Digitale Bibliotheek
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                             121 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A boosting method for maximization of the area under the ROC curve Komori, Osamu
2009
5 p. 961-979
artikel
2 Accelerated failure time model with quantile information Zhao, Mu
2015
5 p. 1001-1024
artikel
3 A constructive hypothesis test for the single-index models with two groups Zhang, Jun
2017
5 p. 1077-1114
artikel
4 A copula spectral test for pairwise time reversibility Zhang, Shibin

5 p. 705-729
artikel
5 Adaptive efficient estimation for generalized semi-Markov big data models Barbu, Vlad Stefan

5 p. 925-955
artikel
6 Additional aspects of the generalized linear-fractional branching process Grosjean, Nicolas
2016
5 p. 1075-1097
artikel
7 A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data Aoshima, Makoto
2013
5 p. 983-1010
artikel
8 Adjustments of profile likelihood through predictive densities Pace, Luigi
2010
5 p. 923-937
artikel
9 A doubly sparse approach for group variable selection Kwon, Sunghoon
2016
5 p. 997-1025
artikel
10 A generalized partially linear framework for variance functions Fang, Yixin
2017
5 p. 1147-1175
artikel
11 A general transformation class of semiparametric cure rate frailty models Diao, Guoqing
2012
5 p. 959-989
artikel
12 An optimal modification of the LIML estimation for many instruments and persistent heteroscedasticity Kunitomo, Naoto
2011
5 p. 881-910
artikel
13 Antithetic sampling for sequential Monte Carlo methods with application to state-space models Bizjajeva, Svetlana
2015
5 p. 1025-1053
artikel
14 A permutation test for the two-sample right-censored model Wyłupek, Grzegorz

5 p. 1037-1061
artikel
15 A recursive point process model for infectious diseases Schoenberg, Frederic Paik
2018
5 p. 1271-1287
artikel
16 A recursive point process model for infectious diseases Schoenberg, Frederic Paik

5 p. 1271-1287
artikel
17 A robust adaptive-to-model enhancement test for parametric single-index models Niu, Cuizhen
2017
5 p. 1013-1045
artikel
18 Asymptotically distribution free test for parameter change in a diffusion process model Negri, Ilia
2011
5 p. 911-918
artikel
19 Asymptotic behavior of mean density estimators based on a single observation: the Boolean model case Camerlenghi, Federico

5 p. 1011-1035
artikel
20 Asymptotic conditional distribution of exceedance counts: fragility index with different margins Falk, Michael
2011
5 p. 1071-1085
artikel
21 Asymptotic distribution of the nonparametric distribution estimator based on a martingale approach in doubly censored data Sugimoto, Tomoyuki
2013
5 p. 859-888
artikel
22 Asymptotic results for jump probabilities associated to the multiple scan statistic Koutras, Markos V.
2017
5 p. 951-968
artikel
23 Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification Chandra, Noirrit Kiran

5 p. 891-920
artikel
24 Automatic data-based bin width selection for rose diagram Tsuruta, Yasuhito

5 p. 855-886
artikel
25 Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution Akaoka, Yuichi

5 p. 895-923
artikel
26 Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance Chen, Kun

5 p. 1159-1173
artikel
27 Bias-corrected support vector machine with Gaussian kernel in high-dimension, low-sample-size settings Nakayama, Yugo

5 p. 1257-1286
artikel
28 Change-point model selection via AIC Ninomiya, Yoshiyuki
2014
5 p. 943-961
artikel
29 Collapsibility of some association measures and survival models Vellaisamy, P.
2016
5 p. 1155-1176
artikel
30 Conditional likelihood estimation and efficiency comparisons in proportional odds model with missing covariates Hsieh, S. H.
2009
5 p. 887-921
artikel
31 Correction to: A robust adaptive-to-model enhancement test for parametric single-index models Niu, Cuizhen
2017
5 p. 1047
artikel
32 Correction to: On the strong universal consistency of local averaging regression estimates Hansmann, Matthias
2018
5 p. 1265-1269
artikel
33 Covariance tapering for prediction of large spatial data sets in transformed random fields Hirano, Toshihiro
2013
5 p. 913-939
artikel
34 CUSUM test for general nonlinear integer-valued GARCH models: comparison study Lee, Youngmi
2018
5 p. 1033-1057
artikel
35 Decompounding random sums: a nonparametric approach Bøgsted, Martin
2008
5 p. 855-872
artikel
36 Density-ratio matching under the Bregman divergence: a unified framework of density-ratio estimation Sugiyama, Masashi
2011
5 p. 1009-1044
artikel
37 Depth-based runs tests for bivariate central symmetry Dyckerhoff, Rainer
2014
5 p. 917-941
artikel
38 Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms Wang, Tiandong

