The following pages link to (Q4226811):
Displaying 17 items.
- Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291) (← links)
- Spatio-temporal modelling of zero-inflated deep-sea shrimp data by Tweedie generalized additive (Q5148621) (← links)
- On the Spike Train Variability Characterized by Variance-to-Mean Power Relationship (Q5380290) (← links)
- Polynomial expansions of density of power mixtures (Q5429602) (← links)
- A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING (Q5745187) (← links)
- (Q5867378) (← links)
- On variable selection in joint modeling of mean and dispersion (Q6032769) (← links)
- A broad class of zero‐or‐one inflated regression models for rates and proportions (Q6059518) (← links)
- Analysis of cross‐over experiments with count data in the presence of carry‐over effects (Q6068084) (← links)
- Poststratification fusion learning in longitudinal data analysis (Q6076503) (← links)
- Profile optimum planning for degradation analysis (Q6077372) (← links)
- Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series (Q6135354) (← links)
- On quasi Pólya thinning operator (Q6138714) (← links)
- Unit gamma regression models for correlated bounded data (Q6138716) (← links)
- Acceleration invariance principle for Hougaard processes in degradation analysis (Q6150243) (← links)
- Fitting Tweedie's compound Poisson model to pure premium with the EM algorithm (Q6152704) (← links)
- The first-passage-time moments for the Hougaard process and its Birnbaum-Saunders approximation (Q6172913) (← links)
