Works matching IS 09325026 AND DT 2024 AND VI 65 AND IP 3
Results: 26
On the Baum–Katz theorem for randomly weighted sums of negatively associated random variables with general normalizing sequences and applications in some random design regression models.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1869, doi. 10.1007/s00362-023-01483-4
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- Article
Improving the power of hypothesis tests in sparse contingency tables.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1841, doi. 10.1007/s00362-023-01473-6
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- Article
Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1805, doi. 10.1007/s00362-023-01466-5
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- Article
On the Rényi index of random graphs.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1773, doi. 10.1007/s00362-023-01463-8
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- Article
Computation and analysis of change points with different jump locations in high-dimensional regression.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1703, doi. 10.1007/s00362-023-01461-w
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- Article
Equivariant estimation of the selected location parameter.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1733, doi. 10.1007/s00362-023-01460-x
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- Article
Parametric quantile autoregressive moving average models with exogenous terms.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1613, doi. 10.1007/s00362-023-01459-4
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- Article
Detecting linear trend changes in data sequences.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1645, doi. 10.1007/s00362-023-01458-5
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- Article
Information quantity evaluation of multivariate SETAR processes of order one and applications.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1553, doi. 10.1007/s00362-023-01457-6
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- Article
Nonparametric estimation of the shape functions and related asymptotic results.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1575, doi. 10.1007/s00362-023-01456-7
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- Article
Inferring the finest pattern of mutual independence from data.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1677, doi. 10.1007/s00362-023-01455-8
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- Article
Confidence intervals centred on bootstrap smoothed estimators: an impossibility result.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1531, doi. 10.1007/s00362-023-01454-9
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- Article
Finite mixtures of mean-parameterized Conway–Maxwell–Poisson models.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1469, doi. 10.1007/s00362-023-01452-x
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Identification of canonical models for vectors of time series: a subspace approach.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1493, doi. 10.1007/s00362-023-01451-y
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- Article
Correction to: Posterior alternatives with informative early stopping.
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- 2024
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- Correction Notice
Deterministic sampling based on Kullback–Leibler divergence and its applications.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1411, doi. 10.1007/s00362-023-01449-6
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- Article
Case-cohort studies for clustered failure time data with a cure fraction.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1309, doi. 10.1007/s00362-023-01448-7
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- Article
Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1375, doi. 10.1007/s00362-023-01447-8
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- Article
A unifying framework for rank and pseudo-rank based inference using nonparametric confidence distributions.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1233, doi. 10.1007/s00362-023-01445-w
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- Article
Self-exciting hysteretic binomial autoregressive processes.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1197, doi. 10.1007/s00362-023-01444-x
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- Article
Variance matrix estimation in multivariate classical measurement error models.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1259, doi. 10.1007/s00362-023-01443-y
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- Article
Learning CHARME models with neural networks.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1337, doi. 10.1007/s00362-023-01442-z
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- Article
Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1135, doi. 10.1007/s00362-023-01427-y
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- Article
Inference of improved adaptive progressively censored competing risks data for Weibull lifetime models.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1163, doi. 10.1007/s00362-023-01417-0
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- Article
On approximation and estimation of distribution function of sum of independent random variables.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1437, doi. 10.1007/s00362-023-01413-4
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- Article
The estimated causal effect on the variance based on the front-door criterion in Gaussian linear structural equation models: an unbiased estimator with the exact variance.
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- Statistical Papers, 2024, v. 65, n. 3, p. 1285, doi. 10.1007/s00362-023-01401-8
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- Article