| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A mixture of g-priors for variable selection when the number of regressors grows with the sample size
|
Mukhopadhyay, Minerva
|
|
2016
|
26 |
2 |
p. 377-404
|
article
|
| 2 |
Bias-corrected and robust estimation of the bivariate stable tail dependence function
|
Escobar-Bach, Mikael
|
|
2016
|
26 |
2 |
p. 284-307
|
article
|
| 3 |
Dating multiple change points in the correlation matrix
|
Galeano, Pedro
|
|
2016
|
26 |
2 |
p. 331-352
|
article
|
| 4 |
Erratum to: Beta autoregressive moving average models
|
Rocha, Andréa V.
|
|
2017
|
26 |
2 |
p. 451-459
|
article
|
| 5 |
Log-symmetric regression models under the presence of non-informative left- or right-censored observations
|
Vanegas, Luis Hernando
|
|
2016
|
26 |
2 |
p. 405-428
|
article
|
| 6 |
Marginal integration M-estimators for additive models
|
Boente, Graciela
|
|
2016
|
26 |
2 |
p. 231-260
|
article
|
| 7 |
Nonparametric latency estimation for mixture cure models
|
López-Cheda, Ana
|
|
2016
|
26 |
2 |
p. 353-376
|
article
|
| 8 |
Shape testing in varying coefficient models
|
Ahkim, M.
|
|
2016
|
26 |
2 |
p. 429-450
|
article
|
| 9 |
Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions
|
Coelho, Carlos A.
|
|
2016
|
26 |
2 |
p. 308-330
|
article
|
| 10 |
Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions
|
Coelho, Carlos A.
|
|
|
26 |
2 |
p. 308-330
|
article
|
| 11 |
The large deviation results for the nonlinear regression model with dependent errors
|
Yang, Wenzhi
|
|
2016
|
26 |
2 |
p. 261-283
|
article
|
Journal description