Works matching DE "ASYMPTOTIC theory in regression analysis"
Results: 78
Estimation and testing stationarity for double-autoregressive models.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004, v. 66, n. 1, p. 63, doi. 10.1111/j.1467-9868.2004.00432.x
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A risk set calibration method for failure time regression by using a covariate reliability sample.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2001, v. 63, n. 4, p. 855, doi. 10.1111/1467-9868.00317
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Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models.
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- Journal of Business & Economic Statistics, 2011, v. 29, n. 4, p. 541, doi. 10.1198/jbes.2011.09159
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Announcement.
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- Journal of Business & Economic Statistics, 1997, v. 15, n. 1, p. 109, doi. 10.1080/07350015.1997.10524693
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Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach.
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- Journal of Applied Statistics, 2015, v. 42, n. 9, p. 2056, doi. 10.1080/02664763.2015.1016901
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A Robbins--Monro-based Sequential Procedure.
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- Journal of the Royal Statistical Society: Series C (Applied Statistics), 1997, v. 46, n. 3, p. 388, doi. 10.1111/1467-9876.00078
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An efficient method for accurate evaluation of the site–site direct correlation functions of molecular fluids.
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- Molecular Physics, 2011, v. 109, n. 21, p. 2553, doi. 10.1080/00268976.2011.621460
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EXACT-ORDER ASYMPTOTIC ANALYSIS FOR CLOSED QUEUEING NETWORKS.
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- Journal of Applied Probability, 2012, v. 49, n. 2, p. 503, doi. 10.1239/jap/1339878801
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Competition in large markets.
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- Journal of Applied Econometrics, 2011, v. 26, n. 7, p. 1113, doi. 10.1002/jae.1155
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Asymptotic theory for varying coefficient regression models with dependent data.
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- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 4, p. 745, doi. 10.1007/s10463-017-0607-z
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Optimal designs for small Poisson regression experiments using second-order asymptotic.
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- Communications for Statistical Applications & Methods, 2019, v. 26, n. 6, p. 527, doi. 10.29220/CSAM.2019.26.6.527
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AN EXAMINATION OF COMPETING VERSIONS OF THE PERSON-ENVIRONMENT FIT APPROACH TO STRESS.
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- Academy of Management Journal, 1996, v. 39, n. 2, p. 292, doi. 10.2307/256782
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ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION.
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- Econometric Theory, 2009, v. 25, n. 3, p. 710, doi. 10.1017/S0266466608090269
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Precise large deviations for generalized dependent compound renewal risk model with consistent variation.
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- Frontiers of Mathematics in China, 2014, v. 9, n. 1, p. 31, doi. 10.1007/s11464-013-0350-6
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Effective pore-scale dispersion upscaling with a correlated continuous time random walk approach.
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- Water Resources Research, 2011, v. 47, n. 12, p. W12538, doi. 10.1029/2011WR010457
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Multiple Time Series Regression with Integrated Processes.
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- Review of Economic Studies, 1986, v. 53, n. 4, p. 473, doi. 10.2307/2297602
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Asymptotic Properties of a Modified Semi-Parametric MLE in Linear Regression with Right-Censored Data.
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- Acta Mathematica Sinica, 2002, v. 18, n. 2, p. 405, doi. 10.1007/s101140200169
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Goodness-of-fit tests for the spatial spectral density.
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- Stochastic Environmental Research & Risk Assessment, 2010, v. 24, n. 1, p. 67, doi. 10.1007/s00477-008-0300-0
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Covariate measurement errors in frailty models for clustered survival data.
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- Biometrika, 2000, v. 87, n. 4, p. 849, doi. 10.1093/biomet/87.4.849
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A two-sample test for mean functions with increasing number of projections.
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- Statistics, 2018, v. 52, n. 4, p. 852, doi. 10.1080/02331888.2018.1472599
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Asymptotic prediction of mean squared error for long-memory processes with estimated parameters.
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- Journal of Forecasting, 2008, v. 27, n. 8, p. 690, doi. 10.1002/for.1078
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Estimation strategies for the regression coefficient parameter matrix in multivariate multiple regression.
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- Statistica Neerlandica, 2011, v. 65, n. 4, p. 387, doi. 10.1111/j.1467-9574.2011.00491.x
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A score test under logistic regression models based on case–control data.
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- Statistica Neerlandica, 2006, v. 60, n. 4, p. 477, doi. 10.1111/j.1467-9574.2006.00336.x
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Efficient quantile estimation for functional-coefficient partially linear regression models.
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- Chinese Annals of Mathematics, 2011, v. 32, n. 5, p. 729, doi. 10.1007/s11401-011-0669-9
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On instrumental variable and total least squares approaches for identification of noisy systems.
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- International Journal of Control, 2002, v. 75, n. 6, p. 381, doi. 10.1080/00207170110112278
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Asymptotic equivalence for nonparametric generalized linear models.
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- Probability Theory & Related Fields, 1998, v. 111, n. 2, p. 167, doi. 10.1007/s004400050166
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A Simple Approach to Inference in Random Coefficient Models.
