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                             63 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A Bayesian approach to the estimation of maps between Riemannian manifolds Butler, L. T.
2007
4 p. 281-297
artikel
2 Adaptive covariance estimation with model selection Biscay, R.
2012
4 p. 283-297
artikel
3 Adaptive estimation in the single-index model via oracle approach Lepski, O.
2013
4 p. 310-332
artikel
4 Another look at bootstrapping the student t-statistic Csörgő, M.
2014
4 p. 256-278
artikel
5 Applying the Solution for the First Multiplicity of Types Equation to Calculate Exact Approximations of the Probability Distributions of Statistical Values Melnikov, A. K.

4 p. 160-171
artikel
6 Asymptotic behavior of Bayes estimators for hidden Markov models with application to ion channels Gunst, M. C. M. de
2008
4 p. 342-356
artikel
7 Asymptotic Distribution of Least Squares Estimators for Linear Models with Dependent Errors: Regular Designs Caron, E.
2018
4 p. 268-293
artikel
8 Banks’ criterion and symmetric stable laws with index of stability between one-half and one Barnard, R. W.
2012
4 p. 251-282
artikel
9 Censored Gamma Regression with Uncertain Censoring Status Dupuy, Jean-François

4 p. 172-196
artikel
10 Conservative confidence ellipsoids for linear model parameters Rukhin, A. L.
2009
4 p. 375-396
artikel
11 Cramér type moderate deviations for trimmed L-statistics Gribkova, N.
2016
4 p. 313-322
artikel
12 Detection of slightly expressed changes in random environment Holdai, V.
2010
4 p. 365-373
artikel
13 Efficient simulation-based minimum distance estimation and indirect inference Nickl, R.
2010
4 p. 327-364
artikel
14 Estimating Sample Skewness from Sample Data Summaries and Associated Evaluation of Normality Balakrishnan, Narayanaswamy

4 p. 260-273
artikel
15 Estimation and detection of functions from weighted tensor product spaces Ingster, Yu. I.
2009
4 p. 310-340
artikel
16 Estimation and detection of high-variable functions from Sloan—Woźniakowski space Ingster, Yu.
2007
4 p. 318-353
artikel
17 Estimation of the density of regression errors by pointwise model selection Plancade, S.
2009
4 p. 341-374
artikel
18 Exponential bounds for intensity of jumps Blanke, D.
2014
4 p. 239-255
artikel
19 Extended GMANOVA model with a linearly structured covariance matrix Nzabanita, J.
2015
4 p. 280-291
artikel
20 Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring Brahimi, B.
2015
4 p. 266-279
artikel
21 Higher order accurate procedures to compare two normal populations Rukhin, A.
2015
4 p. 292-308
artikel
22 Kernel regression estimation for continuous spatial processes Dabo-Niang, S.
2007
4 p. 298-317
artikel
23 Laguerre deconvolution with unknown matrix operator Comte, F.
2017
4 p. 237-266
artikel
24 Large deviation results for the nonparametric regression function estimator on functional data Louani, D.
2012
4 p. 298-313
artikel
25 Minimax nonparametric testing in a problem related to the radon transform Ingster, Yu. I.
2011
4 p. 347-364
artikel
26 Minimax revisited. II Levit, B.
2010
4 p. 299-326
artikel
27 Minimax signal detection under weak noise assumptions Marteau, C.
2017
4 p. 282-298
artikel
28 Mode estimation for discrete distributions Dutta, S.
2010
4 p. 374-384
artikel
29 Models with a Kronecker product covariance structure: Estimation and testing Srivastava, M. S.
2008
4 p. 357-370
artikel
30 Monotone nonparametric regression with random design Durot, C.
2008
4 p. 327-341
artikel
31 Nonparametric estimation of the purity of a quantum state in quantum homodyne tomography with noisy data Méziani, K.
2007
4 p. 354-368
artikel
32 Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators Gach, F.
2011
4 p. 288-326
artikel
33 Nonparametric tests for a change in the coefficient of variation Aly, E. -E.
2007
4 p. 369-375
artikel
34 Non-uniform bounds in local limit theorems in case of fractional moments. II Bobkov, S. G.
2011
4 p. 269-287
artikel
35 On estimation in some reduced rank extended growth curve models von Rosen, T.
2017
4 p. 299-310
artikel
36 On joint weak reversed hazard rate order under symmetric copulas Balakrishnan, N.
2017
4 p. 311-318
artikel
37 On limit distributions for intermediate order statistics under power normalization Barakat, H. M.
2011
4 p. 365-377
artikel
38 On Optimal Cardinal Interpolation Levit, B.
2018
4 p. 245-267
artikel
39 On periodic GARCH processes: Stationarity, existence of moments and geometric ergodicity Bibi, A.
2008
4 p. 305-316
artikel
40 On the Asymptotic Behavior of the Contaminated Sample Mean Berckmoes, B.
2018
4 p. 312-323
artikel
41 On the Empirical Distribution Function of Residuals in Autoregression with Outliers and Pearson’s Chi-Square Type Tests Boldin, M. V.
2018
4 p. 294-311
artikel
42 On the errors committed by sequences of estimator functionals Grønneberg, S.
2011
4 p. 327-346
artikel
43 Optimal methods of interpolation in Nonparametric Regression Levit, B.
2016
4 p. 235-261
artikel
44 PAC-Bayesian bounds for randomized empirical risk minimizers Alquier, P.
2008
4 p. 279-304
artikel
45 Rate of convergence of truncated stochastic approximation procedures with moving bounds Sharia, T.
2016
4 p. 262-280
artikel
46 Recursive tracking algorithm for a predictable time-varying parameter of a time series Belitser, E.
2015
4 p. 243-265
artikel
47 Residual empirical processes and their application to GM-testing for the autoregression order Esaulov, D. M.
2013
4 p. 333-349
artikel
48 Selecting an Augmented Random Effects Model Rukhin, A. L.

