The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- A weighted U-statistic based change point test for multivariate time series (Q6157040) (← links)
- Conditional characteristic feature screening for massive imbalanced data (Q6157042) (← links)
- Accelerated failure time vs Cox proportional hazards mixture cure models: David vs Goliath? (Q6157043) (← links)
- Simple powerful robust tests based on sign depth (Q6157044) (← links)
- Seemingly unrelated clusterwise linear regression for contaminated data (Q6157046) (← links)
- Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors (Q6157048) (← links)
- Compositional cubes: a new concept for multi-factorial compositions (Q6157049) (← links)
- Construction of orthogonal general sliced Latin hypercube designs (Q6157050) (← links)
- Nonparametric classification of high dimensional observations (Q6201367) (← links)
- A test for normality and independence based on characteristic function (Q6201368) (← links)
- Improved shrinkage estimators in the beta regression model with application in econometric and educational data (Q6201369) (← links)
- Testing for ordered alternatives in heteroscedastic ANOVA under normality (Q6201370) (← links)
- Optimal subsampling for functional quantile regression (Q6201371) (← links)
- New results for adaptive false discovery rate control with \(p\)-value weighting (Q6201372) (← links)
- Bayesian and maximin optimal designs for heteroscedastic multi-factor regression models (Q6201373) (← links)
- Multivariate copulas with given values at two arbitrary points (Q6201374) (← links)
- A class of estimators based on overlapping sample spacings (Q6201379) (← links)
- Estimation of parameters and quantiles of the Weibull distribution (Q6494428) (← links)
- The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates (Q6494429) (← links)
- Jackknife empirical likelihood ratio test for testing mean time to failure order (Q6494431) (← links)
- Estimation and variable selection for generalized functional partially varying coefficient hybrid models (Q6494432) (← links)
- On the distribution of sample scale-free scatter matrices (Q6494433) (← links)
- Robust estimation of average treatment effects from panel data (Q6494436) (← links)
- Profile likelihood estimation for the cox proportional hazards (PH) cure model and standard errors (Q6494438) (← links)
- On the use of historical estimates (Q6494439) (← links)
- On some problems of Bayesian region construction with guaranteed coverages (Q6494441) (← links)
- A Monte Carlo permutation procedure for testing variance components using robust estimation methods (Q6494443) (← links)
- Several new classes of space-filling designs (Q6494444) (← links)
- Generalised score distribution: underdispersed continuation of the beta-binomial distribution (Q6494446) (← links)
- Centre-free kurtosis orderings for asymmetric distributions (Q6494447) (← links)
- Testing normality of a large number of populations (Q6494448) (← links)
- A review on design inspired subsampling for big data (Q6549149) (← links)
- A multivariate modified skew-normal distribution (Q6549150) (← links)
- Detecting shifts in Conway-Maxwell-Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity (Q6549151) (← links)
- Simulations and predictions of future values in the time-homogeneous load-sharing model (Q6549152) (← links)
- A method of correction for heaping error in the variables using validation data (Q6549158) (← links)
- Clustering and estimation of finite mixture models under bivariate ranked set sampling with application to a breast cancer study (Q6549159) (← links)
- Instrumental variable estimation of weighted local average treatment effects (Q6549160) (← links)
- Sparse and smooth functional data clustering (Q6549161) (← links)
- Efficient robust estimation for single-index mixed effects models with missing observations (Q6549162) (← links)
- Computational aspects of experimental designs in multiple-group mixed models (Q6549163) (← links)
- Nonnegative group bridge and application in financial index tracking (Q6549164) (← links)
- Kalman recursions aggregated online (Q6549166) (← links)
- Nonparametric estimation for a functional-circular regression model (Q6549167) (← links)
- Further remarks on constrained over-parameterized linear models (Q6549168) (← links)
- Consistent group selection using nonlocal priors in regression (Q6549170) (← links)
- To impute or to adapt? Model specification tests' perspective (Q6549171) (← links)
- A novel copula-based approach for parametric estimation of univariate time series through its covariance decay (Q6549173) (← links)
- A Hamiltonian Monte Carlo EM algorithm for generalized linear mixed models with spatial skew latent variables (Q6549174) (← links)
- A semiparametric dynamic higher-order spatial autoregressive model (Q6549176) (← links)
