Pages that link to "Item:Q62245"
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The following pages link to Journal of Statistical Planning and Inference (Q62245):
Displayed 50 items.
- On the consistency of the crossmatch test (Q254229) (← links)
- A simple test for nonstationarity in mixed panels: a further investigation (Q254914) (← links)
- A good approximation of the Gaussian likelihood of simultaneous autoregressive model which yields us an asymptotically efficient estimate of parameters (Q254917) (← links)
- Exploring dependence between categorical variables: benefits and limitations of using variable selection within Bayesian clustering in relation to log-linear modelling with interaction terms (Q254920) (← links)
- Consistency of Bayes factors under hyper \(g\)-priors with growing model size (Q254923) (← links)
- Hypothesis testing for Markovian models with random time observations (Q254927) (← links)
- Distribution-free tests of conditional moment inequalities (Q254929) (← links)
- Mixtures of stochastic differential equations with random effects: application to data clustering (Q254932) (← links)
- Simplified simplicial depth for regression and autoregressive growth processes (Q254935) (← links)
- On the efficient determination of optimal Bayesian experimental designs using ABC: a case study in optimal observation of epidemics (Q256457) (← links)
- A note on the construction of blocked two-level designs with general minimum lower order confounding (Q256460) (← links)
- A general approach to categorizing a continuous scale according to an ordinal outcome (Q256464) (← links)
- A flexible dependence model for spatial extremes (Q256468) (← links)
- Aberration in qualitative multilevel designs (Q274016) (← links)
- A goodness-of-fit test for heavy tailed distributions with unknown parameters and its application to simulated precipitation extremes in the Euro-Mediterranean region (Q274019) (← links)
- On two sample inference for eigenspaces in functional data analysis with dependent errors (Q274021) (← links)
- A two-step estimation approach for logistic varying coefficient modeling of longitudinal data (Q274026) (← links)
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
- Extension of the Schwarz information criterion for models sharing parameter boundaries (Q274032) (← links)
- Asymptotics for \(p\)-value based threshold estimation under repeated measurements (Q274035) (← links)
- Nonparametric weighted estimators for biased data (Q274036) (← links)
- Minimum distance partial linear regression model checking with Berkson measurement errors (Q274038) (← links)
- Robust structure identification and variable selection in partial linear varying coefficient models (Q274040) (← links)
- Informed traders' hedging with news arrivals (Q282886) (← links)
- Confidence regions for level differences in growth curve models (Q282887) (← links)
- A note on covariance estimation in the unbiased estimator of risk framework (Q282890) (← links)
- Group variable selection for relative error regression (Q282894) (← links)
- On Fréchet autoregressive conditional duration models (Q282897) (← links)
- Optimal designs for quadratic regression with random block effects: the case of block size two (Q282900) (← links)
- On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions (Q282902) (← links)
- Sparse principal component analysis with measurement errors (Q282903) (← links)
- Composite quantile regression and variable selection in single-index coefficient model (Q286468) (← links)
- Bias-correction of Kalman filter estimators associated to a linear state space model with estimated parameters (Q286471) (← links)
- Multiple imputation in three or more stages (Q286474) (← links)
- Accounting for contamination and outliers in covariates for open population capture-recapture models (Q286477) (← links)
- Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478) (← links)
- Significance analysis of high-dimensional, low-sample size partially labeled data (Q286481) (← links)
- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← links)
- Discussion: Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301350) (← links)
- Discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions'', by Li Pan and Dimitris Politis (Q301351) (← links)
- A discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions'' by L. Pan and D. N. Politis (Q301352) (← links)
- Bias-correction and endogenous lag order algorithm for bootstrap prediction intervals. Discussion on: ``Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions'' (Q301353) (← links)
- Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301354) (← links)
- Robust modeling using non-elliptically contoured multivariate \(t\) distributions (Q301357) (← links)
- Sequential design for binary dose-response experiments (Q301360) (← links)
- Adaptive deconvolution of linear functionals on the nonnegative real line (Q313097) (← links)
- Outcome-dependent sampling design and inference for Cox's proportional hazards model (Q313103) (← links)
- Empirical likelihood test for high-dimensional two-sample model (Q313106) (← links)
- Algorithmic construction of \(R\)-optimal designs for second-order response surface models (Q313108) (← links)
- Assessing statistical significance in variance components linkage analysis: a theoretical justification (Q313109) (← links)