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                             65 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A Bayesian approach to the estimation of maps between Riemannian manifolds. II: Examples Butler, L. T.
2009
3 p. 207-230
artikel
2 A brief comment on exponentiality and reign lengths of emperors Haywood, J.
2016
3 p. 233-234
artikel
3 Adaptive estimation of linear functionals in functional linear models Johannes, J.
2012
3 p. 189-214
artikel
4 Adaptive minimax test of independence Yodé, A. F.
2011
3 p. 246-268
artikel
5 A general autoregressive model with Markov switching: Estimation and consistency Xie, Y.
2008
3 p. 228-240
artikel
6 A generalized skewness statistic for stationary ergodic martingale differences Kaehler, B. D.
2010
3 p. 267-282
artikel
7 A Minimax Approach to Errors-in-Variables Linear Models Golubev, Yu.
2018
3 p. 205-225
artikel
8 Application of a delta-method for random operators to testing equality of two covariance operators Gaines, G.
2011
3 p. 232-245
artikel
9 Asymptotic linear expansion of profile likelihood in the Cox mode Hirose, Y.
2011
3 p. 224-231
artikel
10 Asymptotic Properties of QML Estimation of Multivariate Periodic CCC − GARCH Models Bibi, A.
2018
3 p. 184-204
artikel
11 Asymptotic theory of multiple-set linear canonical analysis Nkiet, G. M.
2017
3 p. 196-211
artikel
12 Central Limit Theorems for Conditional Empirical and Conditional U-Processes of Stationary Mixing Sequences Bouzebda, S.
2019
3 p. 169-207
artikel
13 Classes of improved estimators for parameters of a Pareto distribution Patra, L. K.
2017
3 p. 226-235
artikel
14 Density Deconvolution with Small Berkson Errors Rimal, R.
2019
3 p. 208-227
artikel
15 Efficient estimation of the error distribution in a varying coefficient regression model Schick, A.
2017
3 p. 176-195
artikel
16 Empirical likelihood estimators for the error distribution in nonparametric regression models Kiwitt, S.
2008
3 p. 241-260
artikel
17 Estimating a density under pointwise constraints on the derivatives Müller, U.
2014
3 p. 201-209
artikel
18 Estimation error for blind Gaussian time series prediction Espinasse, T.
2011
3 p. 206-223
artikel
19 Explicit expressions and statistical inference of generalized rayleigh distribution based on lower record values Kumar, D.
2015
3 p. 225-241
artikel
20 Generalized mirror averaging and D-convex aggregation Lounici, K.
2007
3 p. 246-259
artikel
21 General regularization schemes for signal detection in inverse problems Marteau, C.
2014
3 p. 176-200
artikel
22 Histogram selection for possibly censored data Akakpo, N.
2010
3 p. 189-218
artikel
23 Image reconstruction in multi-channel model under Gaussian noise Holdai, V.
2008
3 p. 198-208
artikel
24 Information Generating Function of Record Values Zamani, Zohreh

3 p. 120-133
artikel
25 Information Generating Function of -Record Values and Its Applications Chacko, Manoj

3 p. 176-196
artikel
26 Kn-nearest neighbor estimators of entropy Mnatsakanov, R. M.
2008
3 p. 261-277
artikel
27 Limiting law results for a class of conditional mode estimates for functional stationary ergodic data Bouzebda, S.
2016
3 p. 168-195
artikel
28 Linear and convex aggregation of density estimators Rigollet, Ph.
2007
3 p. 260-280
artikel
29 Local Inference by Penalization Method for Biclustering Model Belitser, E.
2018
3 p. 163-183
artikel
30 Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment Falconnet, M.
2014
3 p. 159-175
artikel
31 Maxiset Point of View for Signal Detection in Inverse Problems Autin, F.
2019
3 p. 228-242
artikel
32 Minimax goodness-of-fit testing in multivariate nonparametric regression Ingster, Yu. I.
2009
3 p. 241-269
artikel
33 Minimax revisited. I Levit, B.
2010
3 p. 283-297
artikel
34 Minimum distance estimation in normed linear spaces with Donsker-classes Ferger, D.
2010
3 p. 246-266
artikel
35 Multivariate Doubly Truncated Moments for a Class of Multivariate Location-Scale Mixture of Elliptical Distributions Han, Xiangyu

