A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse.
- Published in:
- Statistical Papers, 2022, v. 63, n. 1, p. 317, doi. 10.1007/s00362-021-01261-0
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- Publication type:
- Article
Works matching IS 09325026 AND DT 2022 AND VI 63 AND IP 1
Results: 13
1
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On change-points tests based on two-samples U-Statistics for weakly dependent observations.
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- Statistical Papers, 2022, v. 63, n. 1, p. 287, doi. 10.1007/s00362-021-01242-3
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- Article
3
Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters.
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- Statistical Papers, 2022, v. 63, n. 1, p. 243, doi. 10.1007/s00362-021-01241-4
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- Article
4
Testing for equality of distributions using the concept of (niche) overlap.
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- Statistical Papers, 2022, v. 63, n. 1, p. 225, doi. 10.1007/s00362-021-01239-y
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- Article
5
Understanding nonsense correlation between (independent) random walks in finite samples.
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- Statistical Papers, 2022, v. 63, n. 1, p. 181, doi. 10.1007/s00362-021-01237-0
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- Article
6
Properties and generation of representative points of the exponential distribution.
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- Statistical Papers, 2022, v. 63, n. 1, p. 197, doi. 10.1007/s00362-021-01236-1
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- Publication type:
- Article
7
A simple solution to the inadequacy of asymptotic likelihood-based inference for response-adaptive clinical trials: Likelihood-based inference for RA trials.
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- Statistical Papers, 2022, v. 63, n. 1, p. 157, doi. 10.1007/s00362-021-01234-3
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- Article
8
Quantifying the data-dredging bias in structural break tests.
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- Statistical Papers, 2022, v. 63, n. 1, p. 143, doi. 10.1007/s00362-021-01233-4
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- Article
9
Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression.
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- Statistical Papers, 2022, v. 63, n. 1, p. 123, doi. 10.1007/s00362-021-01232-5
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- Article
10
Bayesian empirical likelihood inference and order shrinkage for autoregressive models.
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- Statistical Papers, 2022, v. 63, n. 1, p. 97, doi. 10.1007/s00362-021-01231-6
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- Article
11
Penalized and constrained LAD estimation in fixed and high dimension.
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- Statistical Papers, 2022, v. 63, n. 1, p. 53, doi. 10.1007/s00362-021-01229-0
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- Publication type:
- Article
12
On nonparametric regression for bivariate circular long-memory time series.
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- Statistical Papers, 2022, v. 63, n. 1, p. 29, doi. 10.1007/s00362-021-01228-1
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- Publication type:
- Article
13
Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity.
- Published in:
- Statistical Papers, 2022, v. 63, n. 1, p. 1, doi. 10.1007/s00362-021-01227-2
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- Publication type:
- Article