Ox

swMATH9501MaRDI QIDQ21482FDOQ21482

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Cited In (only showing first 100 items - show all)

• Inference in a bimodal Birnbaum-Saunders model
• Econometric software development: past, present and future
• Dealing with monotone likelihood in a model for speckled data
• A score-adjusted approach to closed-form estimators for the gamma and beta distributions
• Higher-order approximate confidence intervals
• Modelling time-varying higher moments with maximum entropy density
• Improved testing inference in mixed linear models
• Assessing nonlinear structures in real exchange rates using recurrence plot strategies
• Parametric bootstrap methods for bias correction in linear mixed models
• On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank
• The Kumaraswamy modified Weibull distribution: theory and applications
• The multifactor nature of the volatility of futures markets
• Diagnosing seasonal shifts in time series using state space models
• Evolutionary Markov chain Monte Carlo algorithms for optimal monitoring network designs
• Bayesian Analysis of Discrete Survival Data with a Hidden Markov Chain
• Kumaraswamy distribution: different methods of estimation
• The Conway–Maxwell–Poisson-generalized gamma regression model with long-term survivors
• Multivariate Birnbaum–Saunders distribution: properties and associated inference
• Prediction and forecasting in linear models with measurement error
• Fixed T dynamic panel data estimators with multifactor errors
• Computing observation weights for signal extraction and filtering
• A low-dimension portmanteau test for non-linearity
• Likelihood based testing for no fractional cointegration
• Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles
• Local polynomial Whittle estimation of perturbed fractional processes
• Estimation in functional linear quantile regression
• Errors-in-variables beta regression models
• Estimating stochastic volatility models using daily returns and realized volatility simultaneously
• Correlated INAR(1) process
• A hierarchical multi-unidimensional IRT approach for analyzing sparse, multi-group data for integrative data analysis
• Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models
• Multidimensional and longitudinal item response models for non-ignorable data
• Adjusted profile likelihoods for the weibull shape parameter
• Linear regression models with slash-elliptical errors
• Local influence assessment in heteroscedastic measurement error models
• Population counts along elliptical habitat contours: hierarchical modeling using Poisson-lognormal mixtures with nonstationary spatial structure
• The generalized odd log-logistic family of distributions: properties, regression models and applications
• The type I half-logistic family of distributions
• On Birnbaum-Saunders inference
• Estimation bias and bias correction in reduced rank autoregressions
• The odd log-logistic normal distribution: theory and applications in analysis of experiments
• Modeling dynamic effects of promotion on interpurchase times
• Normalising cointegrating relationships subject to long-run exclusion
• Implementing the wild bootstrap using a two-point distribution
• Improved likelihood inference for the shape parameter in Weibull regression
• Penalized maximum likelihood estimation in the modified extended Weibull distribution
• Zero-spiked regression models generated by gamma random variables with application in the resin oil production
• An efficient sampling scheme for dynamic generalized models
• Improved Birnbaum-Saunders inference under type II censoring
• On the use of heterogeneous thresholds ordinal regression models to account for individual differences in response style
• A sequence of improved standard errors under heteroskedasticity of unknown form
• An I(2) cointegration model with piecewise linear trends
• Multinomial model for random sums
• Cointegration analysis in the presence of outliers
• Comparing stochastic volatility models through Monte Carlo simulations
• Corrected modified profile likelihood heteroskedasticity tests
• A bivariate regression model for matched paired survival data: local influence and residual analysis
• The generalized log-gamma mixture model with covariates: local influence and residual analysis
• Hyper-spherical and elliptical stochastic cycles
• Testing for cointegration using partially linear models
• A new long-term survival model with interval-censored data
• The Kumaraswamy Marshal-Olkin family of distributions
• Estimation of seasonal fractionally integrated processes
• On the unification of long-term survival models
• Estimation of fractional integration in the presence of data noise
• A generalization of the exponential-Poisson distribution
• Statistical properties of generalized discrepancies
• An extended-G geometric family
• Influence diagnostics for polyhazard models in the presence of covariates
• A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
• Alternative bootstrap procedures for testing cointegration in fractionally integrated processes
• The exponentiated generalized Birnbaum-Saunders distribution
• Long memory with stochastic variance model: a recursive analysis for US inflation
• Generalized log-gamma regression models with cure fraction
• Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models
• Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
• On the Marshall–Olkin extended distributions
• The Poisson Birnbaum–Saunders model with long-term survivors
• General results for the Marshall and Olkin's family of distributions
• Log-Burr XII regression models with censored data
• Log-modified Weibull regression models with censored data: sensitivity and residual analysis
• Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models
• Leverage, heavy-tails and correlated jumps in stochastic volatility models
• On estimation and influence diagnostics for log-Birnbaum-Saunders Student-\(t\) regression models: full Bayesian analysis
• Extended Burr XII regression models: theory and applications
• The beta modified Weibull distribution
• The optimal choice of moments in dynamic panel data models
• A log-linear regression model for the beta-Weibull distribution
• Improved likelihood inference in beta regression
• The exponentiated half-logistic family of distributions: properties and applications
• The compound class of extended Weibull power series distributions
• A model of fractional cointegration, and tests for cointegration using the bootstrap.
• An extended Lomax distribution
• Heteroskedasticity-consistent interval estimators
• New class of Johnson SB distributions and its associated regression model for rates and proportions
• On the Marshall-Olkin extended Weibull distribution
• The exponentiated-log-logistic geometric distribution: Dual activation
• The logistic-X family of distributions and its applications
• The beta-Weibull geometric distribution
• On the Additive Weibull Distribution

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