The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- Local linear smoothers using inverse Gaussian regression (Q2010792) (← links)
- Rank-based shrinkage estimation for identification in semiparametric additive models (Q2010793) (← links)
- Estimators of parameters of a mixture of three multinomial distributions based on simple majority results (Q2010795) (← links)
- Methods for estimating the upcrossings index: improvements and comparison (Q2010796) (← links)
- A-optimal and D-optimal censoring plans in progressively type-II right censored order statistics (Q2010798) (← links)
- A two-sample test for the error distribution in nonparametric regression based on the characteristic function (Q2010800) (← links)
- Small area estimation under transformed nested-error regression models (Q2010801) (← links)
- Book review of: Katsuto Tanaka, Time series analysis. Nonstationary and noninvertible distribution theory. 2nd ed. (Q2010802) (← links)
- Bayesian local influence for spatial autoregressive models with heteroscedasticity (Q2010803) (← links)
- Working correlation structure selection in GEE analysis (Q2010805) (← links)
- Adaptive group Lasso for high-dimensional generalized linear models (Q2010806) (← links)
- Kernel classification with missing data and the choice of smoothing parameters (Q2010808) (← links)
- Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model (Q2010809) (← links)
- Variable dispersion beta regressions with parametric link functions (Q2010811) (← links)
- Some results on two-level regular designs with multi block variables containing clear effects (Q2010812) (← links)
- Using SeDuMi to find various optimal designs for regression models (Q2010813) (← links)
- Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data (Q2010814) (← links)
- Signature-based approach for stress-strength systems (Q2010816) (← links)
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data (Q2010817) (← links)
- Detecting a structural change in functional time series using local Wilcoxon statistic (Q2010820) (← links)
- Optimal foldover plans of asymmetric factorials with minimum wrap-around \(L_2\)-discrepancy (Q2010821) (← links)
- Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models (Q2010822) (← links)
- A note on quantile feature screening via distance correlation (Q2010823) (← links)
- Poisson-Poisson item count techniques for surveys with sensitive discrete quantitative data (Q2010824) (← links)
- Book review of: Mehryar Mohri et al., Foundations of machine learning. 2nd ed. (Q2010825) (← links)
- Model averaging estimator in ridge regression and its large sample properties (Q2029204) (← links)
- Doubly robust augmented-estimating-equations estimation with nonignorable nonresponse data (Q2029205) (← links)
- Linearity tests and stochastic trend under the STAR framework (Q2029206) (← links)
- Sparse common component analysis for multiple high-dimensional datasets via noncentered principal component analysis (Q2029207) (← links)
- Asymptotic properties of the QMLE in a log-linear RealGARCH model with Gaussian errors (Q2029208) (← links)
- Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples (Q2029209) (← links)
- Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects (Q2029210) (← links)
- Note on sample quantiles for ordinal data (Q2029211) (← links)
- Robust fuzzy clustering based on quantile autocovariances (Q2029212) (← links)
- Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214) (← links)
- Statistical inference for linear regression models with additive distortion measurement errors (Q2029215) (← links)
- Estimating a function of scale parameter of an exponential population with unknown location under general loss function (Q2029216) (← links)
- Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218) (← links)
- A seasonal geometric INAR process based on negative binomial thinning operator (Q2029220) (← links)
- Portfolio selection: shrinking the time-varying inverse conditional covariance matrix (Q2029222) (← links)
- Randomized versus non-randomized hypergeometric hypothesis testing with crisp and fuzzy hypotheses (Q2029225) (← links)
- Finite mixtures of multivariate scale-shape mixtures of skew-normal distributions (Q2029226) (← links)
- The asymptotic properties for the estimators of the survival function and failure rate function based on WOD samples (Q2029228) (← links)
- CLT for integrated square error of density estimators with censoring indicators missing at random (Q2029229) (← links)
- FPCA-based estimation for generalized functional partially linear models (Q2029230) (← links)
- Approximate and exact optimal designs for \(2^k\) factorial experiments for generalized linear models via second order cone programming (Q2029231) (← links)
- Optimal \(2^K\) paired comparison designs for third-order interactions (Q2062368) (← links)
- New fat-tail normality test based on conditional second moments with applications to finance (Q2062369) (← links)
- Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure (Q2062370) (← links)
- Mixtures of factor analyzers with covariates for modeling multiply censored dependent variables (Q2062372) (← links)
