| Publication | Date of Publication | Type |
|---|
Component-based regression for hybrid data
Statistica Sinica | 2026-03-20 | Paper |
Structured regularization covariance estimation in tensor-valued data analysis
Journal of Statistical Planning and Inference | 2025-12-09 | Paper |
Confounder adjustment in single index function-on-scalar regression model
Electronic Journal of Statistics | 2025-01-31 | Paper |
Statistical inference for GQARCH-Itô-jumps model based on the realized range volatility
Journal of Time Series Analysis | 2024-11-20 | Paper |
Parameter estimation and applications for stochastic volatility model with time-varying leverage effect
Chinese Journal of Applied Probability and Statistics | 2024-08-26 | Paper |
Predictive and sensitive analysis of a bivariate skewed spatial process based on the Bayesian framework
Stat | 2024-06-03 | Paper |
Multinomial logistic factor regression for multi-source functional block-wise missing data
Psychometrika | 2023-10-04 | Paper |
| scientific article; zbMATH DE number 7745106 (Why is no real title available?) | 2023-10-02 | Paper |
Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data
Journal of Systems Science and Complexity | 2023-09-22 | Paper |
Incorporating variation and quality of the underlying effects in meta-analysis
Journal of Systems Science and Complexity | 2023-09-22 | Paper |
Testing the volatility jumps based on the high frequency data
Journal of Time Series Analysis | 2023-08-22 | Paper |
Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data
Journal of the American Statistical Association | 2023-07-04 | Paper |
Iterative weighted estimation based on variance modelling in linear regression models
Communications in Statistics. Simulation and Computation | 2022-07-01 | Paper |
Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function
Communications in Statistics: Theory and Methods | 2022-05-16 | Paper |
| The estimation of time varying volatility based on the long stock return series with its application | 2022-05-10 | Paper |
Semiparametric jump-detection-based estimation for single-index models with jumps
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Main-effect plans with blocks of natural size
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Local modal regression for the spatio-temporal model
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
| scientific article; zbMATH DE number 7492131 (Why is no real title available?) | 2022-03-17 | Paper |
Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
Computational Statistics and Data Analysis | 2022-02-18 | Paper |
Asymptotics for the infinite-time absolute ruin probabilities in time-dependent renewal risk models
SCIENTIA SINICA Mathematica | 2021-12-17 | Paper |
Wavelet estimation in time-varying coefficient time series models with measurement errors
Communications in Statistics: Theory and Methods | 2021-10-28 | Paper |
| Adaptive nonparametric estimation of spatio-temporal models with unknown error distributions | 2021-09-29 | Paper |
Adaptive semiparametric estimation for single index models with jumps
Computational Statistics and Data Analysis | 2021-05-07 | Paper |
Performance of preliminary test estimators for error variance based on W, LR and LM tests
Journal of Systems Science and Complexity | 2021-01-21 | Paper |
Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data
Random Matrices: Theory and Applications | 2021-01-12 | Paper |
Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data
Journal of Applied Statistics | 2020-11-04 | Paper |
Testing for varying zero-inflation and dispersion in generalized Poisson regression models
Journal of Applied Statistics | 2020-09-29 | Paper |
Case-deletion influence measures for the data from multivariate t distributions
Journal of Applied Statistics | 2020-09-28 | Paper |
| Testing the heteroscedasticity in single-index model | 2020-08-12 | Paper |
| A new method for testing leverage effect | 2020-08-12 | Paper |
Sparse Bayesian variable selection in kernel probit model for analyzing high-dimensional data
Computational Statistics | 2020-05-28 | Paper |
Estimation and testing for panel data partially linear single-index models with errors correlated in space and time
Random Matrices: Theory and Applications | 2020-04-22 | Paper |
| Robust jump-detection-based estimation for nonparametric models | 2019-10-02 | Paper |
Test for heteroscedasticity in partially linear regression models
Journal of Systems Science and Complexity | 2019-08-23 | Paper |
Estimation and test of jump discontinuities in varying coefficient models with empirical applications
Computational Statistics and Data Analysis | 2019-07-12 | Paper |
| Testing for homogeneity of exponential correlation nonlinear mixed models based on M-estimation | 2019-06-21 | Paper |
Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models
Applied Stochastic Models in Business and Industry | 2019-03-07 | Paper |
Matrix image method for ranking nonregular fractional factorial designs
