The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- Geostatistical survival model with Gaussian random effect (Q2175642) (← links)
- Robust change point detection method via adaptive LAD-Lasso (Q2175643) (← links)
- Goodness-of-fit tests in conditional duration models (Q2175644) (← links)
- Block average quantile regression for massive dataset (Q2175645) (← links)
- Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models (Q2175647) (← links)
- Consistency of MLE, LSE and M-estimation under mild conditions (Q2175648) (← links)
- Testing slope homogeneity in panel data models with a multifactor error structure (Q2175649) (← links)
- Model-free conditional screening via conditional distance correlation (Q2175650) (← links)
- Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure (Q2175651) (← links)
- Confidence intervals for quantiles based on samples of random sizes (Q2175653) (← links)
- EIV regression with bounded errors in data: total `least squares' with Chebyshev norm (Q2175654) (← links)
- Some results on the computing of Tukey's halfspace median (Q2175655) (← links)
- Log-linear models to evaluate direction of effect in binary variables (Q2175658) (← links)
- Multiple mediation analysis for interval-valued data (Q2175660) (← links)
- A new method for obtaining explicit estimators in unbalanced mixed linear models (Q2175661) (← links)
- Some properties of linear sufficiency and the BLUPs in the linear mixed model (Q2175662) (← links)
- Estimation of parameters of component lifetime distribution in a coherent system (Q2175664) (← links)
- \(k\)NN estimation in functional partial linear modeling (Q2175665) (← links)
- Point and interval estimation under progressive type-I interval censoring with random removal (Q2175666) (← links)
- Copula function for fuzzy random variables: applications in measuring association between two fuzzy random variables (Q2175668) (← links)
- Editorial for the special issue: Change point detection (Q2208371) (← links)
- Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
- Changepoint in dependent and non-stationary panels (Q2208373) (← links)
- Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment (Q2208374) (← links)
- Estimating change points in nonparametric time series regression models (Q2208375) (← links)
- Change point detection for nonparametric regression under strongly mixing process (Q2208376) (← links)
- Multiple change point detection and validation in autoregressive time series data (Q2208378) (← links)
- On the problems of sequential statistical inference for Wiener processes with delayed observations (Q2208379) (← links)
- Rationalization of detection of the multiple disorders (Q2208380) (← links)
- Order patterns, their variation and change points in financial time series and Brownian motion (Q2208381) (← links)
- Conditional SIRS for nonparametric and semiparametric models by marginal empirical likelihood (Q2208382) (← links)
- An exponential inequality and its application to \(M\) estimators in multiple linear models (Q2208383) (← links)
- Optimal principal points estimators of multivariate distributions of location-scale and location-scale-rotation families (Q2208384) (← links)
- Dynamic recursive tree-based partitioning for malignant melanoma identification in skin lesion dermoscopic images (Q2208386) (← links)
- Some convergence properties for partial sums of widely orthant dependent random variables and their statistical applications (Q2208387) (← links)
- Cramér's type results for some bootstrapped \(U\)-statistics (Q2208388) (← links)
- Second-order matching prior family parametrized by sample size and matching probability (Q2208390) (← links)
- Random coefficient minification processes (Q2208392) (← links)
- New lower bound for Lee discrepancy of asymmetrical factorials (Q2208394) (← links)
- On the performance of weighted bootstrapped kernel deconvolution density estimators (Q2208395) (← links)
- Robust dimension reduction using sliced inverse median regression (Q2208396) (← links)
- A bivariate integer-valued bilinear autoregressive model with random coefficients (Q2208397) (← links)
- Structure identification for varying coefficient models with measurement errors based on kernel smoothing (Q2208398) (← links)
- A comprehensive error rate for multiple testing (Q2208400) (← links)
- Maximum likelihood estimators of the parameters of the log-logistic distribution (Q2208401) (← links)
- The non-null limiting distribution of the generalized Baumgartner statistic based on the Fourier series approximation (Q2208403) (← links)
- A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates (Q2208404) (← links)
- Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices (Q2208405) (← links)
- Conditional properties of a random sample given an order statistic (Q2208406) (← links)
- \(R\)-optimal designs for trigonometric regression models (Q2208407) (← links)
