Pages that link to "Item:Q98293"

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

Displaying 50 items.

• Independent feature screening for ultrahigh-dimensional models with interactions (Q488604) (← links)
• On a perturbed Sparre Andersen risk model with dividend barrier and dependence (Q488607) (← links)
• Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays (Q488608) (← links)
• Rates of convergence of extreme for STSD under power normalization (Q488609) (← links)
• A Bézier curve method in interval-censored data (Q488611) (← links)
• Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612) (← links)
• The Student's \(t\) approximation to distributions of pivotal statistics from ranked set samples (Q488615) (← links)
• Effective identification and estimation for the semiparametric measurement error model (Q508097) (← links)
• Maximum weighted likelihood for discrete choice models with a dependently censored covariate (Q508101) (← links)
• Estimation for the multi-way error components model with ill-conditioned panel data (Q508103) (← links)
• Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps (Q508104) (← links)
• A CUSUM test for panel mean change detection (Q508105) (← links)
• Bayesian testing of agreement criteria under order constraints (Q508108) (← links)
• Robust estimation and variable selection in censored partially linear additive models (Q508109) (← links)
• Feasible optimum Godambe scores for a semi-parametric GARCH time series (Q508110) (← links)
• Adaptive robust regression with continuous Gaussian scale mixture errors (Q508114) (← links)
• Nonparametric estimation of multivariate multiparameter conditional copulas (Q508116) (← links)
• Optimal sampling design under the response homogeneous group response mechanism -- a prediction approach (Q508119) (← links)
• Generalized information criterion for the AR model (Q508120) (← links)
• Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations (Q526970) (← links)
• A new analysis of the relationships between a general linear model and its mis-specified forms (Q526971) (← links)
• Inverse gamma kernel density estimation for nonnegative data (Q526973) (← links)
• Balancing treatment assignment over all observed covariates in clinical trials (Q526974) (← links)
• Local estimation for longitudinal semiparametric varying-coefficient partially linear model (Q526977) (← links)
• Estimation in partially linear time-varying coefficients panel data models with fixed effects (Q526978) (← links)
• Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980) (← links)
• Optimal generalized case-cohort analysis with accelerated failure time model (Q526982) (← links)
• Exact nonparametric conditional inference based on \(k\)-records, given inter-\(k\)-record times (Q526984) (← links)
• Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes (Q530368) (← links)
• Statistical inference on Gumbel distribution using record values (Q530369) (← links)
• Interval-valued data regression using nonparametric additive models (Q530370) (← links)
• An integrated heteroscedastic autoregressive model for forecasting realized volatilities (Q530371) (← links)
• Local linear estimation for regression models with locally stationary long memory errors (Q530373) (← links)
• Empirical likelihood for semi-varying coefficient models for panel data with fixed effects (Q530374) (← links)
• Modeling discrete stock price changes using a mixture of Poisson distributions (Q530377) (← links)
• Elliptical regression models for multivariate sample-selection bias correction (Q530380) (← links)
• On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence (Q530382) (← links)
• Bayesian semiparametric analysis for latent variable models with mixed continuous and ordinal outcomes (Q530384) (← links)
• Bayesian variable selection in quantile regression using the Savage-Dickey density ratio (Q530387) (← links)
• Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors (Q530389) (← links)
• Some inferential procedures in randomized repeated measurement design for binary response (Q634841) (← links)
• The limit distribution of a modified Shapiro-Wilk statistic for normality to type II censored data (Q634842) (← links)
• The asymmetric \(n\)-player gambler's ruin problem with ties allowed and simulation (Q634843) (← links)
• A remark on the Bahadur representation of sample quantiles for negatively associated sequences (Q634845) (← links)
• The analysis of tumorigenicity data using a frailty effect (Q634850) (← links)
• Estimation of the scale parameter of the half-logistic distribution with multiply type II censored sample (Q634853) (← links)
• Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments (Q634854) (← links)
• A minimum asymptotic mean squared error controller for an IMA(1,1) noise process with a starting offset, and its resetting design (Q634855) (← links)
• On moment stability properties for a class of state-dependent stochastic networks (Q634856) (← links)
• Remarks on an integral functional driven by sub-fractional Brownian motion (Q634857) (← links)