Acta Mathematicae Applicatae Sinica. English Series | 2018-11-07 | Paper |
Semiparametric jump-preserving estimation for single-index models
Journal of Nonparametric Statistics | 2018-09-17 | Paper |
Parameter estimation of population pharmacokinetic models with stochastic differential equations: implementation of an estimation algorithm
Journal of Probability and Statistics | 2018-08-28 | Paper |
Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
Computational Statistics and Data Analysis | 2018-08-21 | Paper |
A robust and efficient estimation method for nonparametric models with jump points
Communications in Statistics. Simulation and Computation | 2018-04-30 | Paper |
A two-step estimation of diffusion processes using noisy observations
Journal of Nonparametric Statistics | 2018-04-10 | Paper |
Two-stage orthogonality based estimation for semiparametric varying-coefficient models and its applications in analyzing AIDS data
Biometrical Journal | 2018-02-09 | Paper |
| The influence of generalized linear model based on the Pena distance | 2018-01-29 | Paper |
Score tests for zero-inflated double Poisson regression models
Acta Mathematicae Applicatae Sinica. English Series | 2018-01-19 | Paper |
Parameter estimation for multivariate diffusion processes with the time inhomogeneously positive semidefinite diffusion matrix
Communications in Statistics: Theory and Methods | 2017-12-06 | Paper |
Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data
Communications in Statistics. Simulation and Computation | 2017-09-20 | Paper |
Jump-detection-based estimation in time-varying coefficient models and empirical applications
Test | 2017-09-18 | Paper |
| Nonparametric estimation of the integrated volatility of jump-diffusion processes with noisy high-frequency data | 2017-07-14 | Paper |
Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis
Computational Statistics | 2017-06-27 | Paper |
Score test for homogeneity of dispersion in generalized Poisson mixed models with excess zeros
Communications in Statistics. Simulation and Computation | 2017-03-03 | Paper |
Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors
Acta Mathematicae Applicatae Sinica. English Series | 2017-02-14 | Paper |
Nonparametric estimation of multivariate multiparameter conditional copulas
Journal of the Korean Statistical Society | 2017-02-09 | Paper |
Wavelet estimation in varying coefficient models for censored dependent data
Statistics & Probability Letters | 2017-01-16 | Paper |
Bayesian zero-inflated generalized Poisson regression model: estimation and case influence diagnostics
Journal of Applied Statistics | 2016-12-21 | Paper |
Designs containing partially clear main effects
Statistics & Probability Letters | 2016-12-15 | Paper |
Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence
Journal of the Korean Statistical Society | 2016-11-01 | Paper |
Sparse Bayesian multinomial probit regression model with correlation prior for high-dimensional data classification
Statistics & Probability Letters | 2016-10-31 | Paper |
Orthogonal arrays robust to a specified set of nonnegligible effects
Journal of Systems Science and Complexity | 2016-10-20 | Paper |
Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method
Computational Statistics | 2016-08-04 | Paper |
Nonparametric spatial regression with spatial autoregressive error structure
Statistics | 2016-07-19 | Paper |
Adaptive jump-preserving estimates in varying-coefficient models
Journal of Multivariate Analysis | 2016-06-03 | Paper |
Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data
Statistical Methods and Applications | 2016-03-17 | Paper |
| The key renewal theorem with multi-delay and applications to risk theory | 2016-01-15 | Paper |
A new class of copulas involved geometric distribution: estimation and applications
Insurance Mathematics & Economics | 2016-01-05 | Paper |
Construction of main-effect plans orthogonal through the block factor
Statistics & Probability Letters | 2015-12-22 | Paper |
Further results on orthogonal arrays for the estimation of global sensitivity indices based on alias matrix
Statistical Methods and Applications | 2015-11-13 | Paper |
Construction of main effects plans orthogonal through the block factor based on level permutation
Journal of the Korean Statistical Society | 2015-11-12 | Paper |
SOME NEW RESULTS ON WEIGHTED GEOMETRIC MEAN FOR COPULAS
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems | 2015-11-04 | Paper |
| A resolution of nonregular designs and its applications | 2015-10-28 | Paper |
Heteroscedasticity diagnostics for t linear regression models
Metrika | 2015-10-14 | Paper |
Generalized variable resolution designs
Metrika | 2015-09-17 | Paper |
Uniform tail asymptotics for the aggregate claims with stochastic discount in the renewal risk models
Science China. Mathematics | 2015-08-04 | Paper |
Local linear estimation for spatiotemporal models based on least absolute deviation
Communications in Statistics: Theory and Methods | 2015-07-29 | Paper |
