The following pages link to Alex Karagrigoriou (Q188335):
Displaying 42 items.
- (Q292373) (redirect page) (← links)
- Earthquake forecasting based on multi-state system methodology (Q292377) (← links)
- A divergence test for autoregressive time series models (Q634835) (← links)
- Variable selection strategies in survival models with multiple imputations (Q636117) (← links)
- A model selection criterion based on the BHHJ measure of divergence (Q958777) (← links)
- A maximum entropy type test of fit (Q1658314) (← links)
- Semi-Markov modelling for multi-state systems (Q1694490) (← links)
- Statistical inference based on weighted divergence measures with simulations and applications (Q2093129) (← links)
- On properties of the \((\Phi , a)\)-power divergence family with applications in goodness of fit tests (Q2276428) (← links)
- On new developments in divergence statistics (Q2452907) (← links)
- (Q2736829) (← links)
- (Q2767480) (← links)
- A NEW FAMILY OF DIVERGENCE MEASURES FOR TESTS OF FIT (Q2810420) (← links)
- (Q3145592) (← links)
- Generalized Measures of Divergence in Survival Analysis and Reliability (Q3551000) (← links)
- On Distributional Properties and Goodness-of-Fit Tests for Generalized Measures of Divergence (Q3562423) (← links)
- An Improved Divergence Information Criterion for the Determination of the Order of an AR Process (Q3577213) (← links)
- (Q4344413) (← links)
- (Q4453385) (← links)
- (Q4453399) (← links)
- (Q4560750) (← links)
- (Q4560751) (← links)
- On Generalized Tests of Fit for Multinomial Populations (Q4562204) (← links)
- Information Measures in Biostatistics and Reliability Engineering (Q4562224) (← links)
- Epidemic Intelligence Statistical Modelling for Biosurveillance (Q4628508) (← links)
- Asymptotic efficiency of model selection criteria: the nonzero mean gaussian ar(∞) case (Q4843864) (← links)
- Cumulant plots and goodness-of-fit tests for the inverse Gaussian distribution (Q4913950) (← links)
- Bootstrapping the augmented Dickey–Fuller test for unit root using the MDIC (Q4913960) (← links)
- (Q4969521) (← links)
- Statistical inference for multinomial populations based on a double index family of test statistics (Q5036851) (← links)
- On improved volatility modelling by fitting skewness in ARCH models (Q5037037) (← links)
- On a control chart for the Gini index with simulations (Q5085921) (← links)
- On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies (Q5123493) (← links)
- Statistical inference: The minimum distance approach (Q5127089) (← links)
- Goodness-of-fit tests via ϕ-measures of divergence for censored data (Q5219954) (← links)
- (Q5250484) (← links)
- Forecasting ARMA models: a comparative study of information criteria focusing on MDIC (Q5306304) (← links)
- On Efficient AR Spectral Estimation for Long-Range Predictions (Q5314590) (← links)
- Statistical inference for a general class of distributions with time-varying parameters (Q5861419) (← links)
- On optimal segmentation and parameter tuning for multiple change-point detection and inference (Q5879909) (← links)
- Asymptotically efficient order selection in nonstationary AR processes (Q5936978) (← links)
- On stochastic dynamic modeling of incidence data (Q6590285) (← links)
