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20 results found

no	title	author	magazine	year	volume	issue	page(s)	type
1	Adjusted maximum likelihood method for multivariate Fay–Herriot model	Angkunsit, Annop			219	C	p. 231-249	article
2	A likelihood-ratio type test for stochastic block models with bounded degrees	Yuan, Mingao			219	C	p. 98-119	article
3	A monotone frequentist measure of evidence for testing variance components in linear mixed models	Patriota, Alexandre Galvão			219	C	p. 43-62	article
4	An adaptive group LASSO approach for domain selection in functional generalized linear models	Sun, Yifan			219	C	p. 13-32	article
5	A note on estimation of α -stable CARMA processes sampled at low frequencies	Fasen-Hartmann, Vicky			219	C	p. 250-265	article
6	A systematic construction of compromise designs under baseline parameterization	Li, Wenlong			219	C	p. 33-42	article
7	Bayesian nonparametric tests for multivariate locations	Bhattacharya, Indrabati			219	C	p. 1-12	article
8	Editorial Board				219	C	p. ii	article
9	Flexible binomial AR(1) processes using copulas	Zhang, Rui			219	C	p. 306-332	article
10	Goodness-of-fit tests for Markov Switching VAR models using spectral analysis	Cavicchioli, Maddalena			219	C	p. 189-203	article
11	Graph signal denoising using t -shrinkage priors	Banerjee, Sayantan			219	C	p. 279-305	article
12	Optimal designs for mean–covariance models with missing observations	Yi, Si-Yu			219	C	p. 85-97	article
13	Optimal rerandomization designs via a criterion that provides insurance against failed experiments	Kapelner, Adam			219	C	p. 63-84	article
14	Posterior contraction in group sparse logit models for categorical responses	Jeong, Seonghyun			219	C	p. 266-278	article
15	Saturated and supersaturated order-of-addition designs	Wang, Chunyan			219	C	p. 204-215	article
16	Temporal aggregation and systematic sampling for INGARCH processes	Su, Bing			219	C	p. 120-133	article
17	Testing hypotheses about covariance matrices in general MANOVA designs	Sattler, Paavo			219	C	p. 134-146	article
18	Unified statistical inference for a nonlinear dynamic functional/longitudinal data model	Liu, Shu			219	C	p. 175-188	article
19	Weighted empirical minimum distance estimators in linear errors-in-variables regression models	Geng, Pei			219	C	p. 147-174	article
20	Whittle parameter estimation for vector ARMA models with heavy-tailed noises	She, Rui			219	C	p. 216-230	article

20 results found

Koninklijke Bibliotheek - National Library of the Netherlands