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Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
5 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | Approximate maximum likelihood estimation for stochastic differential equations with random effects in the drift and the diffusion |
Delattre, Maud |
2018 |
81 | 8 |
p. 953-983 |
article |
|
| 2 | Assessing the robustness of estimators when fitting Poisson inverse Gaussian models |
Weems, Kimberly S. |
2018 |
81 | 8 |
p. 985-1004 |
article |
|
| 3 | A Stein-type shrinkage estimator of the covariance matrix for portfolio selections |
Sun, Ruili |
2018 |
81 | 8 |
p. 931-952 |
article |
|
| 4 | Efficiency comparison of the Wilcoxon tests in paired and independent survey samples |
Baringhaus, Ludwig |
2018 |
81 | 8 |
p. 891-930 |
article |
|
| 5 | On purely sequential estimation of an inverse Gaussian mean |
Bapat, Sudeep R. |
2018 |
81 | 8 |
p. 1005-1024 |
article |
5 results found