Diagnostics of variance of the error in mixed effects linear models based on M-estimation
Communications in Statistics: Theory and Methods | 2015-07-29 | Paper |
Bayesian variable selection in multinomial probit model for classifying high-dimensional data
Computational Statistics | 2015-07-24 | Paper |
Asymptotics of a wavelet estimator in the nonparametric regression model with repeated measurements under a NA error process
Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM | 2015-04-21 | Paper |
Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure
Communications in Statistics: Theory and Methods | 2015-03-13 | Paper |
An approximately optimal non-parametric procedure for analyzing exchangeable binary data with random cluster sizes
Computational Statistics | 2015-02-27 | Paper |
On estimation of measurement error models with replication under heavy-tailed distributions
Computational Statistics | 2015-02-18 | Paper |
The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks
Applied Mathematics. Series B (English Edition) | 2015-02-11 | Paper |
The large sample properties of the solutions of general estimating equations
Journal of Systems Science and Complexity | 2015-01-27 | Paper |
Diagnostics on nonlinear model with scale mixtures of skew-normal and first-order autoregressive errors
Statistics | 2014-12-22 | Paper |
Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis
Metrika | 2014-12-05 | Paper |
Outlier detection in adaptive functional-coefficient autoregressive models based on extreme value theory
Mathematical Problems in Engineering | 2014-11-24 | Paper |
Bayesian analysis for mixed-effects models defined by stochastic differential equations
Journal of Southeast University. English Edition | 2014-11-03 | Paper |
Statistical diagnostics for functional linear regression models with Gaussian process errors
Communication on Applied Mathematics and Computation | 2014-11-03 | Paper |
Optimal properties of orthogonal arrays based on ANOVA high-dimensional model representation
Chinese Journal of Applied Probability and Statistics | 2014-11-03 | Paper |
Uniform asymptotics for finite-time ruin probability in some dependent compound risk models with constant interest rate
Journal of Southeast University. English Edition | 2014-11-03 | Paper |
The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims
Journal of the Korean Statistical Society | 2014-10-13 | Paper |
Complete \(q\)-order moment convergence of moving average processes under \(\varphi \)-mixing assumptions.
Applications of Mathematics | 2014-09-19 | Paper |
Asymptotics for tail probability of random sums with a heavy-tailed number and dependent increments
Communications in Statistics. Theory and Methods | 2014-08-18 | Paper |
Empirical likelihood inference in mixtures of semiparametric varying coefficient EV models for longitudinal data with nonignorable dropout
Journal of the Korean Statistical Society | 2014-08-07 | Paper |
Empirical likelihood inference in mixture of semiparametric varying-coefficient models for longitudinal data with non-ignorable dropout
Statistics | 2014-07-11 | Paper |
| Finite-time ruin probability of a compound dependent discrete-time risk model | 2014-06-30 | Paper |
On complete convergence for strong mixing sequences
Stochastics | 2014-04-25 | Paper |
Asymptotic properties of the score test for varying dispersion in exponential family nonlinear models
Statistics | 2014-03-12 | Paper |
| Diagnostics in generalized nonlinear models based on maximum L_q-likelihood estimation | 2014-02-28 | Paper |
| Testing for autocorrelation and random effects in mixed effect linear models based on M-estimation | 2014-02-28 | Paper |
Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes
Journal of Inequalities and Applications | 2014-02-12 | Paper |
Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Finite-time ruin probability of a dependent risk model with a constant interest rate
Journal of Southeast University. Natural Science Edition | 2013-11-19 | Paper |
Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure
Journal of Inequalities and Applications | 2013-09-10 | Paper |
Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic
Metrika | 2013-08-02 | Paper |
Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure
Statistics | 2013-06-25 | Paper |
| Diagnostic measures for nonlinear regression models based on the empirical likelihood method | 2013-06-20 | Paper |
| Estimates and numerical simulations for the finite-time ruin probability in an extended negatively dependent general risk model | 2013-06-20 | Paper |
Tail dependence for regularly varying time series
Mathematical Problems in Engineering | 2013-06-11 | Paper |
Empirical likelihood estimation for population pharmacokinetic study based on generalized linear model
Journal of Applied Mathematics | 2013-06-03 | Paper |
Diagnostics for elliptical linear mixed models with first-order autoregressive errors
Journal of Statistical Computation and Simulation | 2013-04-16 | Paper |
