| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Analysis of a semiparametric mixture model for competing risks
|
Hernandez-Quintero, Angelica
|
|
2009
|
63 |
2 |
p. 305-329
|
artikel
|
| 2 |
Asymptotic properties of conditional quantile estimator for censored dependent observations
|
Liang, Han-Ying
|
|
2009
|
63 |
2 |
p. 267-289
|
artikel
|
| 3 |
Asymptotic properties of sample quantiles of discrete distributions
|
Ma, Yanyuan
|
|
2009
|
63 |
2 |
p. 227-243
|
artikel
|
| 4 |
Empirical likelihood method for linear transformation models
|
Yu, Wen
|
|
2009
|
63 |
2 |
p. 331-346
|
artikel
|
| 5 |
Estimation of additive quantile regression
|
Dette, Holger
|
|
2009
|
63 |
2 |
p. 245-265
|
artikel
|
| 6 |
Forms of four-word indicator functions with implications to two-level factorial designs
|
Balakrishnan, N.
|
|
2009
|
63 |
2 |
p. 375-386
|
artikel
|
| 7 |
Goodness of fit test for small diffusions by discrete time observations
|
Negri, Ilia
|
|
2009
|
63 |
2 |
p. 211-225
|
artikel
|
| 8 |
Mixtures of power series distributions: identifiability via uniqueness in problems of moments
|
Stoyanov, Jordan
|
|
2009
|
63 |
2 |
p. 291-303
|
artikel
|
| 9 |
On adaptive wavelet estimation of a quadratic functional from a deconvolution problem
|
Chesneau, Christophe
|
|
2009
|
63 |
2 |
p. 405-429
|
artikel
|
| 10 |
Prediction error criterion for selecting variables in a linear regression model
|
Fujikoshi, Yasunori
|
|
2009
|
63 |
2 |
p. 387-403
|
artikel
|
| 11 |
Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
|
Kojadinovic, Ivan
|
|
2009
|
63 |
2 |
p. 347-373
|
artikel
|
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