Works matching IS 03036898 AND DT 2013 AND VI 40 AND IP 1
Results: 11
Leverage and Influence Diagnostics for Spatial Point Processes.
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- Scandinavian Journal of Statistics, 2013, v. 40, n. 1, p. 86, doi. 10.1111/j.1467-9469.2011.00786.x
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Objective Bayesian Analysis of Skew- t Distributions.
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- Scandinavian Journal of Statistics, 2013, v. 40, n. 1, p. 63, doi. 10.1111/j.1467-9469.2011.00779.x
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Editorial.
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- Scandinavian Journal of Statistics, 2013, v. 40, n. 1, p. 1, doi. 10.1111/sjos.12011
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Decomposition of Variance for Spatial Cox Processes.
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- Scandinavian Journal of Statistics, 2013, v. 40, n. 1, p. 119, doi. 10.1111/j.1467-9469.2012.00795.x
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- Article
Quality of Fit Measures in the Framework of Quantile Regression.
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- Scandinavian Journal of Statistics, 2013, v. 40, n. 1, p. 105, doi. 10.1111/j.1467-9469.2012.00792.x
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Shannon Entropy and Mutual Information for Multivariate Skew-Elliptical Distributions.
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- Scandinavian Journal of Statistics, 2013, v. 40, n. 1, p. 42, doi. 10.1111/j.1467-9469.2011.00774.x
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Testing the Equality of Covariance Operators in Functional Samples.
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- Scandinavian Journal of Statistics, 2013, v. 40, n. 1, p. 138, doi. 10.1111/j.1467-9469.2012.00796.x
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A Copula-Based Non-parametric Measure of Regression Dependence.
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- Scandinavian Journal of Statistics, 2013, v. 40, n. 1, p. 21, doi. 10.1111/j.1467-9469.2011.00767.x
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Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence.
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- Scandinavian Journal of Statistics, 2013, v. 40, n. 1, p. 174, doi. 10.1111/j.1467-9469.2012.00800.x
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- Article
Quantile Regression Estimator for GARCH Models.
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- Scandinavian Journal of Statistics, 2013, v. 40, n. 1, p. 2, doi. 10.1111/j.1467-9469.2011.00759.x
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Non-Parametric Change-Point Tests for Long-Range Dependent Data.
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- Scandinavian Journal of Statistics, 2013, v. 40, n. 1, p. 153, doi. 10.1111/j.1467-9469.2012.00799.x
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- Article