Pages that link to "Item:Q98293"
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The following pages link to Journal of the Korean Statistical Society (Q98293):
Displaying 50 items.
- Orthogonally blocked mixture component-amount designs via projections of F-squares (Q744737) (← links)
- Monitoring persistence change in infinite variance observations (Q744739) (← links)
- An extended Lindley distribution (Q744742) (← links)
- Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
- Empirical likelihood for partially linear varying-coefficient models with missing response variables and error-prone covariates (Q744744) (← links)
- The guaranteed estimation of the Lipschitz classifier accuracy: confidence set approach (Q744745) (← links)
- Statistical inference and visualization in scale-space for spatially dependent images (Q744746) (← links)
- Bayesian diffusion process models with time-varying parameters (Q744748) (← links)
- The extension of three-way balanced multi-level rotation sampling designs (Q873864) (← links)
- Chain dependence and stationarity test for transition probabilities of Markov chain under logistic regression model (Q873867) (← links)
- General families of chain ratio type estimators of the population mean with known coefficient of variation of the second auxiliary variable in two phase sampling (Q873868) (← links)
- Generalized Bartoszyński's virus model (Q873869) (← links)
- Threshold modeling for bifurcating autoregression and large sample estimation (Q873870) (← links)
- Bayesian robust analysis for non-normal data based on a perturbed-t model (Q873871) (← links)
- Efficient estimation of population mean in stratified sampling using regression type estimator (Q873872) (← links)
- Joint asymptotic distributions of sample autocorrelations for time series of martingale differ\-ences (Q873873) (← links)
- A test for the increasing convex order based on the cumulative residual entropy (Q892875) (← links)
- Optimal classifier for multivariate rectangle-screened normal data classification (Q892876) (← links)
- Stationary distribution of the surplus in a risk model with dividends and reinvestments (Q892877) (← links)
- Frequency polygon estimation of density function for dependent samples (Q892878) (← links)
- Construction of main effects plans orthogonal through the block factor based on level permutation (Q892879) (← links)
- Small response estimation when parameter sign is known (Q892881) (← links)
- Stochastic elasticity of variance with stochastic interest rates (Q892883) (← links)
- Kolmogorov distance for the central limit theorems of the Wiener chaos expansion and applications (Q892884) (← links)
- Nonparametric homogeneity test based on ridit reliability functional (Q892886) (← links)
- The modified mood test for the scale alternative and its numerical comparisons (Q892887) (← links)
- Robust direction identification and variable selection in high dimensional general single-index models (Q892888) (← links)
- Empirical likelihood for the class of single index hazard regression models (Q892891) (← links)
- Sharp optimality for regression with real-time data (Q892892) (← links)
- Revisiting the estimation of the error density in functional autoregressive models (Q892893) (← links)
- Some characterizations of non-ergodic estimating functions for stochastic processes (Q892894) (← links)
- Noninformative priors for the common shape parameters of Weibull distributions (Q892895) (← links)
- Approximating data (Q955848) (← links)
- A class of coverage growth functions and its practical application (Q955851) (← links)
- What does the market price of risk tell us in the single factor interest rate model? (Q955853) (← links)
- On knot placement for penalized spline regression (Q955854) (← links)
- Homogeneous clustering method for data on tumor incidence due to dose levels (Q955855) (← links)
- A Hilbert-Huang transform approach for predicting cyber-attacks (Q955858) (← links)
- Busy period analysis for the \(n\)-policy \(GI/M/c\) queue (Q955861) (← links)
- A modeling approach for large spatial datasets (Q1031769) (← links)
- Sample size calculation for the log-rank tests for multi-arm trials with a control (Q1031771) (← links)
- Unit root tests based on IV estimators for time series with multiple breaks (Q1031772) (← links)
- Covariance stationary GARCH-family models with long memory property (Q1031773) (← links)
- Generalized gamma variables with drought application (Q1031774) (← links)
- Taboo probability on a simple fluid flow model (Q1031775) (← links)
- Shrinkage estimation in exponential type-II censored data under LINEX loss (Q1031777) (← links)
- A recipe for robust estimation using pseudo data (Q1031778) (← links)
- On the complete convergence of weighted sums for arrays of negatively associated variables (Q1031781) (← links)
- Moments of truncated student-\(t\) distribution (Q1031782) (← links)
- Forecasting realized volatility: a review (Q1622112) (← links)
