The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications (Q2062374) (← links)
- Strong convergence properties for weighted sums of \(m\)-asymptotic negatively associated random variables and statistical applications (Q2062375) (← links)
- Robust estimation of single index models with responses missing at random (Q2062377) (← links)
- Variables acceptance reliability sampling plan based on degradation test (Q2062378) (← links)
- Bayesian prediction of spatial data with non-ignorable missingness (Q2062380) (← links)
- Optimal robust estimators for families of distributions on the integers (Q2062381) (← links)
- On nonparametric tests of multivariate meta-ellipticity (Q2062382) (← links)
- Testing skew-symmetry based on extreme ranked set sampling (Q2062384) (← links)
- A self-normalization break test for correlation matrix (Q2062385) (← links)
- Selection and integration of generalized instrumental variables for estimating total effects (Q2062388) (← links)
- Degrees of freedom for regularized regression with Huber loss and linear constraints (Q2062389) (← links)
- Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals (Q2062391) (← links)
- A new foldover strategy and optimal foldover plans for three-level design (Q2062392) (← links)
- Bootstrap methods for judgment post stratification (Q2062395) (← links)
- Population empirical likelihood estimation in dual frame surveys (Q2062397) (← links)
- Testing symmetry around a subspace (Q2062398) (← links)
- On properties of Toeplitz-type covariance matrices in models with nested random effects (Q2062399) (← links)
- Estimation and clustering for partially heterogeneous single index model (Q2062400) (← links)
- Limit theorems for locally stationary processes (Q2062401) (← links)
- Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing (Q2062402) (← links)
- Characterization of continuous symmetric distributions using information measures of records (Q2062403) (← links)
- Model pursuit and variable selection in the additive accelerated failure time model (Q2062404) (← links)
- Model averaging marginal regression for high dimensional conditional quantile prediction (Q2062406) (← links)
- Semifoldover plans for three-level orthogonal arrays with quantitative factors (Q2062407) (← links)
- Model-free feature screening via distance correlation for ultrahigh dimensional survival data (Q2062408) (← links)
- Bounds for monetary-unit sampling in auditing: an adjusted empirical likelihood approach (Q2062410) (← links)
- Estimation of reliability for multi-component stress-strength model based on modified Weibull distribution (Q2062411) (← links)
- Estimation for functional linear semiparametric model (Q2062413) (← links)
- Tests for the explanatory power of latent factors (Q2062414) (← links)
- The generalized equivalence of regularization and min-max robustification in linear mixed models (Q2062416) (← links)
- Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing (Q2062417) (← links)
- A novel method for constructing mixed two- and three-level uniform factorials with large run sizes (Q2062419) (← links)
- Multiple doubling: a simple effective construction technique for optimal two-level experimental designs (Q2062420) (← links)
- Flexible models for overdispersed and underdispersed count data (Q2062421) (← links)
- Extremal behaviour of a periodically controlled sequence with imputed values (Q2062422) (← links)
- Exact and asymptotic tests of exponentiality against nonmonotonic mean time to failure type alternatives (Q2062423) (← links)
- Kernel estimation in semiparametric mixed effect longitudinal modeling (Q2065264) (← links)
- Flexible sliced Latin hypercube designs with slices of different sizes (Q2065265) (← links)
- Halfspace depth does not characterize probability distributions (Q2065266) (← links)
- Feature screening for ultrahigh-dimensional survival data when failure indicators are missing at random (Q2065267) (← links)
- Robustness of the deepest projection regression functional (Q2065268) (← links)
- Pareto parameters estimation using moving extremes ranked set sampling (Q2065269) (← links)
- Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration (Q2065270) (← links)
- Goodness-of-fit tests for quantile regression with missing responses (Q2065273) (← links)
- Refined critical boundary with enhanced statistical power for non-directional two-sided tests in group sequential designs with multiple endpoints (Q2065275) (← links)
- On the theory of periodic multivariate INAR processes (Q2065277) (← links)
- \(D\)-optimal designs for hierarchical linear models with intraclass covariance structure (Q2065278) (← links)
- Consistent validation of gray-level thresholding image segmentation algorithms based on machine learning classifiers (Q2065280) (← links)
- Excess and saturated \(D\)-optimal designs for the rational model (Q2065281) (← links)
- Asymptotics for the conditional self-weighted M-estimator of GRCA(1) models with possibly heavy-tailed errors (Q2065285) (← links)
