Works matching IS 09325026 AND DT 2025 AND VI 66 AND IP 1
Results: 35
Communication-efficient model averaging prediction for massive data with asymptotic optimality: Communication-efficient model averaging prediction for massive data...: X. Xia et al.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-025-01664-3
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The limiting distribution of a bivariate random vector under univariate truncation: The limiting distribution of a bivariate random vector...: F. Durante et al.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-025-01663-4
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Feature screening via false discovery rate control for linear model with multivariate responses: Feature screening via false discovery...: C. Yu, H. Cui.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-025-01661-6
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Estimation and specification test for diffusion models with stochastic volatility: Estimation and specification test for diffusion models...: A. López-Pérez et al.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01652-z
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EM estimation of the B-spline copula with penalized pseudo-likelihood functions: EM estimation of the B-spline...: X. Dou et al.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01647-w
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Nonparametric Bayesian inferences on the skewed data using a Dirichlet process mixture model: Nonparametric Bayesian inferences on the skewed...: A. Ghalamfarsa Mostofi, M. Kharrati-Kopaei.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01658-7
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On the minimum information checkerboard copula under fixed Kendall’s τ: On the minimum information...: I. Sukeda, T. Sei.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01648-9
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Equality between two general ridge estimators and equivalence of their residual sums of squares: Equality between two general ridge...: H. Mukasa, K. Tsukuda.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01644-z
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Estimating odds and log odds with guaranteed accuracy: Estimating odds and log odds...: L. Mendo.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01639-w
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Monotonicity results and new bounds for the Mills ratio: Monotonicity results and new bounds for the Mills ratio: Z.-H. Yang, J.-F. Tian.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01646-x
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Optimal prediction for quantiles and probabilities: Optimal prediction for quantiles and probabilities: G. Fonseca et al.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01641-2
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Updatable Estimation in Generalized Linear Models with Missing Data: Updatable Estimation in Generalized...: X. Zhang et al.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01623-4
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Functional time series forecasting: a systematic review: Functional time series forecasting: a systematic...: U. Amato et al.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01645-y
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Pseudo-likelihood approach for parameter estimation in univariate normal mixture models: Pseudo-likelihood...: R. Kangro et al.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01642-1
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A density power divergence measure to discriminate between generalized exponential and Weibull distributions: A density power divergence...: S. Basu, H. K. T. Ng.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01637-y
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Joint estimation of transfer learning on time series data: Joint estimation of...: D. Lou, Y. Yang.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01629-y
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A Test for Trend Gradual Changes in Heavy Tailed AR (p) Sequences: A Test for Trend Gradual Changes...: T. Xu et al.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01626-1
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Estimation of panel data partially linear time-varying coefficient models with cross-sectional spatial autoregressive errors.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01620-7
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Test for high-dimensional linear hypothesis of mean vectors via random integration: Test for high-dimensional linear hypothesis...: J. Li et al.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01624-3
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Inference for the normal coefficient of variation: an approximate marginal likelihood approach.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01622-5
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Distribution and density estimation based on variation-diminishing spline approximation: Distribution and density estimation...: N. Mohaoui et al.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01619-0
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The Cholesky normal distribution for SPD matrices and inference for the mean: The Cholesky normal distribution for SPD matrices and...: B. Ahanda et al.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01640-3
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The Cholesky normal distribution for SPD matrices and inference for the mean: The Cholesky normal distribution for SPD matrices and...: B. Ahanda et al.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01640-3
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Bayesian estimation and posterior risk under the generalized weighted squared error loss function and its applications: Bayesian estimation and posterior risk under the generalized weighted...: M. Han.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01643-0
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Jackknife empirical likelihood ratio test for testing the equality of semivariance: Jackknife empirical likelihood ratio test...: S. Suresh, S. K. Kattumannil.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01636-z
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Bayesian quantile regression for partially linear single-index model with longitudinal data: Bayesian quantile regression for partially linear single-index...: C. Liu et al.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01633-2
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Semi-supervised learning for various comparison functions across two populations: Semi-supervised learning for various comparison functions...: M. Zhang et al.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01632-3
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Conformal prediction for robust deep nonparametric regression: Conformal prediction for robust deep...: J. Kong et al.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01631-4
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Optimal designs for spherical harmonic regression: Optimal designs for spherical...: L. M. Haines.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01630-5
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Bayesian prior robustness using general ϕ-divergence measure: Bayesian prior robustness using general...: L. Harrouche et al.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01628-z
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An unbiased rank-based estimator of the Mann–Whitney variance including the case of ties: An unbiased rank-based...: E. Brunner, F. Konietschke.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01635-0
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Revisiting Dirichlet Mixture Model: unraveling deeper insights and practical applications: Revisiting Dirichlet Mixture Model...: S. Pal, C. Heumann.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01627-0
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Composite quantile regression for a distributed system with non-randomly distributed data.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01625-2
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Kernel density regression in the additive model: a B-spline approach: Kernel density regression in the additive...: F. Li, H. Liu.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01621-6
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Consistent complete independence test in high dimensions based on Chatterjee correlation coefficient: Consistent complete independence...: L. Xia et al.
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- Statistical Papers, 2025, v. 66, n. 1, p. 1, doi. 10.1007/s00362-024-01618-1
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