by conditional expectation of order statistics (Q641786) (← links)
- A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break (Q641788) (← links)
- Sine-skewed circular distributions (Q641789) (← links)
- Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (Q641791) (← links)
- Erratum to: Exact expression of the density of the sample generalized variance and applications (Q641792) (← links)
- Comments on ``Testing for NBUL using goodness of fit approach with applications'' (Q641793) (← links)
- Expectation of a uniform random variable with uniform observation errors after selection of the highest observations (Q657063) (← links)
- Finite mixture of Burr type XII distribution and its reciprocal: properties and applications (Q657066) (← links)
- Automatic estimation procedure in partial linear model with functional data (Q657067) (← links)
- Bias-variance trade-off for prequential model list selection (Q657069) (← links)
- Some equalities for estimations of partial coefficients under a general linear regression model (Q657071) (← links)
- A new bivariate distribution with weighted exponential marginals and its multivariate generali\-za\-tion (Q657072) (← links)
- Chernoff distance for truncated distributions (Q657075) (← links)
