| Publication | Date of Publication | Type |
|---|
Reducing variance and improving bandwidth selection in density estimation via semiparametric transformations and local linear smoothing
Statistics and Computing | 2026-03-31 | Paper |
The focussed information criterion for generalised linear regression models for time series
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2023-10-05 | Paper |
Forecasting overdispersed INAR(1) count time series with negative binomial marginal
Communications in Statistics. Simulation and Computation | 2023-07-20 | Paper |
Modified expected shortfall: a coherent risk measure for elliptical family of distributions
Sankhyā. Series B | 2023-06-30 | Paper |
Nonstationary autoregressive conditional duration models
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models
Statistics | 2023-03-06 | Paper |
A stochastic frontier regression model with dynamic frontier
Communications in Statistics. Simulation and Computation | 2022-07-05 | Paper |
scientific article; zbMATH DE number 7529524 (Why is no real title available?)
| 2022-05-20 | Paper |
Probabilistic frontier regression models for binary type output data
Journal of Applied Statistics | 2022-02-24 | Paper |
The focused information criterion for logistic time series regression models under locally biased estimating functions
Journal of Statistical Theory and Practice | 2021-11-09 | Paper |
scientific article; zbMATH DE number 7353758 (Why is no real title available?)
| 2021-06-02 | Paper |
The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities
Statistical Inference for Stochastic Processes | 2021-05-03 | Paper |
Integer autoregressive models with structural breaks
Journal of Applied Statistics | 2020-10-26 | Paper |
The Focused Information Criterion for Stochastic Model Selection Problems Using $M$-Estimators
| 2018-07-22 | Paper |
Test for randomness of the technology parameter in a stochastic frontier regression model
Statistical Methods and Applications | 2016-03-17 | Paper |
On the distribution of shrinkage parameters of Liu-type estimators
Brazilian Journal of Probability and Statistics | 2014-10-22 | Paper |
Geometric ergodicity of asymmetric volatility models with stochastic parameters
Electronic Journal of Probability | 2014-01-17 | Paper |
Nonparametric estimation of a time-varying GARCH model
Journal of Nonparametric Statistics | 2013-06-24 | Paper |
Asymmetric volatility models with structural breaks
Communications in Statistics. Simulation and Computation | 2012-10-30 | Paper |
Order selection in ARMA models using the focused information criterion
Australian & New Zealand Journal of Statistics | 2012-06-18 | Paper |
Rank test for testing randomness of the technology parameters in a stochastic frontier regression model
Communications in Statistics. Simulation and Computation | 2011-03-31 | Paper |
Confidence Interval for Shrinkage Parameters in Ridge Regression
Communications in Statistics: Theory and Methods | 2009-12-16 | Paper |
The efficiency of modified jackknife and ridge type regression estimators: a comparison
| 2009-10-26 | Paper |
Nonparametric Capability Indices
Economic Quality Control | 2008-04-03 | Paper |
A test for randomness of the environments in a branching process
Statistical Papers | 2000-02-21 | Paper |
Acceptance sampling plans by variables for a class of symmetric distributions
Communications in Statistics. Simulation and Computation | 1998-12-07 | Paper |
Tests for bivaroate exponentiality against bifra alternatives based on censored samples
Communications in Statistics: Theory and Methods | 1998-12-03 | Paper |
Testing homogeneity over time of a parameter of a markov sequence
Communications in Statistics: Theory and Methods | 1998-10-14 | Paper |
On optimal prediction for stochastic processes
Journal of Statistical Planning and Inference | 1997-11-12 | Paper |
Rank tests for testing the randomness of autoregressive coefficients
Statistics & Probability Letters | 1994-11-06 | Paper |
scientific article; zbMATH DE number 437490 (Why is no real title available?)
| 1994-04-06 | Paper |
Optimal estimation in random coefficient regression models
Annals of the Institute of Statistical Mathematics | 1993-04-01 | Paper |
Rank tests for testing randomness of a regression coefficient in a linear regression model
Metrika | 1992-06-28 | Paper |
