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                             85 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A bivariate integer-valued bilinear autoregressive model with random coefficients Popović, Predrag M.

5 p. 1819-1840
artikel
2 A comprehensive error rate for multiple testing Meskaldji, Djalel-Eddine

5 p. 1859-1874
artikel
3 Adaptive group Lasso for high-dimensional generalized linear models Wang, Mingqiu
2017
5 p. 1469-1486
artikel
4 A general framework for spatial GARCH models Otto, Philipp

5 p. 1721-1747
artikel
5 A goodness-of-fit test for copulas based on the collision test Chen, Yiran

5 p. 1369-1385
artikel
6 An alternative look at the linear regression model Baksalary, Oskar Maria

5 p. 1499-1509
artikel
7 A new foldover strategy and optimal foldover plans for three-level design Ou, Zujun

5 p. 2433-2451
artikel
8 A note on quantile feature screening via distance correlation Chen, Xiaolin
2017
5 p. 1741-1762
artikel
9 A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates Yang, Hu

5 p. 1911-1937
artikel
10 A self-normalization break test for correlation matrix Choi, Ji-Eun

5 p. 2333-2353
artikel
11 Assessing the effectiveness of indirect questioning techniques by detecting liars Perri, Pier Francesco

5 p. 1483-1506
artikel
12 Bayesian inference of multivariate-GARCH-BEKK models Livingston, G. C.

5 p. 1749-1774
artikel
13 Bayesian Local Influence for Spatial Autoregressive Models with Heteroscedasticity Dai, Xiaowen
2017
5 p. 1423-1446
artikel
14 Bayesian prediction of spatial data with non-ignorable missingness Zahmatkesh, Samira

5 p. 2247-2268
artikel
15 Birnbaum–Saunders autoregressive conditional duration models applied to high-frequency financial data Saulo, Helton
2017
5 p. 1605-1629
artikel
16 Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation Hron, Karel

5 p. 1629-1667
artikel
17 Bootstrap Methods for Judgment Post Stratification Alirezaei Dizicheh, Mozhgan

5 p. 2453-2471
artikel
18 Circuits for robust designs Fontana, Roberto

5 p. 1537-1560
artikel
19 Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals Watagoda, Lasanthi C. R. Pelawa

5 p. 2407-2431
artikel
20 Computing waiting time probabilities related to (k1,k2,…,kl) pattern Chadjiconstantinidis, Stathis

5 p. 1373-1390
artikel
21 Conditional properties of a random sample given an order statistic Ahmadi, Jafar

5 p. 1971-1996
artikel
22 Construction of supersaturated split-plot designs Chatterjee, K.

5 p. 2203-2219
artikel
23 Correction to: Erroneous Pagination in Volume 60, Issue 2 and Issue 3 2019
5 p. 1799-1802
artikel
24 Degrees of freedom for regularized regression with Huber loss and linear constraints Liu, Yongxin

5 p. 2383-2405
artikel
25 Detecting a structural change in functional time series using local Wilcoxon statistic Kosiorowski, Daniel
2017
5 p. 1677-1698
artikel
26 Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances Barbiero, Alessandro

5 p. 1669-1697
artikel
27 Divergence-based tests for the bivariate gamma distribution applied to polarimetric synthetic aperture radar Nascimento, Abraão

5 p. 1439-1463
artikel
28 Estimation within the new integrated system of household surveys in Germany Kamgar, Saeideh

5 p. 2091-2117
artikel
29 Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models Akdeniz, Fikri
2017
5 p. 1717-1739
artikel
30 Information criteria bias correction for group selection Marquis, Bastien

5 p. 1387-1414
artikel
31 Investigating the two parameter analysis of Lipovetsky for simultaneous systems Toker, Selma

5 p. 2059-2089
artikel
32 Kernel classification with missing data and the choice of smoothing parameters Demirdjian, Levon
2017
5 p. 1487-1513
artikel
33 Local influence diagnostics with forward search in regression analysis Aoki, Reiko

5 p. 1477-1497
artikel
34 Maximum likelihood estimators of the parameters of the log-logistic distribution He, Xiaofang

5 p. 1875-1892
artikel
35 Mehryar Mohri, Afshin Rostamizadeh, and Ameet Talwalkar: Foundations of machine learning, second edition Chen, Li-Pang
2019
5 p. 1793-1795
artikel
36 Mixtures of factor analyzers with covariates for modeling multiply censored dependent variables Wang, Wan-Lun

5 p. 2119-2145
artikel
37 Mónica Bécue-Bertaut (2019): Textual Data Science with R Rieger, Jonas
2019
5 p. 1797-1798
artikel
38 Multiplicative regression models with distortion measurement errors Zhang, Jun

5 p. 2031-2057
artikel
39 New fat-tail normality test based on conditional second moments with applications to finance Jelito, Damian

5 p. 2083-2108
artikel
40 Non-asymptotic analysis and inference for an outlyingness induced winsorized mean Zuo, Yijun

5 p. 1465-1481
artikel
41 Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India Herwartz, Helmut

5 p. 2175-2201
artikel
42 On nonparametric tests of multivariate meta-ellipticity Quessy, Jean-François

5 p. 2283-2310
artikel
43 On the maximal deviation of kernel regression estimators with NMAR response variables Mojirsheibani, Majid

5 p. 1677-1705
artikel
44 On zero-inflated permutation testing and some related problems Finos, Livio

5 p. 2157-2174
artikel
45 Optimal equivalence testing in exponential families Zhao, Renren

5 p. 1507-1525
artikel
46 Optimal foldover plans of asymmetric factorials with minimum wrap-around $$L_2$$L2-discrepancy Ou, Zujun
2017
5 p. 1699-1716
artikel
47 Optimal 2K paired comparison designs for third-order interactions Nyarko, Eric

5 p. 2067-2082
artikel
48 Optimal robust estimators for families of distributions on the integers Maronna, Ricardo A.

