Pages that link to "Item:Q78039"

The following pages link to Annals of the Institute of Statistical Mathematics (Q78039):

Displaying 50 items.

• Maximum likelihood estimation of Hawkes' self-exciting point processes (Q78041) (← links)
• Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617) (← links)
• Nonparametric analysis of doubly truncated data (Q96513) (← links)
• A three-step local smoothing approach for estimating the mean and covariance functions of spatio-temporal Data (Q100351) (← links)
• Bayesian image restoration, with two applications in spatial statistics (Q108815) (← links)
• Variable selection and estimation using a continuous approximation to the $$L_0$$ L 0 penalty (Q117367) (← links)
• Storage capacity of a dam with gamma type inputs (Q120479) (← links)
• The distribution of the sum of independent gamma random variables (Q120481) (← links)
• Local polynomial expectile regression (Q123172) (← links)
• Probability Density Function Estimation Using Gamma Kernels (Q134278) (← links)
• Direct importance estimation for covariate shift adaptation (Q144623) (← links)
• Semiparametric inference for an accelerated failure time model with dependent truncation (Q151565) (← links)
• Latent class analysis variable selection (Q152163) (← links)
• Semiparametric mixtures of nonparametric regressions (Q158425) (← links)
• Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (Q261826) (← links)
• Extended Bernstein prior via reinforced urn processes (Q261829) (← links)
• Representations of efficient score for coarse data problems based on Neumann series expansion (Q261830) (← links)
• Semiparametric marginal and association regression methods for clustered binary data (Q261833) (← links)
• Estimating functions for repeated measures with incidental parameters (Q261834) (← links)
• Binary consecutive covering arrays (Q261836) (← links)
• Penalized likelihood regression for generalized linear models with non-quadratic penalties (Q261840) (← links)
• Edgeworth expansion for the kernel quantile estimator (Q261842) (← links)
• On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
• Parameterizing mixture models with generalized moments (Q263255) (← links)
• Kernel estimators of mode under \(\psi\)-weak dependence (Q263257) (← links)
• Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data (Q263260) (← links)
• A semiparametric generalized proportional hazards model for right-censored data (Q263262) (← links)
• Strictly stationary solutions of spatial ARMA equations (Q263264) (← links)
• Robust Bayes estimation using the density power divergence (Q263267) (← links)
• Escort distributions minimizing the Kullback-Leibler divergence for a large deviations principle and tests of entropy level (Q263270) (← links)
• Second-order asymptotic comparison of the MLE and MCLE of a natural parameter for a truncated exponential family of distributions (Q287520) (← links)
• Bootstrapping sample quantiles of discrete data (Q287523) (← links)
• A general sequential fixed-accuracy confidence interval estimation methodology for a positive parameter: illustrations using health and safety data (Q287525) (← links)
• Decision-theoretic issues in heterogeneity variance estimation (Q287526) (← links)
• Influence diagnostics for robust P-splines using scale mixture of normal distributions (Q287528) (← links)
• Parameter change test for autoregressive conditional duration models (Q287530) (← links)
• Inference in a model of successive failures with shape-adjusted hazard rates (Q287533) (← links)
• Optimality of pairwise blocked definitive screening designs (Q287534) (← links)
• Optimal restricted quadratic estimator of integrated volatility (Q287536) (← links)
• Best equivariant estimator of regression coefficients in a seemingly unrelated regression model with known correlation matrix (Q312583) (← links)
• Parameter estimation for a generalized semiparametric model with repeated measurements (Q312586) (← links)
• Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices (Q312589) (← links)
• Approximate theory-aided robust efficient factorial fractions under baseline parametrization (Q312591) (← links)
• Regression analysis of biased case-control data (Q312593) (← links)
• Smooth backfitting in additive inverse regression (Q312597) (← links)
• Competing risks data analysis under the accelerated failure time model with missing cause of failure (Q312600) (← links)
• Bayesian model selection for a linear model with grouped covariates (Q312603) (← links)
• Summary statistics for inhomogeneous marked point processes (Q312605) (← links)
• Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
• Testing for uniform stochastic ordering via empirical likelihood (Q314568) (← links)