The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- Stochastic and ageing properties of coherent systems with dependent identically distributed components (Q2423192) (← links)
- Testing for zero inflation and overdispersion in INAR(1) models (Q2423193) (← links)
- Polya tree priors and their estimation with multi-group data (Q2423194) (← links)
- SB-robust estimation of mean direction for some new circular distributions (Q2423196) (← links)
- Classification with the pot-pot plot (Q2423197) (← links)
- Some properties of cumulative Tsallis entropy of order \(\alpha \) (Q2423198) (← links)
- Logistic Liu estimator under stochastic linear restrictions (Q2423199) (← links)
- Nonparametric tests for ordered quantiles (Q2423200) (← links)
- Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices (Q2423201) (← links)
- Book review of: D. A. Harville, Linear models and the relevant distributions and matrix algebra (Q2423202) (← links)
- On robustifying some second order blind source separation methods for nonstationary time series (Q2442675) (← links)
- Consistency of the likelihood depth estimator for the correlation coefficient (Q2442676) (← links)
- Sliced inverse regression for survival data (Q2442678) (← links)
- Inference on the marginal distribution of clustered data with informative cluster size (Q2442679) (← links)
- Qualitative robustness of von Mises statistics based on strongly mixing data (Q2442680) (← links)
- Identification of local multivariate outliers (Q2442681) (← links)
- Robust confirmatory factor analysis based on the forward search algorithm (Q2442683) (← links)
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator (Q2442684) (← links)
- Robust estimation of dynamic fixed-effects panel data models (Q2442685) (← links)
- On robust causality nonresponse testing in duration studies under the Cox model (Q2442686) (← links)
- Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes (Q2442687) (← links)
- Shape bias of robust covariance estimators: an empirical study (Q2442689) (← links)
- Maximal invariant likelihood based testing of semi-linear models (Q2457769) (← links)
- Effect of neglected deterministic seasonality on unit root tests (Q2457770) (← links)
- Mean-variance portfolios using Bayesian vector-autoregressive forcasts (Q2457772) (← links)
- Influence diagnostics for the Grubbs's model (Q2457773) (← links)
- Empirical likelihood for the difference of quantiles under censorship (Q2457774) (← links)
- Probability generating function of \(\text{GPED}_{2}\) (Q2457775) (← links)
- A nonparametric test for diagnosis of the proportionality assumption (Q2457777) (← links)
- Some characterizations of discrete distributions based on weak records (Q2457778) (← links)
- A note on the connection between uniformity and generalized minimum aberration (Q2457779) (← links)
- Hypercubic designs and applications (Q2457780) (← links)
- Likelihood ratio tests for fuzzy hypotheses testing (Q2457781) (← links)
- A vector valued bivariate Gini index for truncated distributions (Q2457782) (← links)
- Simulated real-time detection of multiple structural changes: evidence from Japanese economic growth (Q2457783) (← links)
- Some preservation results of NBUC aging property with applications (Q2457784) (← links)
- Additive risk model with case-cohort sampled current status data (Q2457785) (← links)
- Estimating a positive normal mean (Q2457786) (← links)
- A practical sampling approach for a Bayesian mixture model with unknown number of compo\-nents (Q2457787) (← links)
- Simulated classical tests in multinomial probit models (Q2457788) (← links)
- Some remarks on classical and Bayesian reliability estimation of binomial and Poisson distribu\-tions (Q2457789) (← links)
- Complete consistency of the estimator of nonparametric regression model under ND sequence (Q2516613) (← links)
- Two-sample tests based on empirical Hankel transforms (Q2516615) (← links)
- Characterizations based on measure of inaccuracy for truncated random variables (Q2516616) (← links)
- Inference in step-stress models based on failure rates (Q2516617) (← links)
- On estimation of a density function in multiplicative censoring (Q2516619) (← links)
- On empirical cumulative residual entropy and a goodness-of-fit test for exponentiality (Q2516620) (← links)
- A sequential triangular test of a correlation coefficient's null-hypothesis: \(0 <\rho\leq\rho_0\) (Q2516621) (← links)
- Clustering of time series via non-parametric tail dependence estimation (Q2516622) (← links)
- Estimating doubly stochastic Poisson process with affine intensities by Kalman filter (Q2516623) (← links)
