nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A central limit theorem for bootstrap sample sums from non-i.i.d. models
|
Rosalsky, Andrew |
|
2017 |
180 |
C |
p. 69-80 12 p. |
artikel |
2 |
Contents
|
|
|
2017 |
180 |
C |
p. iii- 1 p. |
artikel |
3 |
Editors
|
|
|
2017 |
180 |
C |
p. OBC- 1 p. |
artikel |
4 |
Editors (cont.)
|
|
|
2017 |
180 |
C |
p. IBC- 1 p. |
artikel |
5 |
Estimation of a time-dependent density
|
Bott, A.-K. |
|
2017 |
180 |
C |
p. 81-107 27 p. |
artikel |
6 |
Powerful nonparametric checks for quantile regression
|
Maistre, Samuel |
|
2017 |
180 |
C |
p. 13-29 17 p. |
artikel |
7 |
Regularized LRT for large scale covariance matrices: One sample problem
|
Choi, Young-Geun |
|
2017 |
180 |
C |
p. 108-123 16 p. |
artikel |
8 |
Robust reduced-rank modeling via rank regression
|
Zhao, Weihua |
|
2017 |
180 |
C |
p. 1-12 12 p. |
artikel |
9 |
Statistical inference for stochastic processes: Two-sample hypothesis tests
|
Ghiglietti, Andrea |
|
2017 |
180 |
C |
p. 49-68 20 p. |
artikel |
10 |
The value of information for correlated GLMs
|
Evangelou, Evangelos |
|
2017 |
180 |
C |
p. 30-48 19 p. |
artikel |