Entity usage
From MaRDI portal
This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.
Showing below up to 50 results in range #1 to #50.
- Test for conditional quantile change in general conditional heteroscedastic time series models: Label: en
- Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions: Label: en
- On UMPS hypothesis testing: Label: en
- Multivariate frequency polygon for stationary random fields: Label: en
- On estimation of nonparametric regression models with autoregressive and moving average errors: Label: en
- On a projection least squares estimator for jump diffusion processes: Label: en
- Approximating symmetrized estimators of scatter via balanced incomplete \(U\)-statistics: Label: en
- Asymptotic theory in network models with covariates and a growing number of node parameters: Label: en
- Quantitative robustness of instance ranking problems: Label: en
- On the choice of the optimal single order statistic in quantile estimation: Label: en
- Inference using an exact distribution of test statistic for random-effects meta-analysis: Label: en
- Inhomogeneous hidden semi-Markov models for incompletely observed point processes: Label: en
- Correction to: ``Group least squares regression for linear models with strongly correlated predictor variables: Label: en
- Group least squares regression for linear models with strongly correlated predictor variables: Label: en
- Robust estimation of the conditional stable tail dependence function: Label: en
- Automatic data-based bin width selection for rose diagram: Label: en
- Mixture of shifted binomial distributions for rating data: Label: en
- Least absolute deviation estimation for AR(1) processes with roots close to unity: Label: en
- Robust density power divergence estimates for panel data models: Label: en
- Nonparametric multiple regression by projection on non-compactly supported bases: Label: en
- Generation of all randomizations using circuits: Label: en
- Model averaging for semiparametric varying coefficient quantile regression models: Label: en
- A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity: Label: en
- Slash distributions, generalized convolutions, and extremes: Label: en
- Data-driven model selection for same-realization predictions in autoregressive processes: Label: en
- Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models: Label: en
- Comparing regression curves: an \(L^1\)-point of view: Label: en
- Gaussian quasi-information criteria for ergodic Lévy driven SDE: Label: en
- A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression: Label: en
- Model averaging for estimating treatment effects: Label: en
- Comparative evaluation of point process forecasts: Label: en
- Rejoinder to: ``Identifiability of latent-variable and structural-equation models: from linear to nonlinear: Label: en
- Discussion of: ``Identifiability of latent-variable and structural-equation models: from linear to nonlinear: Label: en
- Discussion of: ``Identifiability of latent-variable and structural-equation models: from linear to nonlinear: Label: en
- Identifiability of latent-variable and structural-equation models: from linear to nonlinear: Label: en
- A copula spectral test for pairwise time reversibility: Label: en
- Estimation of complier causal treatment effects with informatively interval-censored failure time data: Label: en
- Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein's method: Label: en
- A goodness-of-fit test on the number of biclusters in a relational data matrix: Label: en
- Robust variable selection with exponential squared loss for partially linear spatial autoregressive models: Label: en
- Gene-environment interaction analysis under the Cox model: Label: en
- Statistical inference using regularized M-estimation in the reproducing kernel Hilbert space for handling missing data: Label: en
- Parametric estimation of spatial-temporal point processes using the Stoyan-Grabarnik statistic: Label: en
- Tests for the existence of group effects and interactions for two-way models with dependent errors: Label: en
- Robust estimation for nonrandomly distributed data: Label: en
- Matrix completion under complex survey sampling: Label: en
- Regression analysis for exponential family data in a finite population setup using two-stage cluster sample: Label: en
- Forward variable selection for ultra-high dimensional quantile regression models: Label: en
- Variable selection and estimation using a continuous approximation to the $$L_0$$ L 0 penalty: Label: en
- Probability Density Function Estimation Using Gamma Kernels: Label: en