The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- A novel copula-based approach for parametric estimation of univariate time series through its covariance decay (Q64297) (← links)
- A correlation structure for the analysis of Gaussian and non-Gaussian responses in crossover experimental designs with repeated measures (Q65703) (← links)
- Local inhomogeneous second-order characteristics for spatio-temporal point processes occurring on linear networks (Q74101) (← links)
- A new class of discrete distributions with complex parameters (Q100901) (← links)
- A triparametric discrete distribution with complex parameters (Q100903) (← links)
- A general permutation approach for analyzing repeated measures ANOVA and mixed-model designs (Q104156) (← links)
- Fast nonparametric classification based on data depth (Q112522) (← links)
- Robust Kalman tracking and smoothing with propagating and non-propagating outliers (Q123767) (← links)
- Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation (Q134938) (← links)
- A measure of asymmetry (Q136033) (← links)
- Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula (Q141958) (← links)
- Uncertainty intervals for regression parameters with non-ignorable missingness in the outcome (Q142725) (← links)
- Small sample properties of tests on homogeneity in one—way Anova and Meta—analysis (Q142981) (← links)
- SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution (Q148334) (← links)
- Erratum to: Multivariate normal distribution approaches for dependently truncated data (Q151562) (← links)
- Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach (Q151564) (← links)
- Clustering dependent observations with copula functions (Q152288) (← links)
- Fuzzy p-value in testing fuzzy hypotheses with crisp data (Q153292) (← links)
- Testing fuzzy hypotheses based on vague observations: a p-value approach (Q153293) (← links)
- Asymptotic normality of conditional density estimation with left-truncated and dependent data (Q259648) (← links)
- Characterizations based on the numbers of near-order statistics (Q259651) (← links)
- More on the unbiased ridge regression estimation (Q259652) (← links)
- Mean driven balance and uniformly best linear unbiased estimators (Q259657) (← links)
- Heteroscedasticity: multiple degrees of freedom vs. sandwich estimation (Q259659) (← links)
- Penalized weighted composite quantile estimators with missing covariates (Q259661) (← links)
- Improved bootstrap prediction intervals for SETAR models (Q259663) (← links)
- The focused information criterion for varying-coefficient partially linear measurement error models (Q259667) (← links)
- Variable selection for generalized varying coefficient models with longitudinal data (Q259668) (← links)
- The Poisson-inverse-Gaussian regression model with cure rate: a Bayesian approach and its case influence diagnostics (Q259671) (← links)
- New multiple testing method under no dependency assumption, with application to multiple comparisons problem (Q259674) (← links)
- Single-index composite quantile regression with heteroscedasticity and general error distributions (Q259677) (← links)
- Robust estimation of location and concentration parameters for the von Mises-Fisher distribution (Q259679) (← links)
- Testing exponentiality using mean residual quantile function (Q259681) (← links)
- On the oracle property of adaptive group Lasso in high-dimensional linear models (Q259684) (← links)
- Book review of: N. Balakrishnan (ed.), Methods and applications of statistics in clinical trials. Vol. 1: Concepts, principles, trials, and design; Vol. 2: Planning, analysis, and inferential methods (Q259686) (← links)
- Statistical inference for a step-stress partially-accelerated life test model with an adaptive type-I progressively hybrid censored data from Weibull distribution (Q284177) (← links)
- The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors (Q284178) (← links)
- Testing homogeneity of inverse Gaussian scale-like parameters: a saddlepoint approach (Q284179) (← links)
- A moment closed form estimator for the autoregressive conditional duration model (Q284183) (← links)
- On decompositions of BLUEs under a partitioned linear model with restrictions (Q284184) (← links)
- Sharp bounds on the bias of trimean (Q284186) (← links)
- On two simple and effective procedures for high dimensional classification of general populations (Q284189) (← links)
- Linearity tests under the null hypothesis of a random walk with drift (Q284192) (← links)
- Recurrence relations between moments of progressive type-II right censored order statistics from doubly truncated Weibull distribution (Q284195) (← links)
- A restricted \(r\)-\(k\) class estimator in the mixed regression model with autocorrelated disturbances (Q284198) (← links)
- The consistency for the estimator of nonparametric regression model based on martingale difference errors (Q284200) (← links)
- On the misleading signals in simultaneous schemes for the mean vector and covariance matrix of multivariate i.i.d. output (Q284204) (← links)
- Testing homogeneity in a scale mixture of normal distributions (Q284207) (← links)
- A bivariate INAR(1) model with different thinning parameters (Q284209) (← links)
- On phase II monitoring of the probability distributions of univariate continuous processes (Q284211) (← links)
