The following pages link to Cédric Heuchenne (Q377667):
Displaying 30 items.
- Penalized profiled semiparametric estimating functions (Q377668) (← links)
- (Q465615) (redirect page) (← links)
- The variable parameters \(T^2\) chart with run rules (Q465617) (← links)
- (Q510197) (redirect page) (← links)
- Parametric conditional variance estimation in location-scale models with censored data (Q510199) (← links)
- Estimating the error distribution in semiparametric transformation models (Q888235) (← links)
- Estimation in nonparametric location-scale regression models with censored data (Q904098) (← links)
- Polynomial regression with censored data based on preliminary nonparametric estimation (Q995803) (← links)
- Testing for one-sided alternatives in nonparametric censored regression (Q1936532) (← links)
- Inference for monotone single-index conditional means: a Lorenz regression approach (Q2072380) (← links)
- Using space filling curves to compare two multivariate distributions with distribution-free tests (Q2161060) (← links)
- Goodness-of-fit tests for censored regression based on artificial data points (Q2195754) (← links)
- Estimation of the error density in a semiparametric transformation model (Q2255164) (← links)
- Goodness-of-fit tests for the error distribution in nonparametric regression (Q2445645) (← links)
- Location estimation in nonparametric regression with censored data (Q2455464) (← links)
- Strong uniform consistency results of the weighted average of conditional artificial data points (Q2475781) (← links)
- The nonparametric location-scale mixture cure model (Q2665788) (← links)
- How do volatility regimes affect the pricing of quality and liquidity in the stock market? (Q2699596) (← links)
- A statistically adaptive sampling policy to the Hotelling's<i>T<sup>2</sup></i>control chart: Markov chain approach (Q2816849) (← links)
- (Q2834373) (← links)
- The robust economic statistical design of the Hotelling's<i>T<sup>2</sup></i>chart (Q2834651) (← links)
- Scale Checks in Censored Regression (Q2911720) (← links)
- Computational Treatment of the Error Distribution in Nonparametric Regression with Right-Censored and Selection-Biased Data (Q3298506) (← links)
- Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach (Q4687591) (← links)
- Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures (Q5036647) (← links)
- A robust statistical approach to select adequate error distributions for financial returns (Q5138523) (← links)
- Double-objective economic statistical design of the VP<i>T</i><sup>2</sup>control chart: Wald's identity approach (Q5219480) (← links)
- Likelihood-Based Inference for Semi-Competing Risks (Q5415908) (← links)
- Monitoring coefficient of variation using one-sided run rules control charts in the presence of measurement errors (Q5861465) (← links)
- A penalised bootstrap estimation procedure for the explained Gini coefficient (Q6200878) (← links)