4 p. 197-212
artikel
49 Signal detection for inverse problems in a multidimensional framework Ingster, Yu.
2014
4 p. 279-305
artikel
50 Some applications of the strong approximation of the integrated empirical copula processes Bouzebda, S.
2016
4 p. 281-303
artikel
51 Some theoretical results on the Grouped Variables Lasso Chesneau, Ch.
2008
4 p. 317-326
artikel
52 Statistical foundations for assessing the difference between the classical and weighted-Gini betas Gribkova, N.
2017
4 p. 267-281
artikel
53 Statistical Inference in Marginalized Zero-inflated Poisson Regression Models with Missing Data in Covariates Amani, Kouakou Mathias

4 p. 241-259
artikel
54 Statistical inference of spectral estimation for continuous-time MA processes with finite second moments Fasen, V.
2013
4 p. 283-309
artikel
55 Tail and Quantile Estimation for Real-Valued -Mixing Spatial Data Tchazino, Tchamiè

4 p. 135-164
artikel
56 Tail Maximal Dependence in Bivariate Models: Estimation and Applications Sun, Ning

4 p. 170-196
artikel
57 The minimum increment of f-divergences given total variation distances Gushchin, A. A.
2016
4 p. 304-312
artikel
58 The stochastic approximation method for estimation of a distribution function Slaoui, Y.
2014
4 p. 306-325
artikel
59 Validation Data-Located Modification for the Multilevel Analysis of Miscategorized Nominal Response with Covariates Subject to Measurement Error Ahangari, Maryam

4 p. 223-240
artikel
60 Variance inequalities for quadratic forms with applications Yaskov, P.
2015
4 p. 309-319
artikel
61 Warped bases for conditional density estimation Chagny, G.
2013
4 p. 253-282
artikel
62 Weighted empirical processes in the nonparametric inference for Lévy processes Buchmann, B.
2009
4 p. 281-309
artikel
63 What Intraclass Covariance Structures Can Symmetric Bernoulli Random Variables Have? Pinelis, Iosif

4 p. 165-169
artikel
                             63 gevonden resultaten
 
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