The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- Robust inference for the stress-strength reliability (Q657076) (← links)
- Small sample properties of a ridge regression estimator when there exist omitted variables (Q657077) (← links)
- A unification and some corrections to Markov chain approaches to develop variable ratio sampling scheme control charts (Q657078) (← links)
- Spatial analysis of auto-multivariate lattice data (Q657081) (← links)
- Marshall-Olkin bivariate Weibull distributions and processes (Q657083) (← links)
- Regression analysis using order statistics (Q657085) (← links)
- Epsilon Birnbaum-Saunders distribution family: properties and inference (Q657087) (← links)
- Detecting changes from short to long memory (Q657089) (← links)
- Partitioning estimation of local variance based on nearest neighbors under censoring (Q725665) (← links)
- Complete consistency of estimators for regression models based on extended negatively dependent errors (Q725667) (← links)
- Likelihood and Bayesian estimation of \(P(Y<X)\) using lower record values from a proportional reversed hazard family (Q725670) (← links)
- Statistical inference for heteroscedastic semi-varying coefficient EV models under restricted condition (Q725672) (← links)
- \(k\)-boxplots for mixture data (Q725674) (← links)
- Local influence for Liu estimators in semiparametric linear models (Q725676) (← links)
- Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation (Q725678) (← links)
- Generalized \(p\) value tests for variance components in a class of linear mixed models (Q725681) (← links)
- Prediction of future generalized order statistics based on exponential distribution with random sample size (Q725682) (← links)
- Sparse factor regression via penalized maximum likelihood estimation (Q725684) (← links)
- Sequential monitoring of portfolio betas (Q725685) (← links)
- Quantile regression and its empirical likelihood with missing response at random (Q725686) (← links)
- The weighted ridge estimator in stochastic restricted linear measurement error models (Q725690) (← links)
- Estimation of parameters of Weibull-gamma distribution based on progressively censored data (Q725692) (← links)
- Statistical inference based on Lindley record data (Q725693) (← links)
- Distribution-free comparisons of residual lifetimes of coherent systems based on copula properties (Q725694) (← links)
- Incoherent dose-escalation in phase I trials using the escalation with overdose control approach (Q725696) (← links)
- Regression estimation by local polynomial fitting for multivariate data streams (Q725697) (← links)
- Book review of: L. D. Broemeling, Bayesian inference for stochastic processes (Q725698) (← links)
- Book review of: R. Koenker (ed.) et al., Handbook of quantile regression (Q725699) (← links)
- Replicated measurement error model under exact linear restrictions (Q744749) (← links)
- On the relationship between the reversed hazard rate and elasticity (Q744752) (← links)
- On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence (Q744753) (← links)
- A note on Cochran test for homogeneity in one-way ANOVA and meta-analysis (Q744754) (← links)
- Maximum likelihood estimation under a finite mixture of generalized exponential distributions based on censored data (Q744755) (← links)
- Variable selection in high-dimensional double generalized linear models (Q744756) (← links)
- Model selection by LASSO methods in a change-point model (Q744757) (← links)
- On the weighted least-squares, the ordinary least-squares and the best linear unbiased estimators under a restricted growth curve model (Q744758) (← links)
- \(r\)-\(k\) class estimator in the linear regression model with correlated errors (Q744761) (← links)
- A generalized skew two-piece skew-elliptical distribution (Q744762) (← links)
- Local influence for functional comparative calibration models with replicated data (Q744764) (← links)
- Non nested model selection for spatial count regression models with application to health insurance (Q744767) (← links)
- Testing for spatial lag and spatial error dependence using double length artificial regressions (Q744768) (← links)
- Detecting fuzzy periodic patterns in futures spreads (Q744771) (← links)
- A discrete version of the half-normal distribution and its generalization with applications (Q744773) (← links)
- Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities (Q744774) (← links)
- Derivatives and Fisher information of bivariate copulas (Q744776) (← links)
- Equalities between OLSE, BLUE and BLUP in the linear model (Q744777) (← links)
- Local expectations of the population spectral distribution of a high-dimensional covariance matrix (Q744778) (← links)
- Book review of: D. Rasch, J. Pilz, R. Verdooren, A. Gebhardt, Optimal experimental design with R (Q744779) (← links)
- Book review of: Yuedong Wang, Smoothing splines: methods and applications (Q744780) (← links)
- Book review of: K. Webel and D. Wied, Stochastische Prozesse. Verständliche Einführung für Statistiker und Datenwissenschaftler (Q744781) (← links)