5 p. 957-986
artikel
39 Dual connections in nonparametric classical information geometry Grasselli, M. R.
2008
5 p. 873-896
artikel
40 Efficient estimation of quasi-likelihood models using B-splines Lu, Minggen
2016
5 p. 1099-1127
artikel
41 Empirical likelihood bivariate nonparametric maximum likelihood estimator with right censored data Ren, Jian-Jian
2013
5 p. 913-930
artikel
42 Erratum to: A doubly sparse approach for group variable selection Kwon, Sunghoon
2017
5 p. 1027
artikel
43 Erratum to: A modified two-factor multivariate analysis of variance: asymptotics and small sample approximations Harrar, Solomon W.
2012
5 p. 1087
artikel
44 Estimation in threshold autoregressive models with correlated innovations Chigansky, P.
2013
5 p. 959-992
artikel
45 Estimation of copula-based models for lifetime medical costs Zhao, Xiao Bing
2014
5 p. 897-915
artikel
46 Estimation of the tail exponent of multivariate regular variation Kim, Moosup
2016
5 p. 945-968
artikel
47 Estimation of two ordered normal means under modified Pitman nearness criterion Chang, Yuan-Tsung
2014
5 p. 863-883
artikel
48 Extending circular distributions through transformation of argument Abe, Toshihiro
2013
5 p. 833-858
artikel
49 Extensions of saddlepoint-based bootstrap inference Paige, Robert L.
2013
5 p. 961-981
artikel
50 Full likelihood inferences in the Cox model: an empirical likelihood approach Ren, Jian-Jian
2010
5 p. 1005-1018
artikel
51 Generalized inverse-Gaussian frailty models with application to TARGET neuroblastoma data Piancastelli, Luiza S. C.

5 p. 979-1010
artikel
52 General rank-based estimation for regression single index models Bindele, Huybrechts F.
2017
5 p. 1115-1146
artikel
53 Hybrid schemes for exact conditional inference in discrete exponential families Kahle, David
2017
5 p. 983-1011
artikel
54 Identifying shifts between two regression curves Dette, Holger

5 p. 855-889
artikel
55 Jackknife empirical likelihood for linear transformation models with right censoring Yang, Hanfang
2015
5 p. 1095-1109
artikel
56 Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator Chen, Xiaolin
2018
5 p. 1007-1031
artikel
57 Kernel regression with Weibull-type tails Wet, Tertius de
2015
5 p. 1135-1162
artikel
58 Least absolute deviation estimation for AR(1) processes with roots close to unity Ma, Nannan

5 p. 799-832
artikel
59 Local linear hazard rate estimation and bandwidth selection Bagkavos, Dimitrios
2010
5 p. 1019-1046
artikel
60 Local linear regression for functional data Berlinet, A.
2010
5 p. 1047-1075
artikel
61 Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors Choi, Jungjun
2018
5 p. 1121-1142
artikel
62 Mellin–Meijer kernel density estimation on R+ Geenens, Gery

5 p. 953-977
artikel
63 Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions Ma, Chunsheng
2013
5 p. 941-958
artikel
64 Mixture of shifted binomial distributions for rating data Li, Shaoting

5 p. 833-853
artikel
65 Model selection for the robust efficient signal processing observed with small Lévy noise Beltaief, Slim

5 p. 1205-1235
artikel
66 Modified residual CUSUM test for location-scale time series models with heteroscedasticity Oh, Haejune
2018
5 p. 1059-1091
artikel
67 Moment convergence of regularized least-squares estimator for linear regression model Shimizu, Yusuke
2016
5 p. 1141-1154
artikel
68 Multi-round smoothed composite quantile regression for distributed data Di, Fengrui

5 p. 869-893
artikel
69 Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data Munk, Axel
2009
5 p. 939-959
artikel
70 Nonparametric analysis of doubly truncated data Shen, Pao-sheng
2008
5 p. 835-853
artikel
71 Nonparametric inference in multiplicative intensity model by discrete time observation Nishiyama, Yoichi
2008
5 p. 823-833
artikel
72 Nonparametric multiple regression by projection on non-compactly supported bases Dussap, Florian

5 p. 731-771
artikel
73 Nonparametric tests for multistate processes with clustered data Bakoyannis, Giorgos

5 p. 837-867
artikel
74 On a class of circulas: copulas for circular distributions Jones, M. C.
2014
5 p. 843-862
artikel
75 On consistency and optimality of Bayesian variable selection based on $$g$$g-prior in normal linear regression models Mukhopadhyay, Minerva
2014
5 p. 963-997
artikel
76 On constrained and regularized high-dimensional regression Shen, Xiaotong
2013
5 p. 807-832
artikel
77 On coupon collector’s and Dixie cup problems under fixed and random sample size sampling schemes Fu, James C.
2016
5 p. 1129-1139
artikel
78 One-armed bandit process with a covariate Liang, You
2013
5 p. 993-1006
artikel
79 On estimating distribution functions using Bernstein polynomials Leblanc, Alexandre
2011
5 p. 919-943
artikel
80 On estimation and inference in a partially linear hazard model with varying coefficients Ma, Yunbei
2013
5 p. 931-960
artikel
81 On Hodges’ superefficiency and merits of oracle property in model selection Wu, Xianyi
2018
5 p. 1093-1119
artikel
82 On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models Lemonte, Artur J.
2014
5 p. 885-895
artikel
83 On monotonicity of expected values of some run-related distributions Aki, Sigeo
2015
5 p. 1055-1072
artikel
84 On the convergence rate of the unscented transformation Ahn, Kwang Woo
2013
5 p. 889-912
artikel
85 On the indirect elicitability of the mode and modal interval Dearborn, Krisztina

