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                             84 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A characterization of maximin tests for two composite hypotheses Gushchin, A.
 2015
 2 p. 110-121
 artikel
2 A comprehensive result on stochastic comparison for parallel systems in terms of hazard rate order Wang, J.
 2015
 2 p. 156-161
 artikel
3 Adaptation on the space of finite signed measures Giné, E.
2 p. 113-122
 artikel
4 Adaptation on the space of finite signed measures Giné, E.
 2008
 2 p. 113-122
 artikel
5 Adaptive density deconvolution with dependent inputs Comte, F.
 2008
 2 p. 87-112
 artikel
6 Adaptive density deconvolution with dependent inputs Comte, F.
2 artikel
7 Adaptive estimation of marginal random-effects densities in linear mixed-effects models Mabon, G.
 2015
 2 p. 81-109
 artikel
8 Adaptive Minimax Testing for Circular Convolution Schluttenhofer, Sandra
2 p. 106-133
 artikel
9 Adaptive test on components of densities mixture Autin, F.
 2012
 2 p. 93-108
 artikel
10 A Discrete Analogue of Terrell’s Characterization of Rectangular Distributions Papadatos, Nickos
2 p. 122-132
 artikel
11 A Multiple Hypothesis Testing Approach to Detection Changes in Distribution Golubev, G.
 2019
 2 p. 155-167
 artikel
12 A new approach to Sheppard’s corrections Nardo, E. Di
 2010
 2 p. 151-162
 artikel
13 Approximations for a multivariate hybrid process with applications to change-point detection Burke, M. D.
 2010
 2 p. 121-135
 artikel
14 A renewal approach to Markovian U-statistics Bertail, P.
 2011
 2 p. 79-105
 artikel
15 A stochastic approximation algorithm with multiplicative step size modification Plakhov, A.
 2009
 2 p. 185-200
 artikel
16 A strong large deviation theorem Joutard, C.
 2013
 2 p. 155-164
 artikel
17 Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data Balan, R. M.
 2010
 2 p. 93-120
 artikel
18 Asymptotic expansions of the Robbins-Monro process Dippon, J.
 2008
 2 p. 138-145
 artikel
19 Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise Brouste, A.
 2014
 2 p. 103-115
 artikel
20 Asymptotic Theory for Longitudinal Data with Missing Responses Adjusted by Inverse Probability Weights Balan, R. M.
 2019
 2 p. 83-103
 artikel
21 A Test of Correlation in the Random Coefficients of an Autoregressive Process Proïa, F.
 2018
 2 p. 119-144
 artikel
22 A test of independence in some copula models Bouzebda, S.
 2008
 2 p. 123-137
 artikel
23 A test of independence in some copula models Bouzebda, S.
2 artikel
24 A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models Kubokawa, T.
 2017
 2 p. 134-148
 artikel
25 Baxter’s inequality for triangular arrays Meyer, M.
 2015
 2 p. 135-146
 artikel
26 Bounds on the Expectations of -Statistics Based on iid Life Distributions Rychlik, Tomasz
2 p. 43-56
 artikel
27 Bridge estimators and the adaptive lasso under heteroscedasticity Wagener, J.
 2012
 2 p. 109-126
 artikel
28 Concentration curve for truncated and censored data Tze, S. M.
 2014
 2 p. 151-157
 artikel
29 Consistent estimation of a convex density at the origin Balabdaoui, F.
2 p. 77-95
 artikel
30 Consistent estimation of a convex density at the origin Balabdaoui, F.
 2007
 2 p. 77-95
 artikel
31 Correction to: “Preliminary test estimators in intraclass correlation model under unequal family sizes” Menéndez, M. L.
 2010
 2 p. 187
 artikel
32 Distributions Derived from the Continuous Iteration of the Hyperbolic Sine Function Dijoux, Yann
2 p. 103-121
 artikel
33 Efficient on-line estimation of autoregressive parameters Sharia, T.
 2010
 2 p. 163-186
 artikel
34 Estimating the Index of Increase via Balancing Deterministic and Random Data Chen, L.
 2018
 2 p. 83-102
 artikel
35 Estimation and strict stationarity testing of ARCH processes based on weighted least squares Aknouche, A.
 2014
 2 p. 81-102
 artikel
36 Estimation of ordered scale parameters of two exponential distributions with a common guarantee time Jana, N.
 2015
 2 p. 122-134
 artikel
37 Estimation of the expected discounted penalty function for Lévy insurance risks Shimizu, Y.
 2011
 2 p. 125-149
 artikel
38 Expectation identities of lower generalized order statistics from generalized exponential distribution and a characterization Khan, R. U.
 2011
 2 p. 150-157
 artikel
39 Improved Estimators of Tail Index and Extreme Quantiles under Dependence Serials Barry, Mamadou Aliou
2 p. 133-153
 artikel
40 Jensen’s Inequality Connected with a Double Random Good Angelini, Pierpaolo
2 p. 74-90
 artikel
41 Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing Dette, H.
