The following pages link to full work available at URL (P205):
Displaying 50 items.
- Maximum likelihood estimation for a special exponential family under random double-truncation (Q134937) (← links)
- Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation (Q134938) (← links)
- Likelihood-based analysis of doubly-truncated data under the location-scale and AFT model (Q134942) (← links)
- Estimating summary functionals in multistate models with an application to hospital infection data (Q134949) (← links)
- A Simple Algorithm for Exact Multinomial Tests (Q135033) (← links)
- General Observer-Agreement Measures on Individual Subjects and Groups of Subjects (Q135071) (← links)
- Measuring pairwise interobserver agreement when all subjects are judged by the same observers (Q135073) (← links)
- Principal component-guided sparse regression (Q135079) (← links)
- Projection pursuit based tests of normality with functional data (Q135088) (← links)
- On generating random Gaussian graphical models (Q135242) (← links)
- Extreme quantile estimation for dependent data, with applications to finance (Q135341) (← links)
- Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
- Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
- A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model (Q135452) (← links)
- Distribution-free tests for no effect of treatment in heteroscedastic functional data under both weak and long range dependence (Q135481) (← links)
- Rank test for heteroscedastic functional data (Q135484) (← links)
- A Hermite-Gaussian Based Radial Velocity Estimation Method (Q135620) (← links)
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
- Evaluation of Trace Evidence in the Form of Multivariate Data (Q135690) (← links)
- Robust fitting of mixtures using the trimmed likelihood estimator (Q135707) (← links)
- Robust fitting of mixture regression models (Q135710) (← links)
- Robust archetypoids for anomaly detection in big functional data (Q135720) (← links)
- Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
- Efficient design and inference for multistage randomized trials of individualized treatment policies (Q135848) (← links)
- Sequential multiple assignment randomized trial (SMART) with adaptive randomization for quality improvement in depression treatment program (Q135853) (← links)
- Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test (Q135901) (← links)
- Tests of stationarity against a change in persistence (Q135904) (← links)
- Modified tests for a change in persistence (Q135912) (← links)
- The effect of long-range dependence on change-point estimators (Q135915) (← links)
- On tests for changes in persistence (Q135925) (← links)
- A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
- Testing for a break in persistence under long-range dependencies (Q135936) (← links)
- Change-in-mean problem for long memory time series models with applications (Q135938) (← links)
- A simple test on structural change in long-memory time series (Q135940) (← links)
- The pricing of options and corporate liabilities (Q136004) (← links)
- A Jump-Diffusion Model for Option Pricing (Q136006) (← links)
- An algorithm to approximate the optimal expected inner product of two vectors with given marginals (Q136014) (← links)
- A measure of asymmetry (Q136033) (← links)
- A measure of asymmetry based on a new necessary and sufficient condition for symmetry (Q136036) (← links)
- Estimating Production Functions Using Inputs to Control for Unobservables (Q136060) (← links)
- On estimating firm-level production functions using proxy variables to control for unobservables (Q136062) (← links)
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- Some algebraic properties of the Reticular Action Model for moment structures (Q136174) (← links)
- Refining binomial confidence intervals (Q136394) (← links)
- Labeled Optimal Partitioning (Q136548) (← links)
- On the Bell distribution and its associated regression model for count data (Q136683) (← links)
- Partial distance correlation with methods for dissimilarities (Q136776) (← links)
- Mixture estimation with state-space components and Markov model of switching (Q136782) (← links)
- Bayesian estimation of dynamic finite mixtures (Q136787) (← links)
- Graph matching beyond perfectly-overlapping Erdős--Rényi random graphs (Q136800) (← links)
