Pages that link to "Item:Q2762242"
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The following pages link to JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Q2762242):
Displaying 50 items.
- A Practical Inference for Discretely Observed Jump-diffusions from Finite Samples (Q2919547) (← links)
- Higher Order Expansions for Posterior Distributions Using Posterior Modes (Q2919548) (← links)
- Variable Selection in Logistic Discrimination Based on Local Likelihood (Q2919549) (← links)
- The Efficiency of the Asymptotic Expansion of the Distribution of the Canonical Vector under Nonnormality (Q2919550) (← links)
- Smoothed Versions of Statistical Functionals from a Finite Population (Q2919551) (← links)
- Donsker's Theorem for Discretized Data (Q2919552) (← links)
- Likelihood-Based Specification Tests for Dynamic Factor Models (Q2926308) (← links)
- Stochastic Covariance Models (Q2926309) (← links)
- Generalized Class of Mean Estimators for Two Phase Sampling in the Presence of Nonresponse (Q2926312) (← links)
- Estimation of Ability with Reduced Asymptotic Mean Square Error in Item Response Theory (Q2926313) (← links)
- The Order of Degeneracy of Markov Chain Monte Carlo Method (Q2926314) (← links)
- Bandwidth Selection in Deconvolution Kernel Distribution Estimators Defined by Stochastic Approximation Method with Laplace Errors (Q2970127) (← links)
- Second Order Asymptotic Loss of the MLE of a Truncation Parameter for a Two-Sided Truncated Exponential Family of Distributions (Q2970128) (← links)
- Asymptotic Expansions of the Null Distribution of the LR Test Statistic for Random-Effects Covariance Structure in a Parallel Profile Model (Q2970129) (← links)
- Second Order Asymptotic Variance of the Bayes Estimator of a Truncation Parameter for a One-Sided Truncated Exponential Family of Distributions (Q2970130) (← links)
- SLOPE-RANGE AND GENERALIZED LEAST SQUARES: ESTIMATION OF THE STRUCTURAL RELATIONSHIP WITH REPLICATED OBSERVATIONS, UNEQUAL MEANS AND VARIANCES (Q3142203) (← links)
- Prediction of the Sample Variance of Marks for a Marked Spatial Point Process by the Threshold Method (Q3408718) (← links)
- Simultaneous Estimation of the Means in Some Poisson Log Linear Models (Q3408719) (← links)
- Density Estimation of Lévy Measures for Discretely Observed Diffusion Processes with Jumps (Q3408720) (← links)
- Improvement on the Best Equivariant Predictors under the Ordered Parameters (Q3408721) (← links)
- A Convex Combination of Two-Sample U-Statistics (Q3408722) (← links)
- Decompositions for Extended Double Symmetry Models in Square Contingency Tables with Ordered Categories (Q3408723) (← links)
- Dual of Ratio Estimators of Finite Population Mean Obtained on Using Linear Transformation to Auxiliary Variable (Q3408724) (← links)
- Bayesian Estimation of Soft-Core Potential Models for Spatial Point Patterns (Q3442920) (← links)
- Inference on the Cointegration Rank and a Procedure for VARMA Root-Modification (Q3442921) (← links)
- Bayesian Inference for Nonlinear and Non-Gaussian Stochastic Volatility Model with Leverage Effect (Q3442922) (← links)
- Comparison of MCMC Methods for Estimating GARCH Models (Q3442923) (← links)
- On Bivariate Reversed Hazard Rates (Q3442924) (← links)
- Exact and Approximate Distributions for the Linear Combination of Inverted Dirichlet Components (Q3442925) (← links)
- Ga-Optimal Partially Balanced Fractional 2<sup><i>m</i><sub>1</sub>+<i>m</i><sub>2</sub></sup> Factorial Designs of Resolutions R({00,10,01,20,02} | Ω) and R({00,10,01,20,11} | Ω) with 2 ≤ &l (Q3442926) (← links)
- PATH ANALYSIS WITH LOGISTIC REGRESSION MODELS : EFFECT ANALYSIS OF FULLY RECURSIVE CAUSAL SYSTEMS OF CATEGORICAL VARIABLES (Q3489337) (← links)
- Multiple Comparisons Based on R-estimators in the One-Way Layout (Q3542423) (← links)
- Theoretical Justification of Decision Rules for the Number of Factors: Principal Component Analysis as a Substitute for Factor Analysis in One-Factor Cases (Q3542424) (← links)
- The Wald-Type Test of a Normalization of Cointegrating Vectors (Q3542425) (← links)
- Characterization of Priors in the Stein Problem (Q3542426) (← links)
- Distributions and the Bootstrap Method of Some Statistics in Principal Canonical Correlation Analysis (Q3542427) (← links)
- A Test of Equality of Mean Vectors of Several Heteroscedastic Multivariate Populations (Q3542428) (← links)
- Joint Distributions Associated with Compound Patterns in a Sequence of Markov Dependent Multistate Trials and Estimation Problems (Q3542429) (← links)
- Nonparametric Test for Eigenvalues of Covariance Matrix in Multipopulation (Q3542431) (← links)
- Conjugate Location-Dispersion Families (Q3542432) (← links)
- ASYMPTOTIC MEAN SQUARE ERRORS OF VARIANCE ESTIMATORS FOR U-STATISTICS AND THEIR EDGEWORTH EXPANSIONS (Q4210845) (← links)
- HIGHER ORDER RELATIONS BETWEEN CORNISH-FISHER EXPANSIONS AND INVERSIONS OF SADDLEPOINT APPROXIMATIONS (Q4210846) (← links)
- CHARACTERIZATION OF GENERALIZED MIXTURES OF EXPONENTIAL DISTRIBUTION BASED ON CONDITIONAL EXPECTATION OF ORDER STATISTICS (Q4210847) (← links)
- A NEW HIGHER ORDER APPROXIMATION TO A PERCENTAGE POINT OF THE DISTRIBUTION OF THE SAMPLE CORRELATION COEFFICIENT (Q4210848) (← links)
- A TWO-STAGE PROCEDURE FOR FIXED-SIZE CONFIDENCE REGION WHEN COVARIANCE MATRICES HAVE SOME STRUCTURES (Q4210849) (← links)
- ROBUSTNESS OF LINEAR DISCRIMINANT ANALYSIS (Q4210850) (← links)
- ON SOME PARTIALLY BALANCED FRACTIONAL 2m1+m2 FACTORIAL DESIGNS OF RESOLUTION IV (Q4210851) (← links)
- A NEW METHOD TO ESTIMATE STOCHASTIC VOLATILITY MODELS: A LOG-GARCH APPROACH (Q4210852) (← links)
- A NOTE ON THE CORRECTED SCORE FUNCTION ADJUSTING FOR MISCLASSIFICATION (Q4210854) (← links)
- RELATIONSHIP BETWEEN LOGARITHMIC SERIES MODEL AND OTHER SUPERPOPULATION MODELS USEFUL FOR MICRODATA DISCLOSURE RISK ASSESSMENT (Q4244084) (← links)
