The following pages link to (Q4510372):
Displaying 26 items.
- Growth and convergence: a profile of distribution dynamics and mobility (Q278268) (← links)
- Mobility, taxation and welfare (Q483105) (← links)
- Full ordering in the Shorrocks mobility sense of the semiring of monotone doubly stochastic matrices (Q550660) (← links)
- Asymptotic theory for regressions with smoothly changing parameters (Q1695562) (← links)
- Nonlinear monetary policy in Europe: fact or myth? (Q1927767) (← links)
- Empirical likelihood for nonparametric regression models with spatial autoregressive errors (Q2131999) (← links)
- The measurement of rank mobility (Q2271381) (← links)
- On the correlation structure of exponential order statistics and some extensions (Q2396742) (← links)
- Can a Taylor rule better explain the Fed's monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis (Q2691789) (← links)
- Bounds for Moments of the Maximum of Concomitants of Selected Order Statistics With Application (Q2786266) (← links)
- Fisher Information in Record Values and Their Concomitants: A Comparison of Two Sampling Schemes (Q3006266) (← links)
- DENSITY ESTIMATION FOR CLUSTERED DATA (Q4471128) (← links)
- Estimation and inference in sur models when the number of equations is large (Q4493475) (← links)
- Entropy inference in smooth transition kink regression (Q5055215) (← links)
- Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters (Q5078507) (← links)
- Empirical likelihood and GMM for spatial models (Q5078915) (← links)
- Empirical likelihood for panel data models with spatial errors (Q5081028) (← links)
- Critical behaviour in charging of electric vehicles (Q5136117) (← links)
- Regression via order statistics and their concomitants (Q5169777) (← links)
- Computing the Distribution and Expected Value of the Concomitant Rank-Order Statistics (Q5290372) (← links)
- Correlation analysis of ordered symmetrically dependent observations and their concomitants of order statistics (Q5443825) (← links)
- Point and Interval Estimation for Bivariate Normal Distribution Based on Progressively Type-II Censored Data (Q5460666) (← links)
- Quantifying and Correcting the Bias in Estimated Risk Measures (Q5505905) (← links)
- Nonparametric Tests for Independence Between Lifetimes and Covariates from Censored Bivariate Normal Samples (Q5697373) (← links)
- Concomitants in a Sequence of Independent Nonidentically Distributed Random Vectors (Q5697390) (← links)
- Estimation of nonparametric additive models with high order spatial autoregressive errors (Q6059505) (← links)
