The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- Correction to: ``Some properties of the unified skew-normal distribution'' (Q6549177) (← links)
- Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains (Q6579370) (← links)
- Inference of improved adaptive progressively censored competing risks data for Weibull lifetime models (Q6579371) (← links)
- Self-exciting hysteretic binomial autoregressive processes (Q6579373) (← links)
- A unifying framework for rank and pseudo-rank based inference using nonparametric confidence distributions (Q6579375) (← links)
- Variance matrix estimation in multivariate classical measurement error models (Q6579376) (← links)
- The estimated causal effect on the variance based on the front-door criterion in Gaussian linear structural equation models: an unbiased estimator with the exact variance (Q6579377) (← links)
- Case-cohort studies for clustered failure time data with a cure fraction (Q6579379) (← links)
- Learning CHARME models with neural networks (Q6579380) (← links)
- Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity (Q6579382) (← links)
- Deterministic sampling based on Kullback-Leibler divergence and its applications (Q6579383) (← links)
- On approximation and estimation of distribution function of sum of independent random variables (Q6579384) (← links)
- Finite mixtures of mean-parameterized Conway-Maxwell-Poisson models (Q6579385) (← links)
- Identification of canonical models for vectors of time series: a subspace approach (Q6579386) (← links)
- Confidence intervals centred on bootstrap smoothed estimators: an impossibility result (Q6579387) (← links)
- Information quantity evaluation of multivariate SETAR processes of order one and applications (Q6579388) (← links)
- Nonparametric estimation of the shape functions and related asymptotic results (Q6579389) (← links)
- Parametric quantile autoregressive moving average models with exogenous terms (Q6579391) (← links)
- Detecting linear trend changes in data sequences (Q6579392) (← links)
- Inferring the finest pattern of mutual independence from data (Q6579393) (← links)
- Computation and analysis of change points with different jump locations in high-dimensional regression (Q6579394) (← links)
- Correction to: ``Posterior alternatives with informative early stopping'' (Q6579395) (← links)
- Equivariant estimation of the selected location parameter (Q6579396) (← links)
- On the Rényi index of random graphs (Q6579397) (← links)
- Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models (Q6579399) (← links)
- Improving the power of hypothesis tests in sparse contingency tables (Q6579400) (← links)
- On the Baum-Katz theorem for randomly weighted sums of negatively associated random variables with general normalizing sequences and applications in some random design regression models (Q6579405) (← links)
- A new \(L_2\) calibration procedure of computer models based on the smoothing spline ANOVA (Q6579406) (← links)
- On the limit distribution of the power function induced by a design prior (Q6579407) (← links)
- A unified study for estimation of order restricted parameters of a general bivariate model under the generalized Pitman nearness criterion (Q6579408) (← links)
- Prediction in regression models with continuous observations (Q6579409) (← links)
- Bayesian and maximin A-optimal designs for spline regression models with unknown knots (Q6579411) (← links)
- Kendall's tau-based inference for gradually changing dependence structures (Q6579412) (← links)
- Smoothed empirical likelihood for the difference of two quantiles with the paired sample (Q6579414) (← links)
- Multi-feature clustering of step data using multivariate functional principal component analysis (Q6579416) (← links)
- Integrating rather than collecting: statistical matching in the data flood era (Q6579417) (← links)
- Privacy-preserving and homogeneity-pursuit integrative analysis for high-dimensional censored data (Q6579418) (← links)
- Bartlett corrections for zero-adjusted generalized linear models (Q6579419) (← links)
- Uniformly most powerful tests under weak restrictions (Q6579420) (← links)
- Robust optimal subsampling based on weighted asymmetric least squares (Q6579422) (← links)
- GMM estimation and variable selection of partially linear additive spatial autoregressive model (Q6579423) (← links)
- Conditions for finiteness and bounds on moments of generalized order statistics (Q6579424) (← links)
- Bounds on generalized family-wise error rates for normal distributions (Q6579425) (← links)
- Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence (Q6579426) (← links)
- On the validity of the bootstrap hypothesis testing in functional linear regression (Q6579427) (← links)
- Change point in variance of fractionally integrated noise (Q6579428) (← links)
- Least squares estimation for a class of uncertain Vasicek model and its application to interest rates (Q6579429) (← links)
- Variable selection in proportional odds model with informatively interval-censored data (Q6579430) (← links)
- ROBOUT: a conditional outlier detection methodology for high-dimensional data (Q6579431) (← links)
- On strongly dependent zero-inflated INAR(1) processes (Q6579433) (← links)
