Pages that link to "Item:Q6494754"

The following pages link to Journal of the Iranian Statistical Society JIRSS (Q6494754):

Displaying 20 items.

• Nonparametric estimation of the residual entropy function with length-biased data (Q6494755) (← links)
• Modeling Chile fishing data using environmental exogenous variables with GARCH-X model (Q6494757) (← links)
• Two-step calibration estimator with double use of auxiliary variable: method and application (Q6494759) (← links)
• Quantile based past geometric vitality function of order statistics (Q6494761) (← links)
• Transformer self-attention network for forecasting mortality rates (Q6494763) (← links)
• Corrected likelihood estimation in semiparametric linear mixed measurement error models: asymptotic results (Q6494764) (← links)
• Analysis of dependent competing risk model in the presence of joint type-II censoring using bivariate Marshll-Olkin family (Q6494767) (← links)
• Estimation for the three-parameter exponentiated Weibull distribution under progressive censored dat (Q6494768) (← links)
• ARMA autocorrelation analysis: parameter estimation and goodness of fit test (Q6494769) (← links)
• Inference on generalized inverse Lindley distribution under progressive hybrid censoring scheme (Q6494770) (← links)
• Stochastic comparisons on the residual lifetimes of series systems with arbitrary components using copulas (Q6494772) (← links)
• First-order Spatial Gegenbauer Autoregressive (SGAR(1,1)) model and some of its properties (Q6494773) (← links)
• An improved two-stage randomized response model for estimating the mean of a quantitative sensitive random variable (Q6494775) (← links)
• The construction of generalized Dirichlet process distributions via Pólya urn and Gibbs sampling (Q6494776) (← links)
• E-Bayesian and robust Bayesian estimation and prediction for the exponential distribution based on record values (Q6494778) (← links)
• A bivariate process based maintenance model for two-component parallel systems (Q6494780) (← links)
• Ruin probabilities for two risk models with asymptotically independent and dependent classes (Q6494781) (← links)
• Orderings of extreme order statistics with Archimedean copula and powered Gompertz random variables (Q6494783) (← links)
• Stochastic vomparison of Hariss family distributions with fixed and randomized tilt parameter (Q6494784) (← links)
• Characterizations of some discrete distributions and upper bounds on discrete residual varentropy (Q6494785) (← links)