The following pages link to (Q4493303):
Displaying 50 items.
- A semiparametric method for clustering mixed data (Q139715) (← links)
- Saddlepoint \(p\)-values for two-sample bivariate tests (Q254210) (← links)
- A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model (Q257447) (← links)
- A characterization of the normal distribution using stationary max-stable processes (Q262526) (← links)
- On the distribution of a sum of Sarmanov distributed random variables (Q270203) (← links)
- Matrix exponential GARCH (Q278044) (← links)
- Stochastic comparisons of generalized mixtures and coherent systems (Q285845) (← links)
- Inference in a model of successive failures with shape-adjusted hazard rates (Q287533) (← links)
- Scan statistics for detecting a local change in variance for normal data with known variance (Q292378) (← links)
- Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114) (← links)
- Mean time to failure of systems with dependent components (Q295168) (← links)
- Bootstrap validity for the score test when instruments may be weak (Q302097) (← links)
- A note on the pricing of multivariate contingent claims under a transformed-gamma distribution (Q315039) (← links)
- On stochastic dominance and the strong law of large numbers for dependent random variables (Q326743) (← links)
- An inequality for multiple convolutions with respect to Dirichlet probability measure (Q335861) (← links)
- The maximal Strichartz family of Gaussian distributions: Fisher information, index of dispersion, and stochastic ordering (Q341213) (← links)
- Generalized bivariate beta distributions involving Appell's hypergeometric function of the second kind (Q356194) (← links)
- Ridge estimation in linear models with heteroskedastic errors (Q356502) (← links)
- On the Monge-Ampère equation for characterizing gamma-Gaussian model (Q383934) (← links)
- Elemental information matrices and optimal experimental design for generalized regression models (Q389421) (← links)
- On the Bingham distribution with large dimension (Q392098) (← links)
- A robust extension of the bivariate Birnbaum-Saunders distribution and associated inference (Q392107) (← links)
- Optimal allocation for estimating the correlation coefficient of morgenstern type bivariate exponential distribution by ranked set sampling with concomitant variable (Q394455) (← links)
- Bayesian copulae distributions, with application to operational risk management (Q398812) (← links)
- Regression mean residual life of a parallel system of dependent components (Q413345) (← links)
- Fisher information in censored samples from Downton's bivariate exponential distribution (Q419306) (← links)
- A sequential order statistics approach to step-stress testing (Q421426) (← links)
- Multivariate probit analysis of binary familial data using stochastic representations (Q425675) (← links)
- A new family of bivariate max-infinitely divisible distributions (Q451294) (← links)
- Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies (Q451445) (← links)
- Non-central bivariate beta distribution (Q451488) (← links)
- A generalized skew two-piece skew-normal distribution (Q451515) (← links)
- On power and sample size computation for multiple testing procedures (Q452537) (← links)
- Individual-based competition between species with spatial correlation and aggregation (Q467730) (← links)
- Structural equation modeling of multivariate gamma density (Q467981) (← links)
- Construction of multivariate dispersion models (Q470358) (← links)
- Extremes of aggregated Dirichlet risks (Q476250) (← links)
- Ruin probabilities with insurance and financial risks having an FGM dependence structure (Q476937) (← links)
- Using copulas to introduce dependence in dose-response modeling of multiple binary endpoints (Q484515) (← links)
- On the mean remaining strength at the system level for some bivariate survival models based on exponential distribution (Q492129) (← links)
- On an independence test approach to the goodness-of-fit problem (Q495375) (← links)
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model (Q495446) (← links)
- Inference for the bivariate Birnbaum-Saunders lifetime regression model and associated inference (Q496094) (← links)
- Transition choice probabilities in logit (Q498779) (← links)
- Capital allocation for Sarmanov's class of distributions (Q518872) (← links)
- Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums (Q519254) (← links)
- Bayesian estimation based on ranked set sample from Morgenstern type bivariate exponential distribution when ranking is imperfect (Q523266) (← links)
- Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments (Q528094) (← links)
- Likelihood inference for exchangeable continuous data with covariates and varying cluster sizes; use of the Farlie-Gumbel-Morgenstern model (Q537390) (← links)
- Reliability properties of generalized mixtures of Weibull distributions with a common shape parameter (Q538107) (← links)
