The following pages link to Klaus L. P. Vasconcellos (Q230646):
Displaying 35 items.
- (Q367503) (redirect page) (← links)
- Improved maximum likelihood estimation in a new class of beta regression models (Q367505) (← links)
- (Q481425) (redirect page) (← links)
- First order non-negative integer valued autoregressive processes with power series innovations (Q481426) (← links)
- (Q589137) (redirect page) (← links)
- A new skew integer valued time series process (Q670104) (← links)
- Bias and skewness in a general extreme-value regression model (Q901507) (← links)
- Erratum to ``Improved point and interval estimation for a beta regression model'' (Q901647) (← links)
- Influence analysis with homogeneous linear restrictions (Q961859) (← links)
- Some restriction tests in a new class of regression models for proportions (Q961886) (← links)
- Improved point and interval estimation for a beta regression model (Q1010437) (← links)
- Improved statistical inference for the two-parameter Birnbaum-Saunders distribution (Q1020129) (← links)
- Bias correction for a class of multivariate nonlinear regression models (Q1373985) (← links)
- Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models (Q1970825) (← links)
- Improving estimation in speckled imagery (Q2488421) (← links)
- (Q3149046) (← links)
- Nearly unbiased estimation in a biparametric exponential family (Q3518393) (← links)
- Corrected likelihood ratio tests for von mises regression models (Q4237836) (← links)
- on the second-order bias of parameter estimates in nonlinear regression models with student<i>t</i>errors (Q4253292) (← links)
- Second-order biases of the maximum likelihood estimates in von Mises regression models (Q4266728) (← links)
- (Q4383720) (← links)
- IMPROVED SCORE TESTS FOR VON MISES REGRESSION MODELS (Q4540658) (← links)
- Bias corrected estimates in multivariate student t regression models (Q4550610) (← links)
- SECOND-ORDER ASYMPTOTICS FOR SCORE TESTS IN HETEROSKEDASTIC<i>t</i>REGRESSION MODELS (Q4792108) (← links)
- (Q4935440) (← links)
- Aggregation and Disaggregation of Structural Time Series Models (Q4956026) (← links)
- On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion (Q5079103) (← links)
- Improved estimation for Poisson INAR(1) models (Q5220877) (← links)
- A Poisson INAR(1) process with a seasonal structure (Q5222339) (← links)
- Inference Under Heteroskedasticity and Leveraged Data (Q5421542) (← links)
- Corrected estimates for Student<i>t</i>regression models with unknown degrees of freedom (Q5460689) (← links)
- Errata: Inference Under Heteroskedasticity and Leveraged Data,<i>Communications in Statistics, Theory and Methods</i>, 36, 1877–1888, 2007 (Q5495074) (← links)
- The effects of additive outliers in INAR(1) process and robust estimation (Q5879975) (← links)
- Improved estimation for robust econometric regression models (Q5956039) (← links)
- Beta regression misspecification tests (Q6592808) (← links)