On moments of the maximum of partial sums of moving average processes under dependence assumptions
Acta Mathematicae Applicatae Sinica. English Series | 2013-03-18 | Paper |
| scientific article; zbMATH DE number 6130000 (Why is no real title available?) | 2013-01-24 | Paper |
Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
Frontiers of Mathematics in China | 2012-12-06 | Paper |
A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method
Statistics | 2012-11-30 | Paper |
Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with adaptive designs
Statistics | 2012-11-30 | Paper |
Asymptotic Properties of Maximum Quasi-Likelihood Estimates in Generalized Linear Models with “Working” Covariance Matrix and Adaptive Designs
Communications in Statistics: Theory and Methods | 2012-11-12 | Paper |
A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure
Statistics & Probability Letters | 2012-10-17 | Paper |
Monotonicity of the tail dependence for multivariate \(t\)-copula
Journal of Southeast University. English Edition | 2012-10-05 | Paper |
Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors
Statistical Papers | 2012-09-23 | Paper |
Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data
Computational Economics | 2012-07-03 | Paper |
Fuzzy statistical analysis of multiple regression with crisp and fuzzy covariates and applications in analyzing economic data of China
Computational Economics | 2012-06-20 | Paper |
On estimation of a heteroscedastic measurement error model under heavy-tailed distributions
Computational Statistics and Data Analysis | 2012-06-08 | Paper |
Complete q-moment convergence of moving average processes under -mixing assumption
Journal of Mathematical Research & Exposition | 2012-06-01 | Paper |
On complete convergence for arrays of rowwise strong mixing random variables
Communications in Mathematical Research | 2012-06-01 | Paper |
Testing for heteroscedasticity in the mixed effect linear models based on M-estimation
Mathematica Applicata | 2012-06-01 | Paper |
Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims
Mathematical Problems in Engineering | 2012-04-03 | Paper |
Estimating generalized state density of near-extreme events and its applications in analyzing stock data
Insurance Mathematics & Economics | 2012-02-10 | Paper |
| On moments of the maximal partial sums in moving average processes under dependence assumptions | 2012-01-27 | Paper |
| Diagnostic measures for partial linear models based on the empirical likelihood method | 2012-01-27 | Paper |
Variable selection in a class of single-index models
Annals of the Institute of Statistical Mathematics | 2011-12-14 | Paper |
Complete moment convergence of moving average processes under -mixing assumption
Mathematica Slovaca | 2011-11-11 | Paper |
| An invariance property of elliptically contoured distributions about the non-singular matrix transformation | 2011-09-29 | Paper |
A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models
Communications in Statistics. Simulation and Computation | 2011-08-16 | Paper |
Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors
Journal of Applied Statistics | 2011-07-28 | Paper |
| Precise large deviation results for heavy-tailed random sums and applications to risk theory | 2011-07-19 | Paper |
| scientific article; zbMATH DE number 5927342 (Why is no real title available?) | 2011-07-19 | Paper |
Influence analysis of additive mixed-effects nonlinear regression models via EM algorithm
Journal of Statistical Computation and Simulation | 2011-07-06 | Paper |
On the strong laws for weighted sums of \(\rho^*\)-mixing random variables
Journal of Inequalities and Applications | 2011-05-13 | Paper |
| scientific article; zbMATH DE number 5847035 (Why is no real title available?) | 2011-02-05 | Paper |
On complete convergence for arrays of rowwise \(\rho \)-mixing random variables and its applications
Journal of Inequalities and Applications | 2010-12-06 | Paper |
| Summary of statistical analysis for zero-inflated data | 2010-11-05 | Paper |
| Parameter estimation and equivalence between CDM and MSOM in quantile regression of longitudinal data models with fixed effects | 2010-07-08 | Paper |
Detection of outliers and patches in bilinear time series models
Mathematical Problems in Engineering | 2010-04-23 | Paper |
Diagnostics for skew-normal nonlinear regression models with AR(1) errors
Computational Statistics and Data Analysis | 2010-04-01 | Paper |
Score tests for zero-inflated generalized Poisson mixed regression models
Computational Statistics and Data Analysis | 2010-04-01 | Paper |
| scientific article; zbMATH DE number 5672704 (Why is no real title available?) | 2010-02-17 | Paper |
| Testing for homogeneity of variance and correlation coefficients in uniform correlation models based on longitudinal data | 2010-02-12 | Paper |
| Score tests and powers for departures from nominal dispersion in separable and continuous generalized nonlinear models with longitudinal data | 2010-02-12 | Paper |
