Works matching IS 09434062 AND DT 2013 AND VI 28 AND IP 3
Results: 24
Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity.
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- Computational Statistics, 2013, v. 28, n. 3, p. 1103, doi. 10.1007/s00180-012-0346-9
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Classical versus Bayesian risks in acceptance sampling: a sensitivity analysis.
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- Computational Statistics, 2013, v. 28, n. 3, p. 1333, doi. 10.1007/s00180-012-0360-y
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Bayesian model selection approach to the one way analysis of variance under homoscedasticity.
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- Computational Statistics, 2013, v. 28, n. 3, p. 919, doi. 10.1007/s00180-012-0339-8
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High-dimensional regression analysis with treatment comparisons.
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- Computational Statistics, 2013, v. 28, n. 3, p. 1299, doi. 10.1007/s00180-012-0357-6
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Extracting informative variables in the validation of two-group causal relationship.
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- Computational Statistics, 2013, v. 28, n. 3, p. 1151, doi. 10.1007/s00180-012-0351-z
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Challenging the curse of dimensionality in multivariate local linear regression.
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- Computational Statistics, 2013, v. 28, n. 3, p. 955, doi. 10.1007/s00180-012-0342-0
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The new Neyman type A beta Weibull model with long-term survivors.
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- Computational Statistics, 2013, v. 28, n. 3, p. 933, doi. 10.1007/s00180-012-0338-9
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Test of misspecification with application to negative binomial distribution.
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- Computational Statistics, 2013, v. 28, n. 3, p. 993, doi. 10.1007/s00180-012-0345-x
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An efficient method for constructing uniform designs with large size.
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- Computational Statistics, 2013, v. 28, n. 3, p. 1319, doi. 10.1007/s00180-012-0359-4
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Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering.
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- Computational Statistics, 2013, v. 28, n. 3, p. 1195, doi. 10.1007/s00180-012-0352-y
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Ridge estimation for multinomial logit models with symmetric side constraints.
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- Computational Statistics, 2013, v. 28, n. 3, p. 1017, doi. 10.1007/s00180-012-0341-1
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A characterization for truncated cauchy random variables with nonzero skewness parameter.
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- Computational Statistics, 2013, v. 28, n. 3, p. 1011, doi. 10.1007/s00180-012-0340-2
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Empirical likelihood method for multivariate Cox regression.
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- Computational Statistics, 2013, v. 28, n. 3, p. 1241, doi. 10.1007/s00180-012-0348-7
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Power maps in goodness-of-fit testing.
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- Computational Statistics, 2013, v. 28, n. 3, p. 1365, doi. 10.1007/s00180-012-0361-x
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Group sequential comparison of two binomial proportions under ranked set sampling design.
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- Computational Statistics, 2013, v. 28, n. 3, p. 1169, doi. 10.1007/s00180-012-0347-8
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Compounding: an R package for computing continuous distributions obtained by compounding a continuous and a discrete distribution.
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- Computational Statistics, 2013, v. 28, n. 3, p. 977, doi. 10.1007/s00180-012-0336-y
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Testing homogeneity of variances with unequal sample sizes.
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- Computational Statistics, 2013, v. 28, n. 3, p. 1269, doi. 10.1007/s00180-012-0353-x
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Variable selection and model choice in structured survival models.
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- Computational Statistics, 2013, v. 28, n. 3, p. 1079, doi. 10.1007/s00180-012-0337-x
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Computational aspects of statistical intervals based on two Type-II censored samples.
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- Computational Statistics, 2013, v. 28, n. 3, p. 893, doi. 10.1007/s00180-012-0335-z
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An efficient method of evaluating portfolio risk and return.
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- Computational Statistics, 2013, v. 28, n. 3, p. 1351, doi. 10.1007/s00180-012-0362-9
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An omnibus test to detect time-heterogeneity in time series.
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- Computational Statistics, 2013, v. 28, n. 3, p. 1225, doi. 10.1007/s00180-012-0356-7
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Distributions of numbers of runs and scans on directed acyclic graphs with generation.
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- Computational Statistics, 2013, v. 28, n. 3, p. 1133, doi. 10.1007/s00180-012-0349-6
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Accurate higher-order likelihood inference on $$P(Y<X)$$.
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- Computational Statistics, 2013, v. 28, n. 3, p. 1035, doi. 10.1007/s00180-012-0343-z
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The exact bootstrap method shown on the example of the mean and variance estimation.
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- Computational Statistics, 2013, v. 28, n. 3, p. 1061, doi. 10.1007/s00180-012-0350-0
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