5 p. 2269-2281
artikel
49 Optimal subsampling for composite quantile regression in big data Yuan, Xiaohui

5 p. 1649-1676
artikel
50 Parametric estimation of hidden Markov models by least squares type estimation and deconvolution Chesneau, Christophe

5 p. 1615-1648
artikel
51 Point and Interval Estimation of Powers of Scale Parameters for Two Normal Populations with a Common Mean Jena, Pravash

5 p. 1775-1804
artikel
52 Poisson–Poisson item count techniques for surveys with sensitive discrete quantitative data Liu, Yin
2017
5 p. 1763-1791
artikel
53 Population empirical likelihood estimation in dual frame surveys del Mar Rueda, Maria

5 p. 2473-2490
artikel
54 Projection uniformity of nearly balanced designs Pan, Siyu

5 p. 1699-1720
artikel
55 Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure Zmyślony, Roman

5 p. 2109-2118
artikel
56 Replication study design: confidence intervals and commentary Kupper, Lawrence L.

5 p. 1577-1583
artikel
57 Restricted minimum volume confidence region for Pareto distribution Jiang, Fen

5 p. 2015-2029
artikel
58 Robust and efficient estimating equations for longitudinal data partial linear models and its applications Wang, Kangning

5 p. 2147-2168
artikel
59 Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data Wang, Kangning
2017
5 p. 1649-1676
artikel
60 Robust dimension reduction using sliced inverse median regression Christou, Eliana

5 p. 1799-1818
artikel
61 Robust estimation of single index models with responses missing at random Abebe, Ash

5 p. 2195-2225
artikel
62 Robust modified classical spherical tests in the presence of outliers Campos, Laíla Luana

5 p. 1561-1576
artikel
63 R-optimal designs for trigonometric regression models He, Lei

5 p. 1997-2013
artikel
64 Selection and integration of generalized instrumental variables for estimating total effects Shingaki, Ryusei

5 p. 2355-2381
artikel
65 Signature-based approach for stress-strength systems Pakdaman, Zohreh
2017
5 p. 1631-1647
artikel
66 Simultaneous prediction using target function based on principal components estimator with correlated errors Üstündağ Şiray, Gülesen

5 p. 1527-1628
artikel
67 Some results on two-level regular designs with multi block variables containing clear effects Zhao, Qianqian
2017
5 p. 1569-1582
artikel
68 Sparse directed acyclic graphs incorporating the covariates Guo, Xiao

5 p. 2119-2148
artikel
69 Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean Di Crescenzo, Antonio

5 p. 1391-1438
artikel
70 Statistical inference based on weighted divergence measures with simulations and applications Gkelsinis, Thomas

5 p. 1511-1536
artikel
71 Strong convergence properties for weighted sums of m-asymptotic negatively associated random variables and statistical applications Wu, Yi

5 p. 2169-2194
artikel
72 Structure identification for varying coefficient models with measurement errors based on kernel smoothing Wang, Mingqiu

5 p. 1841-1857
artikel
73 Testing skew-symmetry based on extreme ranked set sampling Hasanalipour, Parisa

5 p. 2311-2332
artikel
74 Testing symmetry around a subspace Hudecová, Šárka

5 p. 2491-2508
artikel
75 Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model Awale, Manik
2017
5 p. 1515-1539
artikel
76 The evaluation of bivariate normal probabilities for failure of parallel systems Dong, Yuge

5 p. 1585-1614
artikel
77 The non-null limiting distribution of the generalized Baumgartner statistic based on the Fourier series approximation Miyazaki, Ryo

5 p. 1893-1909
artikel
78 Towards an uniformly most powerful binomial test Wörz, Sascha

5 p. 2149-2156
artikel
79 Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol’ indices Lamboni, Matieyendou

5 p. 1939-1970
artikel
80 Unified smoothed jackknife empirical likelihood tests for comparing income inequality indices Wei, Yang

5 p. 1415-1475
artikel
81 Using SeDuMi to find various optimal designs for regression models Wong, Weng Kee
2017
5 p. 1583-1603
artikel
82 Variable dispersion beta regressions with parametric link functions Canterle, Diego Ramos
2017
5 p. 1541-1567
artikel
83 Variables acceptance reliability sampling plan based on degradation test Cha, Ji Hwan

5 p. 2227-2245
artikel
84 When and when not to use optimal model averaging Schomaker, Michael

5 p. 2221-2240
artikel
85 Working correlation structure selection in GEE analysis Pardo, María Carmen
2017
5 p. 1447-1467
artikel
                             85 gevonden resultaten
 
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