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                             54 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A blockwise network autoregressive model with application for fraud detection Xiao, Bofei

6 p. 1043-1065
artikel
2 A class of asymptotically normal degenerate quasi U-statistics Pinheiro, Aluísio
2010
6 p. 1165-1182
artikel
3 A goodness-of-fit test on the number of biclusters in a relational data matrix Watanabe, Chihiro

6 p. 979-1009
artikel
4 Analysis of rounded data from dependent sequences Zhang, Baoxue
2009
6 p. 1143-1173
artikel
5 An optimal approach for hypothesis testing in the presence of incomplete data Vexler, Albert
2010
6 p. 1141-1163
artikel
6 An optimal test for the additive model with discrete or categorical predictors Mandal, Abhijit

6 p. 1397-1417
artikel
7 A sequential feature selection procedure for high-dimensional Cox proportional hazards model Yu, Ke

6 p. 1109-1142
artikel
8 Asymptotic equivalence for nonparametric regression with dependent errors: Gauss–Markov processes Dette, Holger

6 p. 1163-1196
artikel
9 A universal approach to estimate the conditional variance in semimartingale limit theorems Vetter, Mathias

6 p. 1089-1125
artikel
10 Comparing the marginal densities of two strictly stationary linear processes Doukhan, Paul

6 p. 1419-1447
artikel
11 Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation Tsukurimichi, Toshiaki

6 p. 1197-1228
artikel
12 Converting information into probability measures with the Kullback–Leibler divergence Bissiri, Pier Giovanni
2012
6 p. 1139-1160
artikel
13 Distribution-free testing in linear and parametric regression Khmaladze, Estate V.

6 p. 1063-1087
artikel
14 Efficiency of profile likelihood in semi-parametric models Hirose, Yuichi
2010
6 p. 1247-1275
artikel
15 Efficient likelihood-based inference for the generalized Pareto distribution Nagatsuka, Hideki

6 p. 1153-1185
artikel
16 Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters Ohishi, Mineaki

6 p. 1501-1516
artikel
17 Estimation of complier causal treatment effects with informatively interval-censored failure time data Ma, Yuqing

6 p. 1039-1062
artikel
18 Estimation of the intensity of non-homogeneous point processes via wavelets Miranda, José Carlos Simon de
2010
6 p. 1221-1246
artikel
19 Exact goodness-of-fit tests for censored data Grané, Aurea
2012
6 p. 1187-1203
artikel
20 Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction Yuan, Baichuan

6 p. 1127-1152
artikel
21 Flexible bivariate Poisson integer-valued GARCH model Cui, Yan

6 p. 1449-1477
artikel
22 Gene–environment interaction analysis under the Cox model Fang, Kuangnan

6 p. 931-948
artikel
23 General model selection estimation of a periodic regression with a Gaussian noise Konev, Victor
2008
6 p. 1083-1111
artikel
24 Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein’s method Ebner, Bruno

6 p. 1011-1038
artikel
25 Improper versus finitely additive distributions as limits of countably additive probabilities Druilhet, Pierre

6 p. 1187-1202
artikel
26 Inference of random effects for linear mixed-effects models with a fixed number of clusters Chang, Chih-Hao

6 p. 1143-1161
artikel
27 Integral transform methods in goodness-of-fit testing, II: the Wishart distributions Hadjicosta, Elena

6 p. 1317-1370
artikel
28 Loss of information of a statistic for a family of non-regular distributions, II: more general case Akahira, Masafumi
2011
6 p. 1121-1138
artikel
29 Maximum likelihood estimation in a partially observed stratified regression model with censored data Detais, Amélie
2010
6 p. 1183-1206
artikel
30 Nonlinear Poisson autoregression Fokianos, Konstantinos
2012
6 p. 1205-1225
artikel
31 Nonparametric estimation of conditional medians for linear and related processes Honda, Toshio
2008
6 p. 995-1021
artikel
32 Nonparametric estimators of the survival function with twice censored data Shen, Pao-sheng
2010
6 p. 1207-1219
artikel
33 Nonparametric regression with warped wavelets and strong mixing processes Gómez, Luz M.

6 p. 1203-1228
artikel
34 On comparing competing risks using the ratio of their cumulative incidence functions El Barmi, Hammou

6 p. 1067-1083
artikel
35 On the meaning of mean shape: manifold stability, locus and the two sample test Huckemann, Stephan F.
2012
6 p. 1227-1259
artikel
36 On the rate of convergence of image classifiers based on convolutional neural networks Kohler, Michael

6 p. 1085-1108
artikel
37 Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic Kresin, Conor

6 p. 887-909
artikel
38 Predicting a cyclic Poisson process Helmers, Roelof
2012
6 p. 1261-1279
artikel
39 Resampling-based information criteria for best-subset regression Reiss, Philip T.
2012
6 p. 1161-1186
artikel
40 Robust estimation for general integer-valued time series models Kim, Byungsoo

6 p. 1371-1396
artikel
41 Robust variable selection with exponential squared loss for partially linear spatial autoregressive models Wang, Xiuli

6 p. 949-977
artikel
42 Semi-parametric efficiency bounds for regression models under response-selective sampling: the profile likelihood approach Lee, Alan
2008
6 p. 1023-1052
artikel
43 Semi-parametric transformation boundary regression models Neumeyer, Natalie

6 p. 1287-1315
artikel
44 Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form Cribari-Neto, Francisco
2008
6 p. 1053-1082
artikel
45 Simultaneous confidence bands for nonparametric regression with missing covariate data Cai, Li

6 p. 1249-1279
artikel
46 Smooth distribution function estimation for lifetime distributions using Szasz–Mirakyan operators Hanebeck, Ariane

6 p. 1229-1247
artikel
47 Statistical inference using regularized M-estimation in the reproducing kernel Hilbert space for handling missing data Wang, Hengfang

6 p. 911-929
artikel
48 Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise Brockwell, Peter
2012
6 p. 1089-1119
artikel
49 Testing separability in marked multidimensional point processes with covariates Chang, Chien-Hsun
2010
6 p. 1103-1122
artikel
50 The best EBLUP in the Fay–Herriot model Jiang, Jiming
2010
6 p. 1123-1140
artikel
51 The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations Benelmadani, D.

6 p. 1479-1500
artikel
52 Tilted Edgeworth expansions for asymptotically normal vectors Withers, Christopher S.
2008
6 p. 1113-1142
artikel
53 Uniform in bandwidth exact rates for a class of kernel estimators Varron, Davit
2010
6 p. 1077-1102
artikel
54 Variable selection in a class of single-index models Zhu, Li-Ping
2010
6 p. 1277-1293
artikel
                             54 gevonden resultaten
 
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