| Publication | Date of Publication | Type |
|---|
Tests for independence against regression and expectation dependence
Annals of the Institute of Statistical Mathematics | 2026-03-11 | Paper |
Nonparametric estimation of private value distributions in first-price auctions: evaluating quantile density function approaches
Economics Letters | 2025-12-16 | Paper |
On some non parametric estimators of the quantile density function for a stationary associated process
Communications in Statistics. Theory and Methods | 2024-07-26 | Paper |
On approximation and estimation of distribution function of sum of independent random variables
Statistical Papers | 2024-07-25 | Paper |
U-statistics based tests for marginal hazard rate orderings of two dependent variables
Journal of Statistical Theory and Practice | 2024-05-14 | Paper |
A new non-parametric test for testing positive quadrant dependence
Communications in Statistics. Simulation and Computation | 2024-01-23 | Paper |
Weighted U-statistics for likelihood-ratio ordering of bivariate data
Statistical Papers | 2023-06-19 | Paper |
Jackknife empirical likelihood ratio test for testing mean residual life and mean past life ordering
Statistics | 2022-10-24 | Paper |
Testing for change in mean for associated random variables
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
Comparison of cumulative incidence functions of current status competing risks data with discrete observation times
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
Test for comparing complete expectations of life of two groups
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
Modelling and analysis of recall-based competing risks data
Journal of Applied Statistics | 2022-02-23 | Paper |
A non-parametric test for independence of time to failure and cause of failure for discrete competing risks data
Statistics | 2022-01-25 | Paper |
Non-parametric estimation of Gini index with right censored observations
Statistics & Probability Letters | 2021-11-12 | Paper |
On some smooth estimators of the quantile function for a stationary associated process
Sankhyā. Series B | 2021-08-19 | Paper |
| scientific article; zbMATH DE number 7353848 (Why is no real title available?) | 2021-06-02 | Paper |
| On estimation of parameters of absolutely continuous bivariate Weibull distribution under random censoring | 2021-06-02 | Paper |
An EM algorithm for the estimation of parameters of bivariate generalized exponential distribution under random left censoring
Journal of Statistical Computation and Simulation | 2020-03-06 | Paper |
Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications”
Applied Stochastic Models in Business and Industry | 2019-09-17 | Paper |
On testing independence of failure time and cause of failure using subquantiles
Journal of Statistical Theory and Practice | 2019-08-27 | Paper |
Nonparametric tests for ordered quantiles
Statistical Papers | 2019-06-21 | Paper |
Test for independence between time to failure and cause of failure in competing risks with k causes
Journal of Nonparametric Statistics | 2019-05-14 | Paper |
Nonparametric estimation of a two dimensional continuous-discrete density function by wavelets
Statistical Methodology | 2019-03-13 | Paper |
On competing risks with masked failures
Mathematical and Statistical Applications in Life Sciences and Engineering | 2018-11-19 | Paper |
| scientific article; zbMATH DE number 6951353 (Why is no real title available?) | 2018-10-10 | Paper |
| Testing for exponentiality for stationary associated random variables | 2018-09-04 | Paper |
Nonparametric estimation of a quantile density function by wavelet methods
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
On limiting distribution of U-statistics based on associated random variables
Statistics & Probability Letters | 2017-12-22 | Paper |
| Nonparametric statistics. Theory and methods | 2017-11-23 | Paper |
On estimation of limiting variance of partial sums of functions of associated random variables
Journal of Statistical Planning and Inference | 2017-11-17 | Paper |
A martingale-based test for independence of time to failure and cause of failure for competing risks models
Communications in Statistics: Theory and Methods | 2017-10-12 | Paper |
On a deconvolution problem under competing risks
Statistics | 2017-07-20 | Paper |
On generalized moment identity and its applications: a unified approach
Statistics | 2017-01-04 | Paper |
Proportional hazards model for discrete data: some new developments
Communications in Statistics. Theory and Methods | 2016-11-11 | Paper |
Corrigendum to ``Central limit theorem for U-statistics of associated random variables''
Statistics & Probability Letters | 2015-12-22 | Paper |
On asymptotic behavior of \(U\)-statistics for associated random variables
Statistics & Probability Letters | 2015-12-01 | Paper |
Tests for successive differences of quantiles
Statistics & Probability Letters | 2015-05-06 | Paper |
On stochastic comparisons of residual life time at random time
Statistics & Probability Letters | 2014-06-11 | Paper |
An EM algorithm for estimating the parameters of bivariate Weibull distribution under random censoring
Computational Statistics and Data Analysis | 2014-04-14 | Paper |
Some new applications of P-P plots
Probability in the Engineering and Informational Sciences | 2013-08-28 | Paper |
An Asymmetric Kernel Estimator of Density Function for Stationary Associated Sequences
Communications in Statistics. Simulation and Computation | 2013-02-11 | Paper |
Nonparametric estimation of quantile density function
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
Wavelet linear density estimation for associated stratified size-biased sample
Journal of Nonparametric Statistics | 2012-06-25 | Paper |
The signal model: a model for competing risks of opportunistic maintenance
European Journal of Operational Research | 2011-08-19 | Paper |
Smooth estimation of survival and density functions for a stationary associated process using Poisson weights
Statistics & Probability Letters | 2011-02-11 | Paper |
Hajek-Renyi-type inequality for some nonmonotonic functions of associated random variables
Journal of Inequalities and Applications | 2008-02-19 | Paper |
Association in time of a vector valued process
Statistics & Probability Letters | 2006-06-30 | Paper |
Testing dependence between the failure time and failure modes: an application of enlarged filtration
Journal of Statistical Planning and Inference | 2006-06-09 | Paper |
| Tests for some statistical hypotheses for dependent competing risks -- a review | 2006-03-09 | Paper |
Wilcoxon-signed rank test for associated sequences
Statistics & Probability Letters | 2005-08-01 | Paper |
Non-uniform and uniform Berry–Esseen type bounds for stationary associated sequences
Journal of Nonparametric Statistics | 2005-02-21 | Paper |
On Testing Dependence between Time to Failure and Cause of Failure via Conditional Probabilities
Scandinavian Journal of Statistics | 2004-11-24 | Paper |
Mann-Whitney test for associated sequences
Annals of the Institute of Statistical Mathematics | 2004-10-05 | Paper |
Central limit theorem for U-statistics of associated random variables
Statistics & Probability Letters | 2002-09-05 | Paper |
Asymptotic normality for \(U\)-statistics of associated random variables
Journal of Statistical Planning and Inference | 2002-03-10 | Paper |
A general method of density estimation for associated random variables
Journal of Nonparametric Statistics | 2002-02-18 | Paper |
| Associated sequences and related inference problems. | 2001-10-28 | Paper |
Explicit bounds on Lévy-Prohorov distance for a class of multidimensional distribution functions.
Statistics & Probability Letters | 2000-01-01 | Paper |
Remarks on the strong law of large numbers for a triangular array of associated random variables
Metrika | 1998-01-22 | Paper |
