Point and interval estimation under progressive type-I interval censoring with random removal.
- Published in:
- Statistical Papers, 2020, v. 61, n. 1, p. 445, doi. 10.1007/s00362-017-0948-y
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- Publication type:
- Article
Works matching IS 09325026 AND DT 2020 AND VI 61 AND IP 1
Results: 25
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Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach.
- Published in:
- Statistical Papers, 2020, v. 61, n. 1, p. 479, doi. 10.1007/s00362-017-0947-z
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- Article
3
kNN estimation in functional partial linear modeling.
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- Statistical Papers, 2020, v. 61, n. 1, p. 423, doi. 10.1007/s00362-017-0946-0
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- Article
4
Estimation of parameters of component lifetime distribution in a coherent system.
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- Statistical Papers, 2020, v. 61, n. 1, p. 403, doi. 10.1007/s00362-017-0945-1
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- Article
5
Copula function for fuzzy random variables: applications in measuring association between two fuzzy random variables.
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- Statistical Papers, 2020, v. 61, n. 1, p. 503, doi. 10.1007/s00362-017-0944-2
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- Article
6
Some properties of linear sufficiency and the BLUPs in the linear mixed model.
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- Statistical Papers, 2020, v. 61, n. 1, p. 385, doi. 10.1007/s00362-017-0943-3
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- Article
7
Some results on the computing of Tukey's halfspace median.
- Published in:
- Statistical Papers, 2020, v. 61, n. 1, p. 303, doi. 10.1007/s00362-017-0941-5
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- Article
8
Multiple mediation analysis for interval-valued data.
- Published in:
- Statistical Papers, 2020, v. 61, n. 1, p. 347, doi. 10.1007/s00362-017-0940-6
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- Article
9
EIV regression with bounded errors in data: total 'least squares' with Chebyshev norm.
- Published in:
- Statistical Papers, 2020, v. 61, n. 1, p. 279, doi. 10.1007/s00362-017-0939-z
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- Article
10
Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure.
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- Statistical Papers, 2020, v. 61, n. 1, p. 245, doi. 10.1007/s00362-017-0938-0
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- Article
11
A new method for obtaining explicit estimators in unbalanced mixed linear models.
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- Statistical Papers, 2020, v. 61, n. 1, p. 371, doi. 10.1007/s00362-017-0937-1
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- Article
12
Log-linear models to evaluate direction of effect in binary variables.
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- Statistical Papers, 2020, v. 61, n. 1, p. 317, doi. 10.1007/s00362-017-0936-2
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- Article
13
Confidence intervals for quantiles based on samples of random sizes.
- Published in:
- Statistical Papers, 2020, v. 61, n. 1, p. 261, doi. 10.1007/s00362-017-0935-3
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- Publication type:
- Article
14
Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models.
- Published in:
- Statistical Papers, 2020, v. 61, n. 1, p. 167, doi. 10.1007/s00362-017-0933-5
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- Publication type:
- Article
15
Block average quantile regression for massive dataset.
- Published in:
- Statistical Papers, 2020, v. 61, n. 1, p. 141, doi. 10.1007/s00362-017-0932-6
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- Publication type:
- Article
16
Model-free conditional screening via conditional distance correlation.
- Published in:
- Statistical Papers, 2020, v. 61, n. 1, p. 225, doi. 10.1007/s00362-017-0931-7
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- Publication type:
- Article
17
Goodness-of-fit tests in conditional duration models.
- Published in:
- Statistical Papers, 2020, v. 61, n. 1, p. 123, doi. 10.1007/s00362-017-0930-8
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- Article
18
Testing slope homogeneity in panel data models with a multifactor error structure.
- Published in:
- Statistical Papers, 2020, v. 61, n. 1, p. 201, doi. 10.1007/s00362-017-0929-1
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- Article
19
Consistency of MLE, LSE and M-estimation under mild conditions.
- Published in:
- Statistical Papers, 2020, v. 61, n. 1, p. 189, doi. 10.1007/s00362-017-0928-2
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- Article
20
Robust change point detection method via adaptive LAD-LASSO.
- Published in:
- Statistical Papers, 2020, v. 61, n. 1, p. 109, doi. 10.1007/s00362-017-0927-3
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- Article
21
Following K. Pearson to test the general linear hypothesis.
- Published in:
- Statistical Papers, 2020, v. 61, n. 1, p. 71, doi. 10.1007/s00362-017-0924-6
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- Article
22
On a test of normality based on the empirical moment generating function.
- Published in:
- Statistical Papers, 2020, v. 61, n. 1, p. 17, doi. 10.1007/s00362-017-0923-7
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- Article
23
Geostatistical survival model with Gaussian random effect.
- Published in:
- Statistical Papers, 2020, v. 61, n. 1, p. 85, doi. 10.1007/s00362-017-0922-8
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- Publication type:
- Article
24
Elliptical linear mixed models with a covariate subject to measurement error.
- Published in:
- Statistical Papers, 2020, v. 61, n. 1, p. 31, doi. 10.1007/s00362-017-0921-9
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- Article
25
Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis.
- Published in:
- Statistical Papers, 2020, v. 61, n. 1, p. 1, doi. 10.1007/s00362-017-0919-3
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- Publication type:
- Article