págs. 1877-1890
Calibrated FFT-based density approximations for -stable distributions
Svetlozar T. Rachev, Christian Menn
págs. 1891-1904
Ana María Aguilera del Pino, Mariano J. Valderrama, Manuel Escabias
págs. 1905-1924
Elvan Ceyhan, Carey E. Priebe, John C. Wierman
págs. 1925-1964
págs. 1965-1994
Regional residual plots for assessing the fit of linear regression models
O. Thas, J.P. Ottoy, E. Deschepper
págs. 1995-2013
Bounding maximum likelihood estimates based on incomplete ordered data
Arturo J. Fernández
págs. 2014-2027
Data analysis using regression models with missing observations and long-memory: an application study
Hector Jorquera, Pilar Iglesias, Wilfredo Palma
págs. 2028-2043
págs. 2044-2064
Multivariate distribution models with generalized hyperbolic margins
Eric Stützle, Tomas Hrycej, Rafael Schmidt
págs. 2065-2096
Self-organizing map visualizing conditional quantile functions with multidimensional covariates
Timo Similä
págs. 2097-2110
On the permutation test in canonical correlation analysis
Takakazu Sugiyama, Tomoya Yamada
págs. 2111-2123
Discontinuities in indirect estimation: An application to EAR models
Giorgio Calzolari, Francesca Di Iorio
págs. 2124-2136
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