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Showing below up to 50 results in range #51 to #100.

51. Professor Heinz Neudecker and matrix differential calculus: Label: en
52. Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data: Label: en
53. Maximum likelihood with a time varying parameter: Label: en
54. On strongly dependent zero-inflated INAR(1) processes: Label: en
55. ROBOUT: a conditional outlier detection methodology for high-dimensional data: Label: en
56. Variable selection in proportional odds model with informatively interval-censored data: Label: en
57. Least squares estimation for a class of uncertain Vasicek model and its application to interest rates: Label: en
58. Change point in variance of fractionally integrated noise: Label: en
59. On the validity of the bootstrap hypothesis testing in functional linear regression: Label: en
60. Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence: Label: en
61. Bounds on generalized family-wise error rates for normal distributions: Label: en
62. Conditions for finiteness and bounds on moments of generalized order statistics: Label: en
63. GMM estimation and variable selection of partially linear additive spatial autoregressive model: Label: en
64. Robust optimal subsampling based on weighted asymmetric least squares: Label: en
65. Uniformly most powerful tests under weak restrictions: Label: en
66. Bartlett corrections for zero-adjusted generalized linear models: Label: en
67. Privacy-preserving and homogeneity-pursuit integrative analysis for high-dimensional censored data: Label: en
68. Integrating rather than collecting: statistical matching in the data flood era: Label: en
69. Multi-feature clustering of step data using multivariate functional principal component analysis: Label: en
70. Smoothed empirical likelihood for the difference of two quantiles with the paired sample: Label: en
71. Kendall's tau-based inference for gradually changing dependence structures: Label: en
72. Bayesian and maximin A-optimal designs for spline regression models with unknown knots: Label: en
73. Prediction in regression models with continuous observations: Label: en
74. A unified study for estimation of order restricted parameters of a general bivariate model under the generalized Pitman nearness criterion: Label: en
75. On the limit distribution of the power function induced by a design prior: Label: en
76. A new \(L_2\) calibration procedure of computer models based on the smoothing spline ANOVA: Label: en
77. On the Baum-Katz theorem for randomly weighted sums of negatively associated random variables with general normalizing sequences and applications in some random design regression models: Label: en
78. Improving the power of hypothesis tests in sparse contingency tables: Label: en
79. Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models: Label: en
80. On the Rényi index of random graphs: Label: en
81. Equivariant estimation of the selected location parameter: Label: en
82. Correction to: ``Posterior alternatives with informative early stopping: Label: en
83. Computation and analysis of change points with different jump locations in high-dimensional regression: Label: en
84. Inferring the finest pattern of mutual independence from data: Label: en
85. Detecting linear trend changes in data sequences: Label: en
86. Parametric quantile autoregressive moving average models with exogenous terms: Label: en
87. Nonparametric estimation of the shape functions and related asymptotic results: Label: en
88. Information quantity evaluation of multivariate SETAR processes of order one and applications: Label: en
89. Confidence intervals centred on bootstrap smoothed estimators: an impossibility result: Label: en
90. Identification of canonical models for vectors of time series: a subspace approach: Label: en
91. Finite mixtures of mean-parameterized Conway-Maxwell-Poisson models: Label: en
92. On approximation and estimation of distribution function of sum of independent random variables: Label: en
93. Deterministic sampling based on Kullback-Leibler divergence and its applications: Label: en
94. Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity: Label: en
95. Learning CHARME models with neural networks: Label: en
96. Case-cohort studies for clustered failure time data with a cure fraction: Label: en
97. The estimated causal effect on the variance based on the front-door criterion in Gaussian linear structural equation models: an unbiased estimator with the exact variance: Label: en
98. Variance matrix estimation in multivariate classical measurement error models: Label: en
99. A unifying framework for rank and pseudo-rank based inference using nonparametric confidence distributions: Label: en
100. Self-exciting hysteretic binomial autoregressive processes: Label: en