A penalization method to estimate the intrinsic dimensionality of data: A penalization method to estimate...: L. Forzani et al.
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- Statistical Papers, 2025, v. 66, n. 2, p. 1, doi. 10.1007/s00362-025-01667-0
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Works matching IS 09325026 AND DT 2025 AND VI 66 AND IP 2
Results: 16
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Shrinkage and pretest Liu estimators in semiparametric linear measurement error models.
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- Statistical Papers, 2025, v. 66, n. 2, p. 1, doi. 10.1007/s00362-025-01671-4
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Modified maximum likelihood estimator for censored linear regression model with two-piece generalized t distribution: Modified maximum likelihood estimator...: C. Lian et al.
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- Statistical Papers, 2025, v. 66, n. 2, p. 1, doi. 10.1007/s00362-024-01634-1
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A class of nonparametric tests for DMTTF alternatives based on moment inequality: A class of nonparametric tests for DMTTF alternatives...: K. Das, S. Ghosh.
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- Statistical Papers, 2025, v. 66, n. 2, p. 1, doi. 10.1007/s00362-025-01670-5
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The empirical Bernstein process with application to uniformity testing: The Empirical Bernstein process with application...: R. Sun et al.
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- Statistical Papers, 2025, v. 66, n. 2, p. 1, doi. 10.1007/s00362-025-01668-z
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Equivalent conditions of complete moment convergence for randomly weighted sums of random variables and some applications with random design: Equivalent conditions of complete moment...: M. Wang et al.
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- Statistical Papers, 2025, v. 66, n. 2, p. 1, doi. 10.1007/s00362-025-01666-1
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Asymptotic behavior of bootstrapped extreme order statistics under unknown power normalizing constants: Asymptotic behavior of bootstrapped extreme order...: M. E. Sobh et al.
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- Statistical Papers, 2025, v. 66, n. 2, p. 1, doi. 10.1007/s00362-025-01665-2
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Transfer learning for semiparametric varying coefficient spatial autoregressive models.
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- Statistical Papers, 2025, v. 66, n. 2, p. 1, doi. 10.1007/s00362-025-01662-5
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Nonparametric testing of first-order structure in point processes on linear networks.
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- Statistical Papers, 2025, v. 66, n. 2, p. 1, doi. 10.1007/s00362-024-01657-8
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Detecting small clusters in the stochastic block model: Detecting small clusters...: F. Ye et al.
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- Statistical Papers, 2025, v. 66, n. 2, p. 1, doi. 10.1007/s00362-025-01660-7
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Bayesian empirical likelihood inference and order shrinkage for a hysteretic autoregressive model: Bayesian empirical likelihood inference...: W. Wang et al.
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- Statistical Papers, 2025, v. 66, n. 2, p. 1, doi. 10.1007/s00362-025-01659-0
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Testing for changes in the error distribution in functional linear models: Testing for changes in the error distribution...: N. Neumeyer, L. Selk.
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- Statistical Papers, 2025, v. 66, n. 2, p. 1, doi. 10.1007/s00362-024-01656-9
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Density model checks via the lack-of-fitness: Density model checks via the lack-of-fitness: V. Patilea, F. Portier.
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- Statistical Papers, 2025, v. 66, n. 2, p. 1, doi. 10.1007/s00362-024-01655-w
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Omnibus diagnostic procedures for vector multiplicative errors models: Omnibus diagnostic procedures for vector...: S. G. Meintanis.
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- Statistical Papers, 2025, v. 66, n. 2, p. 1, doi. 10.1007/s00362-024-01653-y
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Testing homoscedasticity of a large number of populations: Testing homoscedasticity of a large...: M. D. Jiménez-Gamero et al.
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- Statistical Papers, 2025, v. 66, n. 2, p. 1, doi. 10.1007/s00362-024-01650-1
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Bayesian influence diagnostics for a multivariate GARCH model.
- Published in:
- Statistical Papers, 2025, v. 66, n. 2, p. 1, doi. 10.1007/s00362-024-01649-8
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- Article