The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- The stochastic restricted ridge estimator in generalized linear models (Q2065286) (← links)
- Sharp lower bounds of various uniformity criteria for constructing uniform designs (Q2065287) (← links)
- A note on a measure of asymmetry (Q2065289) (← links)
- Admissible kernels for RKHS embedding of probability distributions (Q2065290) (← links)
- Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions (Q2065291) (← links)
- Appendage to: ``Multi-part balanced incomplete-block designs'' (Q2065292) (← links)
- Book review of: A. G. Tartakovsky, Sequential change detection and hypothesis testing. General non-i.i.d. stochastic models and asymptotically optimal rules (Q2065293) (← links)
- Robust functional principal components for irregularly spaced longitudinal data (Q2065294) (← links)
- Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators (Q2065296) (← links)
- On weakly equivariant estimators (Q2065297) (← links)
- On optimal tests for circular reflective symmetry about an unknown central direction (Q2065299) (← links)
- Semi-parametric regression when some (expensive) covariates are missing by design (Q2065301) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable (Q2065304) (← links)
- Smooth estimation of the area under the ROC curve in multistage ranked set sampling (Q2065305) (← links)
- Uniformity pattern of \(q\)-level factorials under mixture discrepancy (Q2065306) (← links)
- Construction of orthogonal marginally coupled designs (Q2065307) (← links)
- A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix (Q2065308) (← links)
- The risk function of the goodness-of-fit tests for tail models (Q2065310) (← links)
- On local optimality of vertex type designs in generalized linear models (Q2065311) (← links)
- Estimating variances in time series kriging using convex optimization and empirical BLUPs (Q2065314) (← links)
- Efficient estimation for the volatility of stochastic interest rate models (Q2065317) (← links)
- On the optimality of orthogonal and balanced arrays with \(N\equiv 0\pmod 9\) runs (Q2065318) (← links)
- Adaptive quantile regressions for massive datasets (Q2065319) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
- Uniform projection nested Latin hypercube designs (Q2065322) (← links)
- On mean derivative estimation of longitudinal and functional data: from sparse to dense (Q2065324) (← links)
- On semiparametric transformation model with LTRC data: pseudo likelihood approach (Q2066482) (← links)
- Detecting trend change in hazard functions -- an \(L\)-statistic approach (Q2066483) (← links)
- The estimation for the general additive-multiplicative hazard model using the length-biased survival data (Q2066484) (← links)
- Properties of optimal regression designs under the second-order least squares estimator (Q2066486) (← links)
- An adaptive estimation for covariate-adjusted nonparametric regression model (Q2066487) (← links)
- Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
- The optimal stopping problem revisited (Q2066489) (← links)
- Minimum area confidence regions and their coverage probabilities for type-II censored exponential data (Q2066491) (← links)
- Dimension reduction for functional regression with a binary response (Q2066493) (← links)
- Minimax estimation of the common variance and precision of two normal populations with ordered restricted means (Q2066494) (← links)
- Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events (Q2066496) (← links)
- New recommended designs for screening either qualitative or quantitative factors (Q2066497) (← links)
- Bayesian and classical estimation of reliability in a multicomponent stress-strength model under adaptive hybrid progressive censored data (Q2066498) (← links)
- Sliced inverse regression method for multivariate compositional data modeling (Q2066499) (← links)
- Parameter estimation for the Pareto distribution based on ranked set sampling (Q2066501) (← links)
- Estimation issues in the exponential-logarithmic model under hybrid censoring (Q2066502) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Estimation of partially linear single-index spatial autoregressive model (Q2066506) (← links)
- Power calculation in multiply imputed data (Q2066508) (← links)
- On a multivariate IFR and positively dependent lifetime model induced by multiple shot-noise processes (Q2066509) (← links)
- Empirical likelihood inference in general linear model with missing values in response and covariates by MNAR mechanism (Q2066511) (← links)
- Stochastic properties of spatial and spatiotemporal ARCH models (Q2066512) (← links)
- Pseudo-maximum likelihood estimators in linear regression models with fractional time series (Q2066515) (← links)
