Single-Index Additive Vector Autoregressive Time Series Models.
Yehua Li, Marc G. Genton
págs. 369-388
Local Power Analyses of Goodness-of-fit Tests for Copulas.
Daniel Berg, Jean-François Quesy
págs. 389-412
Empirical Likelihood for Non-Smooth Criterion Functions.
Elisa M. Molanes, Ingrid Van Keilegom, Noel Vera Verbeke
págs. 413-432
Empirical Likelihood-Based Inferences for Generalized Partially Linear Models.
Hua Liang, YongSong Qin, Xinyu Zhang, David Ruppert
págs. 433-443
Empirical Likelihood Inference for the Cox Model with Time-dependent Coefficients via Local Partial Likelihood .
Yanqing Sun, Rajeshwari Sundaram, Yichuan Zhao
págs. 444-462
Simpson's Paradox in Survival Models.
Clelia Di Serio, Yosef Rinott, Marco Scarsini
págs. 463-480
Marginal Regression Analysis for Semi-Competing Risks Data Under Dependent Censoring.
A. Adam Ding, Guangkai Shi, Weijing Wang, Jin-Jian Hsieh
págs. 481-500
Generalized Augmentation to Control the False Discovery Exceedance in Multiple Testing.
Alessio Farcomeni
págs. 501-517
Change-Point Tests for the Error Distribution in Non-parametric Regression.
Natalie Neumeyer, Ingrid Van Keilegom
págs. 518-541
An Optimal Retrospective Change Point Detection Policy.
Albert Vexler, Chengqing Wu
págs. 542-558
Parameterizations and Fitting of Bi-directed Graph Models to Categorical Data.
Monia Lupparelli, Giovanni M. Marchetti, Wicher P. Bergsma
págs. 559-576
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