 2009
 2 p. 97-116
 artikel
42 Large and moderate deviations principles for kernel estimators of the multivariate regression Mokkadem, A.
2 p. 146-172
 artikel
43 Large and moderate deviations principles for kernel estimators of the multivariate regression Mokkadem, A.
 2008
 2 p. 146-172
 artikel
44 L1-estimation for the location parameters in stochastic volatility models Wang, L.
 2011
 2 p. 165-170
 artikel
45 Linear ordinal quasi-symmetry model and decomposition of symmetry for multi-way tables Tahata, K.
 2011
 2 p. 158-164
 artikel
46 L1-Quantization and clustering in Banach spaces Laloë, T.
 2010
 2 p. 136-150
 artikel
47 Methods of constructing characterizations by constancy of regression on the sample mean and related problems for NEF’s Bar-Lev, S. K.
2 p. 96-109
 artikel
48 Methods of constructing characterizations by constancy of regression on the sample mean and related problems for NEF’s Bar-Lev, S. K.
 2007
 2 p. 96-109
 artikel
49 Moment convergence in regularized estimation under multiple and mixed-rates asymptotics Masuda, H.
 2017
 2 p. 81-110
 artikel
50 One-dimensional p-p plots and precedence tests for point processes on ℝd Jordan, A.
 2009
 2 p. 134-158
 artikel
51 On estimation of analytic density functions in Lp Stepanova, N.
 2013
 2 p. 114-136
 artikel
52 On likelihood ratio ordering of parallel systems with exponential components Wang, J.
 2016
 2 p. 145-150
 artikel
53 On nonlinear TAR processes and threshold estimation Chigansky, P.
 2012
 2 p. 142-152
 artikel
54 On Predictive Density Estimation under α-Divergence Loss L’Moudden, A.
 2019
 2 p. 127-143
 artikel
55 On score-functions and goodness-of-fit tests for stochastic processes Kutoyants, Yu. A.
 2016
 2 p. 99-120
 artikel
56 On testing sphericity and identity of a covariance matrix with large dimensions Ahmad, M. R.
 2016
 2 p. 121-132
 artikel
57 On the Asymptotic Power of Tests of Fit under Local Alternatives in Autoregression Boldin, M. V.
 2019
 2 p. 144-154
 artikel
58 On the Edgeworth expansion and the M out of N bootstrap accuracy for a Studentized trimmed mean Gribkova, N. V.
 2007
 2 p. 142-176
 artikel
59 On unlinking of continuous statistics of normal sample Zinger, A. A.
 2017
 2 p. 154-158
 artikel
60 Operator-based intensity functions for the nonhomogeneous Poisson process Bar-Lev, S. K.
 2016
 2 p. 79-98
 artikel
61 Optimal Rates for Nonparametric F-Score Binary Classification via Post-Processing Chzhen, Evgenii
2 p. 87-105
 artikel
62 Path-dependent estimation of a distribution under generalized censoring Carabarin-Aguirre, A.
 2012
 2 p. 69-92
 artikel
63 Piecewise linear density estimation for sampled data Lejeune, F. -X.
 2011
 2 p. 106-124
 artikel
64 Pointwise adaptive estimation of a multivariate function Klutchnikoff, N.
 2014
 2 p. 132-150
 artikel
65 Ratio of Generalized Hill’s estimator and its asymptotic normality theory Diop, A.
 2009
 2 p. 117-133
 artikel
66 Representations by uncorrelated random variables Móri, T. F.
 2017
 2 p. 149-153
 artikel
67 Risk-optimal estimators for survey procedures with certain indirect questions Groenitz, H.
 2016
 2 p. 133-144
 artikel
68 Sharp deviation bounds for quadratic forms Spokoiny, V.
 2013
 2 p. 100-113
 artikel
69 Shift permutation invariance in linear random factor models Nahtman, T.
 2008
 2 p. 173-185
 artikel
70 Spectral cut-off regularizations for ill-posed linear models Chernousova, E.
 2014
 2 p. 116-131
 artikel
71 Statistical Estimation of Parameters for Binary Conditionally Nonlinear Autoregressive Time Series Kharin, Yu. S.
 2018
 2 p. 103-118
 artikel
72 Test for uniformity by empirical Fourier expansion Djeddour, Kh.
2 p. 124-141
 artikel
73 Test for uniformity by empirical Fourier expansion Djeddour, Kh.
 2007
 2 p. 124-141
 artikel
74 Testing strict monotonicity in nonparametric regression Birke, M.
2 p. 110-123
 artikel
75 Testing strict monotonicity in nonparametric regression Birke, M.
 2007
 2 p. 110-123
 artikel
76 The adaptive lasso in high-dimensional sparse heteroscedastic models Wagener, J.
 2013
 2 p. 137-154
 artikel
77 The cumulative quantile regression function with censored and truncated response Tse, S. M.
 2015
 2 p. 147-155
 artikel
78 The Deficiency Introduced by Resampling Wiklund, T.
 2018
 2 p. 145-161
 artikel
79 The Empirical Process of Residuals from an Inverse Regression Kutta, T.
 2019
 2 p. 104-126
 artikel
80 The Mann–Whitney U-statistic for α-dependent sequences Dedecker, J.
 2017
 2 p. 111-133
 artikel
81 The quantile process under random censoring Wagener, J.
 2012
 2 p. 127-141
 artikel
82 Uniform limit laws of the logarithm for nonparametric estimators of the regression function in presence of censored data Maillot, B.
 2009
 2 p. 159-184
 artikel
83 Upper functions for positive random functionals. II. Application to the empirical processes theory, part 1 Lepski, O.
 2013
 2 p. 83-99
 artikel
84 Varentropy of Past Lifetimes Buono, Francesco
2 p. 57-73
 artikel
                             84 gevonden resultaten
 
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