The following pages link to Aliou Diop (Q257633):
Displaying 35 items.
- Consistency of a nonparametric conditional mode estimator for random fields (Q257634) (← links)
- Analysis of multinomial counts with joint zero-inflation, with an application to health economics (Q680397) (← links)
- (Q734560) (redirect page) (← links)
- Ratio of generalized Hill's estimator and its asymptotic normality theory (Q734562) (← links)
- Asymptotic normality of a nonparametric conditional quantile estimator for random fields (Q764784) (← links)
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
- Seasonal fractional ARIMA with stable innovations (Q945772) (← links)
- Nonparametic estimation of the conditional mode in the spatial case (Q990215) (← links)
- Minimum distance parameter estimation for Ornstein-Uhlenbeck processes driven by Lévy process (Q1049194) (← links)
- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653) (← links)
- A negative binomial mixture integer-valued GARCH model (Q1636737) (← links)
- Asymptotic behaviour for the extreme values of a linear regression model (Q1769296) (← links)
- Maximum likelihood estimation in the logistic regression model with a cure fraction (Q1952195) (← links)
- Statistical inference in a zero-inflated Bell regression model (Q2096908) (← links)
- Functional kernel estimation of the conditional extreme value index under random right censoring (Q2138238) (← links)
- Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← links)
- Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) (← links)
- Consistency of a nonparametric conditional quantile estimator for random fields (Q2437882) (← links)
- Tail behavior of a threshold autoregressive stochastic volatility model (Q2488465) (← links)
- Simultaneous confidence bands in a zero-inflated regression model for binary data (Q2671493) (← links)
- Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data (Q2693222) (← links)
- Simulation-based Inference in a Zero-inflated Bernoulli Regression Model (Q2828772) (← links)
- (Q3089791) (← links)
- Asymptotic properties of the maximum-likelihood estimator in zero-inflated binomial regression (Q4598588) (← links)
- (Q4654873) (← links)
- (Q4687096) (← links)
- (Q4834962) (← links)
- On the extremes of a class of nonstationary processes with heavy tailed innovations (Q5040234) (← links)
- A constrained marginal zero-inflated binomial regression model (Q5096015) (← links)
- (Q5173860) (← links)
- (Q5357865) (← links)
- Estimation in zero-inflated binomial regression with missing covariates (Q5384671) (← links)
- (Q5435153) (← links)
- Estimation for seasonal fractional ARIMA with stable innovations via the empirical characteristic function method (Q5739666) (← links)
- Zero-inflated generalized extreme value regression model for binary response data and application in health study (Q5887954) (← links)
