Pages that link to "Item:Q98293"

The following pages link to Journal of the Korean Statistical Society (Q98293):

Displaying 50 items.

• Exchange option in a two-state Poisson CAPM (Q395917) (← links)
• Discrete-time GI\(^X\)/Geo/1/N queue with negative customers and multiple working vacations (Q395919) (← links)
• On asymptotic properties of Bayesian partially linear models (Q395922) (← links)
• On a perturbed MAP risk model under a threshold dividend strategy (Q395923) (← links)
• On two-step estimation for varying coefficient models (Q395924) (← links)
• Sensitivity analysis for ranked data (Q395926) (← links)
• On partial linear additive isotonic regression (Q395928) (← links)
• Noninformative priors for the generalized half-normal distribution (Q395931) (← links)
• Exact inference in contingency tables via stochastic approximation Monte Carlo (Q395934) (← links)
• On the rate of convergence of uniform approximations for sequences of distribution functions (Q395936) (← links)
• Inference in affine shape theory under elliptical models (Q395938) (← links)
• Equivalence of two tests in varying coefficient partially linear errors in variable model with missing responses (Q395940) (← links)
• Empirical likelihood for parameters in an additive partially linear errors-in-variables model with longitudinal data (Q395941) (← links)
• Approximate queue length distribution of a discriminatory processor sharing queue with impatient customers (Q395942) (← links)
• Approximate MLE for the scale parameter of the generalized exponential distribution under random censoring (Q395944) (← links)
• On Bayesian estimation of regression models subject to uncertainty about functional constraints (Q395946) (← links)
• Robust principal component analysis via ES-algorithm (Q395949) (← links)
• A modified area under the ROC curve and its application to marker selection and classification (Q397196) (← links)
• Testing for the parametric component of partially linear EV models under random censorship (Q397199) (← links)
• Extension of some large deviation results for posterior distributions (Q397200) (← links)
• Semiparametric inference with a functional-form empirical likelihood (Q397202) (← links)
• Non-central limit theorem of the weighted power variations of Gaussian processes (Q397204) (← links)
• The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences (Q397205) (← links)
• Sample size determination for the parallel model in a survey with sensitive questions (Q397207) (← links)
• Optimal sampling frequency for high frequency data using a finite mixture model (Q397209) (← links)
• Current records and record range with some applications (Q397211) (← links)
• Bayes and robust Bayes prediction with an application to a rainfall prediction problem (Q397213) (← links)
• Precise asymptotics on spectral statistics of random matrices (Q397214) (← links)
• Variable selection in robust semiparametric modeling for longitudinal data (Q397215) (← links)
• Generalized partially linear varying coefficient models with multiple smoothing variables (Q397217) (← links)
• Modeling of censored bivariate extremal events (Q397218) (← links)
• Maximum likelihood estimation for generalized conditionally autoregressive models of spatial data (Q397221) (← links)
• Further theoretical and practical insight to the do-validated bandwidth selector (Q397223) (← links)
• Empirical likelihood-based inference for parameter and nonparametric function in partially nonlinear models (Q397226) (← links)
• Global testing method for clustering means in ANOVA (Q397228) (← links)
• Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230) (← links)
• Recursive kernel estimation of the density under \(\eta\)-weak dependence (Q397233) (← links)
• Analyses of the Markov modulated fluid flow with one-sided ph-type jumps using coupled queues and the completed graphs (Q397234) (← links)
• Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
• Component selection in additive quantile regression models (Q397238) (← links)
• Bootstrap confidence bands for the CDF using ranked-set sampling (Q397239) (← links)
• Robust suptest for the genetic association study under genetic model uncertainty (Q397241) (← links)
• Non-stationary quasi-likelihood and asymptotic optimality (Q397244) (← links)
• Nonlocal Cauchy problem for some stochastic integro-differential equations in Hilbert spaces (Q457297) (← links)
• Parametric fractional imputation for nonignorable missing data (Q457300) (← links)
• Change point test of tail index for autoregressive processes (Q457301) (← links)
• Random central limit theorems for linear processes with weakly dependent innovations (Q457302) (← links)
• Single-index composite quantile regression (Q457304) (← links)
• A family of test statistics for trend change in mean residual life with unknown turning point using censored data (Q457306) (← links)
• Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet (Q457308) (← links)