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Showing below up to 22 results in range #1 to #22.

1. Distribution of random correlation matrices: Hyperspherical parameterization of the Cholesky factor: Label: en
2. Strong consistency and asymptotic normality for quantities related to the Benjamini–Hochberg false discovery rate procedure: Label: en
3. On Kummer’s distribution of type two and a generalized beta distribution: Label: en
4. Heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions: Label: en
5. A new generalized -value approach for testing the homogeneity of variances: Label: en
6. An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case: Label: en
7. Time series smoothing by penalized least squares: Label: en
8. Heteroscedastic symmetrical linear models: Label: en
9. Least-squares estimation for bifurcating autoregressive processes: Label: en
10. On non-central squared copulas: Label: en
11. Analytic expressions for predictive distributions in mixture autoregressive models: Label: en
12. Distribution-free tests for no effect of treatment in heteroscedastic functional data under both weak and long range dependence: Label: en
13. On the distribution of the domination number for random class cover catch digraphs: Label: en
14. Testing for constant variance in a linear model: Label: en
15. Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem: Label: en
16. A note on the delete-d jackknife variance estimators: Label: en
17. MMLEs are as good as M-estimators or better: Label: en
18. A simplified adaptive fence procedure: Label: en
19. Choosing a dynamic common factor as a coincident index: Label: en
20. On the convolution of the negative binomial random variables: Label: en
21. Kernel adjusted density estimation: Label: en
22. Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions: Label: en