M-estimation for linear models with exchangeable errors.
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- Statistics, 2025, v. 59, n. 1, p. 37, doi. 10.1080/02331888.2024.2432558
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- Article
Works matching IS 0233-1888 AND VI 59 AND IP 1 AND DT 2025
Results: 11
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2
The conditional maximum likelihood estimation for the Cox–Aalen model with doubly truncated data.
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- Statistics, 2025, v. 59, n. 1, p. 228, doi. 10.1080/02331888.2024.2431737
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- Publication type:
- Article
3
Asymptotic confidence interval for R<sup>2</sup> in multiple linear regression.
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- Statistics, 2025, v. 59, n. 1, p. 1, doi. 10.1080/02331888.2024.2428978
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- Article
4
High-dimensional semiparametric mixed-effects model for longitudinal data with non-normal errors.
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- Statistics, 2025, v. 59, n. 1, p. 207, doi. 10.1080/02331888.2024.2427805
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- Publication type:
- Article
5
Robust time series clustering of GARCH (1,1) models with outliers.
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- Statistics, 2025, v. 59, n. 1, p. 152, doi. 10.1080/02331888.2024.2426741
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- Publication type:
- Article
6
An ordered approach on geometric vitality function for risk measurement and its application in stock market analysis.
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- Statistics, 2025, v. 59, n. 1, p. 187, doi. 10.1080/02331888.2024.2426734
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- Publication type:
- Article
7
Prediction intervals with controlled length in the heteroscedastic Gaussian regression.
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- Statistics, 2025, v. 59, n. 1, p. 81, doi. 10.1080/02331888.2024.2426043
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- Publication type:
- Article
8
Constrained estimation for the binomial AR(1) model: on Bayesian approach.
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- Statistics, 2025, v. 59, n. 1, p. 136, doi. 10.1080/02331888.2024.2425704
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- Publication type:
- Article
9
On the posterior property of the Rician distribution.
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- Statistics, 2025, v. 59, n. 1, p. 167, doi. 10.1080/02331888.2024.2425688
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- Publication type:
- Article
10
Modified intrinsic Bayes factor for multivariate regression models.
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- Statistics, 2025, v. 59, n. 1, p. 61, doi. 10.1080/02331888.2024.2423255
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- Publication type:
- Article
11
An irregularly spaced ARMA(1,1) model and an application to contamination data.
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- Statistics, 2025, v. 59, n. 1, p. 113, doi. 10.1080/02331888.2024.2423001
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- Article