Least median of squares and regression through the origin
Humberto Barreto, David Maharry
págs. 1391-1397
On quantile estimation by bootstrap
Erik Brodin
págs. 1398-1406
Effect of using principal coordinates and principal components on retrieval of clusters
William D. Warde, Seong S. Chae
págs. 1407-1417
págs. 1418-1440
págs. 1441-1451
Renato Coppi, Pierpaolo D'Urso
págs. 1452-1477
Stock and bond return predictability: the discrimination power of model selection criteria
Rosario Dell¿Aquila, Elvezio Ronchetti
págs. 1478-1495
págs. 1496-1523
A. Mkhadri, B. Hafidi
págs. 1524-1550
págs. 1551-1564
págs. 1565-1582
Nonparametric estimation of the coefficient of overlapping¿theory and empirical application
Axel Schmidt, Friedrich Schmid
págs. 1583-1596
Shun-Fang Wang, Nian-Sheng Tang, Xue-Ren Wang
págs. 1597-1614
págs. 1615-1624
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