Stochastic variational inference for clustering short text data with finite mixtures of Dirichlet-Multinomial distributions.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01702-0
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Works matching IS 09325026 AND DT 2025 AND VI 66 AND IP 4
Results: 37
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Conditional quantile estimation for GARCH model based on mixed-frequency data.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01704-y
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3
Quantiles under the sub-linear expectations.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01705-x
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4
Estimation of the population mean under imperfect simple Z ranked set sampling.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01707-9
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5
On a modified Watson test for spherical location.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-024-01651-0
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6
Piecewise monotone estimation in one-parameter exponential families.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01697-8
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7
On weighted version of dynamic residual inaccuracy measure using extropy in order statistics with applications in model selection.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01696-9
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8
On weighted version of dynamic residual inaccuracy measure using extropy in order statistics with applications in model selection.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01696-9
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9
The general linear hypothesis testing problem for multivariate functional data with applications.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01698-7
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10
The general linear hypothesis testing problem for multivariate functional data with applications.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01698-7
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11
Model detection and variable selection for semiparametric additive spatial autoregressive model: Model detection and variable selection...: J. Yang et al.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01699-6
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12
Tweedie compound Poisson multivariate state space models for semicontinuous time series.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01703-z
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13
Influence diagnostics for ridge regression using the Kullback–Leibler divergence.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01701-1
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14
Online convex optimization for survival analysis: an adaptive and stochastic approach.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01706-w
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15
k-hull depth: in between simplicial and halfspace depth.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01709-7
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16
k-hull depth: in between simplicial and halfspace depth.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01709-7
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- Publication type:
- Article
17
Copula hurdle GARCH models for multivariate non-negative time series.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01713-x
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18
Copula hurdle GARCH models for multivariate non-negative time series.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01713-x
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19
Bagging and regression trees in individual claims reserving.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01715-9
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20
Bagging and regression trees in individual claims reserving.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01715-9
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21
Some distributions related to double records in iid sequences.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01695-w
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22
From screening to variable selection by an iterative nonparametric procedure based on derivatives.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01700-2
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23
From screening to variable selection by an iterative nonparametric procedure based on derivatives.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01700-2
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24
Observations concerning the estimation of Heston’s stochastic volatility model using HF data.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01710-0
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25
Observations concerning the estimation of Heston’s stochastic volatility model using HF data.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01710-0
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- Publication type:
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26
Deflation properties in tensor-based eye blink removal algorithm.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01714-w
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27
Deflation properties in tensor-based eye blink removal algorithm.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01714-w
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28
On variability of the mean inactivity time at random time.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01719-5
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29
On variability of the mean inactivity time at random time.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01719-5
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30
Largest magnitude for off-diagonal auto-correlation coefficients in high dimensional framework.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01693-y
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31
Characteristic function and moment generating function of multivariate folded normal distribution.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01711-z
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32
Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01708-8
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33
On estimation of a partitioned covariance matrix with linearly structured blocks.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01718-6
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34
A novel goodness of fit test for the truncated and non-truncated Yule distributions.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01721-x
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35
Special issue on “Goodness-of-Fit, Change Point and Related Problems”.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01722-w
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36
Imitated student’s t distribution: a Bayesian approach.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01720-y
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37
Unveiling outliers with robust covariance matrix estimation: a shrinkage approach: Unveiling outliers with robust covariance matrix estimation...: Vijayalakshmi S. et al.
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- Statistical Papers, 2025, v. 66, n. 4, p. 1, doi. 10.1007/s00362-025-01694-x
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- Article