Works in Annals of the Institute of Statistical Mathematics, 2025, Vol 77, Issue 1
Results: 6
Information projection approach to smoothed propensity score weighting for handling selection bias under missing at random: Information projection in missing data: H. Wang, J. K. Kim.
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- Annals of the Institute of Statistical Mathematics, 2025, v. 77, n. 1, p. 127, doi. 10.1007/s10463-024-00913-w
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- Article
Model free feature screening for large scale and ultrahigh dimensional survival data: Feature screening for large survival data: Y. Pan et al.
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- Annals of the Institute of Statistical Mathematics, 2025, v. 77, n. 1, p. 155, doi. 10.1007/s10463-024-00912-x
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- Article
Estimation of value-at-risk by Lp quantile regression: Estimation of VaR by Lp quantile regression: P. Sun et al.
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- Annals of the Institute of Statistical Mathematics, 2025, v. 77, n. 1, p. 25, doi. 10.1007/s10463-024-00911-y
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Improved confidence intervals for nonlinear mixed-effects and nonparametric regression models: Improved CI for nonlinear mixed-effects models: N. Zheng, N. Cadigan.
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- Annals of the Institute of Statistical Mathematics, 2025, v. 77, n. 1, p. 105, doi. 10.1007/s10463-024-00909-6
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Hidden AR process and adaptive Kalman filter: Hidden AR process and adaptive Kalman filter: Y. A. Kutoyants.
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- Annals of the Institute of Statistical Mathematics, 2025, v. 77, n. 1, p. 61, doi. 10.1007/s10463-024-00908-7
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Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field: Simplified quasi-likelihood analysis: N. Yoshida.
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- Annals of the Institute of Statistical Mathematics, 2025, v. 77, n. 1, p. 1, doi. 10.1007/s10463-024-00907-8
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- Article