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- American Statistician, 1989, v. 43, n. 4, p. 203, doi. 10.2307/2685362
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Unconditional Asymptotic Results for Simple Linear Regression.
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- American Statistician, 1989, v. 43, n. 3, p. 148, doi. 10.2307/2685061
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SIMPLE ROBUST TESTING OF REGRESSION HYPOTHESES: A COMMENT.
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- Econometrica, 2002, v. 70, n. 5, p. 2097, doi. 10.1111/1468-0262.00367
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THE ASYMPTOTIC DISTRIBUTION OF UNIT ROOT TESTS OF UNSTABLE AUTOREGRESSIVE PROCESSES.
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- Econometrica, 2001, v. 69, n. 1, p. 211, doi. 10.1111/1468-0262.00184
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NONLINEAR REGRESSIONS WITH INTEGRATED TIME SERIES.
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- Econometrica, 2001, v. 69, n. 1, p. 117, doi. 10.1111/1468-0262.00180
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INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS.
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- Econometrica, 1997, v. 65, n. 3, p. 557, doi. 10.2307/2171753
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SEMIPARAMETRIC ESTIMATION OF A REGRESSION MODEL WITH AN UNKNOWN TRANSFORMATION OF THE DEPENDENT VARIABLE.
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- Econometrica, 1996, v. 64, n. 1, p. 103, doi. 10.2307/2171926
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ASYMPTOTIC NORMALITY OF SERIES ESTIMATORS FOR NONPARAMETRIC AND SEMIPARAMETRIC REGRESSION MODELS.
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- Econometrica, 1991, v. 59, n. 2, p. 307, doi. 10.2307/2938259
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ASYMPTOTIC NORMALITY, WHEN REGRESSORS HAVE A UNIT ROOT.
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- Econometrica, 1988, v. 56, n. 6, p. 1397, doi. 10.2307/1913104
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ASYMPTOTIC DISTRIBUTION OF DYNAMIC MULTIPLIERS IN DYNAMIC AUTOREGRESSIVE MODELS.
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- Econometrica, 1984, v. 52, n. 1, p. 217, doi. 10.2307/1911470
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Variable Selection for Semiparametric Isotonic Regression.
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- International Journal of Intelligent Technologies & Applied Statistics, 2011, v. 4, n. 4, p. 503
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GLOBAL EXISTENCE AND ASYMPTOTIC BEHAVIOR OF SOLUTIONS TO CAHN-HILLIARD EQUATION WITH INERTIAL TERM.
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- International Journal of Mathematics, 2012, v. 23, n. 9, p. -1, doi. 10.1142/S0129167X12500875
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A note on model selection for small sample regression.
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- Machine Learning, 2017, v. 106, n. 11, p. 1839, doi. 10.1007/s10994-017-5645-5
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Semi-supervised learning with density-ratio estimation.
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- Machine Learning, 2013, v. 91, n. 2, p. 189, doi. 10.1007/s10994-013-5329-8
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Singular value decomposition and cluster analysis as regression diagnostics tools for geodetic applications.
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- Journal of Geodesy, 2009, v. 83, n. 9, p. 877
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A Note on the Information Matrix for Multiplicative Seasonal Autoregressive Moving-Average Models.
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- Journal of Time Series Analysis, 2007, v. 28, n. 5, p. 783, doi. 10.1111/j.1467-9892.2007.00531.x
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On Residual Variance Estimation in Autoregressive Models.
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- Journal of Time Series Analysis, 1998, v. 19, n. 2, p. 187, doi. 10.1111/1467-9892.00085
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Tests of Independence in Time Series.
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- Journal of Time Series Analysis, 1998, v. 19, n. 2, p. 165, doi. 10.1111/1467-9892.00084
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Asymptotic Properties of Estimator of Linear Regression Parameter in Case of Long-Range Dependent Regressors.
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- Naukovi visti NTUU - KPI, 2012, v. 84, n. 4, p. 26
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Direct competition results from strong competition for limited resource.
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- Journal of Mathematical Biology, 2014, v. 68, n. 4, p. 931, doi. 10.1007/s00285-013-0659-5
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Asymptotic normality of M-estimates in the classical nonlinear regression model.
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- Ukrainian Mathematical Journal, 2008, v. 60, n. 11, p. 1716, doi. 10.1007/s11253-009-0165-5
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TESTS FOR SERIAL DEFENDENCE IN LIMITED DEPENDENT VARIABLE MODELS.
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- International Economic Review, 1985, v. 26, n. 3, p. 629, doi. 10.2307/2526708
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DIFFERENCING AS A TEST OF SPECIFICATION.
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- International Economic Review, 1982, v. 23, n. 3, p. 535, doi. 10.2307/2526372
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On the Efficiency of Least Squares Regression with Security Abnormal Returns as the Dependent Variable.
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- Journal of Financial & Quantitative Analysis, 1994, v. 29, n. 2, p. 279, doi. 10.2307/2331226
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