The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- Erratum to: ``Global and multiple test procedures using ordered \(p\)-values -- a review'' (Q744784) (← links)
- Estimation of the Renyi's residual entropy of order \(\alpha\) with dependent data (Q744788) (← links)
- Structured orthogonal families of one and two strata prime basis factorial models (Q744790) (← links)
- Pitman closeness of the class of isotonic estimators for ordered scale parameters of two gamma distributions (Q744792) (← links)
- Finite mixture modeling of censored regression models (Q744793) (← links)
- Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models (Q744795) (← links)
- Spatial robust small area estimation (Q744798) (← links)
- Influence diagnostics for Grubbs's model with asymmetric heavy-tailed distributions (Q744801) (← links)
- Tests of non-monotonic stochastic aging notions in reliability theory (Q744802) (← links)
- Bayesian analysis for step-stress accelerated life testing using Weibull proportional hazard model (Q744803) (← links)
- Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
- Classical and Bayesian estimation of \(P(X<Y)\) using upper record values from Kumaraswamy's distribution (Q744809) (← links)
- Distribution of product and quotient of bivariate generalized exponential distribution (Q744810) (← links)
- Estimation, prediction and interpretation of NGG random effects models: an application to Kevlar fibre failure times (Q744811) (← links)
- Adjusted empirical likelihood for right censored lifetime data (Q744813) (← links)
- Life behavior of \(\delta\)-shock models for uniformly distributed interarrival times (Q744815) (← links)
- Principal points for an allometric extension model (Q744816) (← links)
- Order selection in finite mixtures of linear regressions (Q744818) (← links)
- Book review of: Wendy Martnínez, Angel R. Martínez, Jeffrey L. Solka, Exploratory data analysis with MATLAB. 2nd edition (Q744819) (← links)
- Erratum to: ``Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator'' (Q744821) (← links)
- A new general class of discrete bivariate distributions constructed by using the likelihood ratio (Q779674) (← links)
- Bayesian estimation of a lifetime distribution under double truncation caused by time-restricted data collection (Q779676) (← links)
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data (Q779677) (← links)
- Performance of some ridge estimators for the gamma regression model (Q779681) (← links)
- Sharp lower bounds on expectations of gOS based on DGFR distributions (Q779682) (← links)
- Lack of fit test for long memory regression models (Q779683) (← links)
- Covariance structure associated with an equality between two general ridge estimators (Q779685) (← links)
- On intraclass structure estimation in the growth curve model (Q779688) (← links)
- Single-index partially functional linear regression model (Q779689) (← links)
- Variable selection for spatial autoregressive models with a diverging number of parameters (Q779691) (← links)
- Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models (Q779692) (← links)
- \(M\)-estimation of the regression function under random left truncation and functional time series model (Q779694) (← links)
- A new approach for estimating VAR systems in the mixed-frequency case (Q779695) (← links)
- Linear models for statistical shape analysis based on parametrized closed curves (Q779696) (← links)
- New lower bounds of four-level and two-level designs via two transformations (Q779697) (← links)
- Variable selection in high-dimensional sparse multiresponse linear regression models (Q779699) (← links)
- Stochastic restricted estimation in partially linear additive errors-in-variables models (Q779700) (← links)
- Quantile regression for nonlinear mixed effects models: a likelihood based perspective (Q779702) (← links)
- Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
- Construction of simultaneous confidence bands for a percentile hyper-plane with predictor variables constrained in an ellipsoidal region (Q779706) (← links)
- Characterization of minimum aberration mixed factorials in terms of consulting designs (Q816532) (← links)
- An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models (Q816533) (← links)
- Estimation in conditional first order autoregression with discrete support (Q816536) (← links)
- Deriving a lower bound for the proportion of perceivers in replicated difference tests by means of multiple test theory (Q816538) (← links)
- Bayesian decision criteria in the presence of noises under quadratic and absolute value loss functions (Q816541) (← links)
- Softly shrunk and partially shrunk rank-reduced estimation of the regression coefficients (Q816542) (← links)
- A note on some characterizations of the hyperexponential distribution (Q816543) (← links)
- On calculating the Fisher information in order statistics (Q816544) (← links)
- On the first order regression procedure of estimation for incomplete regression models (Q816546) (← links)
- Parametric estimation under a class of multivariate distributions (Q816547) (← links)