3 p. 155-175
artikel
36 Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: Asymptotic results Bouzebda, S.
2015
3 p. 163-199
artikel
37 Nonparametric estimation for censored lifetimes suffering from unknown selection bias Guilloux, A.
2007
3 p. 202-216
artikel
38 Nonparametric estimation of the mixing density using polynomials Rebafka, T.
2015
3 p. 200-224
artikel
39 Nonparametric hypothesis testing for intensity of the poisson process Ingster, Yu. I.
2007
3 p. 217-245
artikel
40 Non-uniform bounds in local limit theorems in case of fractional moments. I Bobkov, S. G.
2011
3 p. 171-191
artikel
41 Numerical Solution of Stochastic Mixed Volterra–Fredholm Integral Equations Driven by Space-Time Brownian Motion via Two-Dimensional Triangular Functions Hosseini Shekarabi, F.

3 p. 197-208
artikel
42 On a multi-channel change-point problem Korostelev, A.
2008
3 p. 187-197
artikel
43 On a Time Dependent Divergence Measure between Two Residual Lifetime Distributions Mansourvar, Zahra

3 p. 135-148
artikel
44 On robustness of discrete time optimal filters Kleptsyna, M. L.
2016
3 p. 207-218
artikel
45 On Some Models of Ordered Random Variables and Characterizations of Distributions Tavangar, Mahdi

3 p. 149-158
artikel
46 On the correlation structure of exponential order statistics and some extensions Hung, Y. C.
2016
3 p. 196-206
artikel
47 On the cumulative quantile regression process Tse, S. M.
2009
3 p. 270-279
artikel
48 On the mean value parametrization of natural exponential families — a revisited review Bar-Lev, S. K.
2017
3 p. 159-175
artikel
49 On the strong approximation of bootstrapped empirical copula processes with applications Bouzebda, S.
2012
3 p. 153-188
artikel
50 Oracle convergence rate of posterior under projection prior and Bayesian model selection Babenko, A.
2010
3 p. 219-245
artikel
51 Parametric estimation with a class of M-estimators Chebana, F.
2009
3 p. 231-240
artikel
52 Regression of polynomial statistics on the sample mean and natural exponential families Bar-Lev, S. K.
2009
3 p. 201-206
artikel
53 Robbins–Monro Algorithm with -Mixing Random Errors El Moumen, AbdelKader

3 p. 105-119
artikel
54 Sharp Lower Bound for Regression with Measurement Errors and Its Implication for Ill-Posedness of Functional Regression Efromovich, Sam

3 p. 209-221
artikel
55 Some new multivariate tests of independence Bouzebda, S.
2011
3 p. 192-205
artikel
56 Statistical Inference in a Zero-Inflated Bell Regression Model Ali, Essoham

3 p. 91-104
artikel
57 Statistical specification of jumps under semiparametric semimartingale models Shimizu, Ya.
2008
3 p. 209-227
artikel
58 Strong approximation of multidimensional ℙ-ℙ plots processes by Gaussian processes with applications to statistical tests Bouzebda, S.
2014
3 p. 210-238
artikel
59 Testing for change in the mean via convergence in distribution of sup-functionals of weighted tied-down partial sums processes Martsynyuk, Yu. V.
2016
3 p. 219-232
artikel
60 The cumulative quantile regression function with censored and truncated covariate Tse, S. M.
2012
3 p. 238-249
artikel
61 The multivariate Révész’s online estimator of a regression function and its averaging Mokkadem, A.
2016
3 p. 151-167
artikel
62 Truncated Estimation of Ratio Statistics with Application to Heavy Tail Distributions Politis, D. N.
2018
3 p. 226-243
artikel
63 Two-sample Kolmogorov-Smirnov test using a Bayesian nonparametric approach Al-Labadi, L.
2017
3 p. 212-225
artikel
64 Two tests for multivariate normality based on the characteristic function Arcones, M. A.
2007
3 p. 177-201
artikel
65 Wavelets-based estimation of nonlinear canonical analysis Niang, M. A.
2012
3 p. 215-237
artikel
                             65 gevonden resultaten
 
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