5 p. 1095-1108
artikel
86 On the strong universal consistency of local averaging regression estimates Hansmann, Matthias
2018
5 p. 1233-1263
artikel
87 Optimal and efficient designs for Gompertz regression models Li, Gang
2011
5 p. 945-957
artikel
88 Optimal design for smoothing splines Dette, Holger
2009
5 p. 981-1003
artikel
89 Outcome regression-based estimation of conditional average treatment effect Li, Lu

5 p. 987-1041
artikel
90 Partially varying coefficient single-index additive hazard models Wang, Xuan
2014
5 p. 817-841
artikel
91 Poisson source localization on the plane: cusp case Chernoyarov, O. V.

5 p. 1137-1157
artikel
92 Prediction in Ewens–Pitman sampling formula and random samples from number partitions Sibuya, Masaaki
2013
5 p. 833-864
artikel
93 Proportional odds frailty model and stochastic comparisons Gupta, Ramesh C.
2013
5 p. 897-912
artikel
94 Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem Mukhopadhyay, Nitis
2017
5 p. 1049-1075
artikel
95 Quantile estimations via modified Cholesky decomposition for longitudinal single-index models Lv, Jing
2018
5 p. 1163-1199
artikel
96 Quantile residual lifetime with right-censored and length-biased data Liu, Peng
2014
5 p. 999-1028
artikel
97 Regularized bridge-type estimation with multiple penalties De Gregorio, Alessandro

5 p. 921-951
artikel
98 Robust density power divergence estimates for panel data models Mandal, Abhijit

5 p. 773-798
artikel
99 Robust estimation of generalized partially linear model for longitudinal data with dropouts Qin, Guoyou
2015
5 p. 977-1000
artikel
100 Robust statistical inference based on the C-divergence family Maji, Avijit
2018
5 p. 1289-1322
artikel
101 Root $$n$$n estimates of vectors of integrated density partial derivative functionals Wu, Tiee-Jian
2013
5 p. 865-895
artikel
102 Semiparametric estimation in regression with missing covariates using single-index models Sun, Zhuoer
2018
5 p. 1201-1232
artikel
103 Semiparametric inference for an accelerated failure time model with dependent truncation Emura, Takeshi
2015
5 p. 1073-1094
artikel
104 Smoothed jackknife empirical likelihood for the difference of two quantiles Yang, Hanfang
2016
5 p. 1059-1073
artikel
105 Smoothed nonparametric tests and approximations of p-values Maesono, Yoshihiko
2017
5 p. 969-982
artikel
106 Some information inequalities for statistical inference Harsha, K. V.

5 p. 1237-1256
artikel
107 Some problems in nonparametric inference for the stress release process related to the local time Fujii, Takayuki
2011
5 p. 991-1007
artikel
108 Spline-based semiparametric estimation of a zero-inflated Poisson regression single-index model Lu, Minggen
2015
5 p. 1111-1134
artikel
109 Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model Dryden, Ian L.
2008
5 p. 967-994
artikel
110 Statistical inference with empty strata in judgment post stratified samples Ozturk, Omer
2016
5 p. 1029-1057
artikel
111 Testing for a constant coefficient of variation in nonparametric regression by empirical processes Dette, Holger
2011
5 p. 1045-1070
artikel
112 Testing for normality in any dimension based on a partial differential equation involving the moment generating function Henze, Norbert

5 p. 1109-1136
artikel
113 Testing for uniform stochastic ordering via empirical likelihood El Barmi, Hammou
2015
5 p. 955-976
artikel
114 Testing the constancy of Spearman’s rho in multivariate time series Kojadinovic, Ivan
2015
5 p. 929-954
artikel
115 The Berry–Esseen bounds of the weighted estimator in a nonparametric regression model Wang, Xuejun
2018
5 p. 1143-1162
artikel
116 The generality of the zero-one laws Takemura, Akimichi
2009
5 p. 873-885
artikel
117 The limit distribution of weighted $$L^2$$L2-goodness-of-fit statistics under fixed alternatives, with applications Baringhaus, L.
2016
5 p. 969-995
artikel
118 Uniform asymptotics for S- and MM-regression estimators Omelka, Marek
2008
5 p. 897-927
artikel
119 Wavelet estimation of the dimensionality of curve time series Fonseca, Rodney V.

5 p. 1175-1204
artikel
120 Wavelet variance analysis for gappy time series Mondal, Debashis
2008
5 p. 943-966
artikel
121 Weighted least-squares estimators of parametric functions of the regression coefficients under a general linear model Tian, Yongge
2008
5 p. 929-941
artikel
                             121 gevonden resultaten
 
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