Works matching IS 00203157 AND DT 2014 AND VI 66 AND IP 1
Results: 9
Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression.
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- Annals of the Institute of Statistical Mathematics, 2014, v. 66, n. 1, p. 165, doi. 10.1007/s10463-013-0410-4
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- Article
Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition.
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- Annals of the Institute of Statistical Mathematics, 2014, v. 66, n. 1, p. 121, doi. 10.1007/s10463-013-0407-z
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A $$U$$-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting.
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- Annals of the Institute of Statistical Mathematics, 2014, v. 66, n. 1, p. 33, doi. 10.1007/s10463-013-0404-2
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- Article
Bayesian nonparametric regression with varying residual density.
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- Annals of the Institute of Statistical Mathematics, 2014, v. 66, n. 1, p. 1, doi. 10.1007/s10463-013-0415-z
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- Article
Local consistency of Markov chain Monte Carlo methods.
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- Annals of the Institute of Statistical Mathematics, 2014, v. 66, n. 1, p. 63, doi. 10.1007/s10463-013-0403-3
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- Article
Bootstrapping continuous-time autoregressive processes.
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- Annals of the Institute of Statistical Mathematics, 2014, v. 66, n. 1, p. 75, doi. 10.1007/s10463-013-0406-0
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- Article
The harmonic moment tail index estimator: asymptotic distribution and robustness.
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- Annals of the Institute of Statistical Mathematics, 2014, v. 66, n. 1, p. 193, doi. 10.1007/s10463-013-0412-2
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- Article
Momentum-space approach to asymptotic expansion for stochastic filtering.
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- Annals of the Institute of Statistical Mathematics, 2014, v. 66, n. 1, p. 93, doi. 10.1007/s10463-013-0405-1
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- Article
A truncated estimation method with guaranteed accuracy.
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- Annals of the Institute of Statistical Mathematics, 2014, v. 66, n. 1, p. 141, doi. 10.1007/s10463-013-0409-x
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- Article