The following pages link to Scandinavian Journal of Statistics (Q59389):
Displaying 50 items.
- Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case (Q59390) (← links)
- Fast Censored Linear Regression (Q60738) (← links)
- Most Likely Transformations (Q61075) (← links)
- Multivariate conditional transformation models (Q61085) (← links)
- Kernel Density Estimation on a Linear Network (Q76608) (← links)
- Improving Lasso for model selection and prediction (Q78550) (← links)
- A dynamic model for double‐bounded time series with chaotic‐driven conditional averages (Q80220) (← links)
- Soft maximin estimation for heterogeneous data (Q82429) (← links)
- Non-parametric Bayesian Hazard Regression for Chronic Disease Risk Assessment (Q89131) (← links)
- A Sample Selection Model with Skew-normal Distribution (Q94631) (← links)
- A goodness‐of‐fit test for the functional linear model with functional response (Q98726) (← links)
- Estimation of Wood Fibre Length Distributions from Censored Data through an EM Algorithm (Q101428) (← links)
- Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo (Q109755) (← links)
- A Method for Bayesian Monotonic Multiple Regression (Q115036) (← links)
- Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements (Q115461) (← links)
- Weighted Logrank Permutation Tests for Randomly Right Censored Life Science Data (Q118074) (← links)
- Confidence and Likelihood* (Q118107) (← links)
- A New Model for Multivariate Markov Chains (Q119115) (← links)
- General approach to coordinate representation of compositional tables (Q121367) (← links)
- Compositional Tables Analysis in Coordinates (Q121368) (← links)
- Automated Selection of Post-Strata using a Model-Assisted Regression Tree Estimator (Q124129) (← links)
- Non-Parametric Change-Point Tests for Long-Range Dependent Data (Q135908) (← links)
- Modelling Heterogeneity With and Without the Dirichlet Process (Q137459) (← links)
- Methods to Distinguish Between Polynomial and Exponential Tails (Q143076) (← links)
- Combining Inverse Probability Weighting and Multiple Imputation to Improve Robustness of Estimation (Q144956) (← links)
- The Support Reduction Algorithm for Computing Non-Parametric Function Estimates in Mixture Models (Q147978) (← links)
- A factor model approach for the joint segmentation with between-series correlation (Q151476) (← links)
- Statistical Inference and Applications of Mixture of Varying Coefficient Models (Q158421) (← links)
- Caries on Permanent Teeth: A Non-parametric Bayesian Analysis (Q2711676) (← links)
- Sampling Bias in Population Studies-How to Use the Lexis Diagram (Q2711677) (← links)
- Analysis of Competing Risks by Using Bayesian Smoothing (Q2711678) (← links)
- A Non-stationary Cox Model (Q2711679) (← links)
- Improving Ratio Estimators of Second Order Point Process Characteristics (Q2711681) (← links)
- A Third Order Point Process Characteristic (Q2711682) (← links)
- Autoregressive Forecasting of Some Functional Climatic Variations (Q2711683) (← links)
- Quasi-likelihood Estimation of Non-invertible Moving Average Processes (Q2711684) (← links)
- Bayesian Analysis of a Growth Curve Model with a General Autoregressive Covariance Structure (Q2711685) (← links)
- Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models (Q2711686) (← links)
- Consistent Estimation of the Structural Distribution Function (Q2711687) (← links)
- Testing for No Effect by Cosine Series Methods (Q2711688) (← links)
- Minimax Linear Smoothers (Q2722230) (← links)
- Likelihood Asymptotics (Q2722301) (← links)
- Alternative Markov Properties for Chain Graphs (Q2722302) (← links)
- A Bayesian Approach to Selecting Covariates for Prediction (Q2722304) (← links)
- Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter (Q2722305) (← links)
- Discretely Observed Diffusions: Approximation of the Continuous‐time Score Function (Q2722306) (← links)
- Discretely Observed Diffusions: Classes of Estimating Functions and Small Δ‐optimality (Q2722307) (← links)
- Sieved Maximum Likelihood Estimation in Wicksell's Problem and Related Deconvolution Problems (Q2722308) (← links)
- An Estimation Method of the Pair Potential Function for Gibbs Point Processes on Spheres (Q2722309) (← links)
- Mode Jumping Proposals in MCMC (Q2722311) (← links)