Statistical diagnostics for skew-t-normal nonlinear models
Communications in Statistics. Simulation and Computation | 2009-12-16 | Paper |
Heteroscedasticity check in nonlinear semiparametric models based on nonparametric variance function
Applied Mathematics. Series B (English Edition) | 2009-11-11 | Paper |
Heteroscedasticity diagnostics in two-phase linear regression models
Journal of Statistical Computation and Simulation | 2009-10-27 | Paper |
| Statistical diagnostics in nonlinear models with ARIMA(0,1,0) symmetrical errors | 2009-07-22 | Paper |
Homogeneity diagnostics for skew-normal nonlinear regression models
Statistics & Probability Letters | 2009-04-03 | Paper |
| Testing for random coefficients in Poisson-gamma models based on longitudinal data | 2009-03-06 | Paper |
| Testing for homogeneity of between-individual variances and autocorrelation coefficients in longitudinal nonlinear models with random effects and AR(1) errors | 2009-03-06 | Paper |
| scientific article; zbMATH DE number 5504852 (Why is no real title available?) | 2009-02-09 | Paper |
| scientific article; zbMATH DE number 5504884 (Why is no real title available?) | 2009-02-09 | Paper |
| scientific article; zbMATH DE number 5504892 (Why is no real title available?) | 2009-02-09 | Paper |
| scientific article; zbMATH DE number 5504917 (Why is no real title available?) | 2009-02-09 | Paper |
Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
Testing for departures from nominal dispersion in generalized nonlinear models with varying dispersion and/or additive random effects
Journal of Statistical Computation and Simulation | 2008-12-04 | Paper |
Generalized nonlinear models and variance function estimation
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
| Testing for heteroscedasticity and autocorrelation in nonlinear models with AR(\(p\)) errors | 2008-08-06 | Paper |
| Testing for varying dispersions in proper dispersion nonlinear models | 2008-06-03 | Paper |
| Approximate power of score test for varying dispersion under local alternatives in inverse Gaussian regression models | 2008-03-20 | Paper |
Varying Dispersion Diagnostics for Inverse Gaussian Regression Models
Journal of Applied Statistics | 2007-09-11 | Paper |
Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors
Communications in Statistics: Theory and Methods | 2007-05-08 | Paper |
| Perturbation diagnostics of autocorrelation coefficients in nonlinear models with random effects and AR(1) errors | 2007-03-30 | Paper |
| Testing for departures from nominal dispersion and power simulations in discrete generalized nonlinear models with longitudinal data | 2006-10-04 | Paper |
Approximate power of heteroscedasticity test in nonlinear models with ARIMA(0,1,0) errors
Applied Mathematics. Series B (English Edition) | 2006-09-11 | Paper |
Testing for varying dispersion of longitudinal binomial data in nonlinear logistic models with random effects
Acta Mathematica Scientia. Series B. (English Edition) | 2006-01-24 | Paper |
| scientific article; zbMATH DE number 2188847 (Why is no real title available?) | 2005-07-27 | Paper |
| scientific article; zbMATH DE number 2134453 (Why is no real title available?) | 2005-02-16 | Paper |
Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
| scientific article; zbMATH DE number 2118912 (Why is no real title available?) | 2004-11-25 | Paper |
| scientific article; zbMATH DE number 2091964 (Why is no real title available?) | 2004-08-16 | Paper |
Testing for varying dispersion in discrete exponential family nonlinear models
Applied Mathematics. Series B (English Edition) | 2004-05-27 | Paper |
| scientific article; zbMATH DE number 1932345 (Why is no real title available?) | 2003-10-09 | Paper |
| scientific article; zbMATH DE number 1960878 (Why is no real title available?) | 2003-08-07 | Paper |
| scientific article; zbMATH DE number 1930424 (Why is no real title available?) | 2003-06-18 | Paper |
Testing for Heteroscedasticity in Nonlinear Regression Models
Communications in Statistics: Theory and Methods | 2003-02-24 | Paper |
| scientific article; zbMATH DE number 1861614 (Why is no real title available?) | 2003-01-28 | Paper |
| scientific article; zbMATH DE number 1782394 (Why is no real title available?) | 2002-08-15 | Paper |
| scientific article; zbMATH DE number 1782381 (Why is no real title available?) | 2002-08-15 | Paper |
Estimation of the parameter on a class of special exponential distribution family
Journal of Sichuan Normal University. Natural Science | 2002-02-18 | Paper |
Parameter estimations of Rayleigh distribution
Chinese Quarterly Journal of Mathematics | 2001-11-19 | Paper |
A statistical inference for the parameter \(N\) of the discrete uniform distribution on \(\{1,2,\cdots,N\}\) and its application
Journal of Liaoning Normal University. Natural Science Edition | 2001-03-14 | Paper |
| scientific article; zbMATH DE number 1293881 (Why is no real title available?) | 1999-08-16 | Paper |
