Statistical inference for multivariate partially linear regression models
Jinhong You, Yong Zhou
págs. 1-22
Parallelism, uniqueness, and large-sample asymptotics for the Dantzig selector
Lee Dicker, Xihong Lin
págs. 23-35
Positive quadrant dependence testing and constrained copula estimation
Irène Gijbels, Dominik Sznajder
págs. 36-64
Multivariate Kendall's tau for change-point detection in copulas
Jean-Pierre Francois, Mériem Saïd, Anne-Catherine Favre
págs. 65-82
A matching prior based on the modified profile likelihood in a generalized Weibull stress-strength model
Dongchu Sun, Xiaoyi Min
págs. 83-97
Consistency of maximum likelihood estimators in a large class of deconvolution models
Piet Groeneboom, Geurt Jongbloed, Stefanie Michael
págs. 98-110
Robust location estimation with missing data
Mariela Sued, Victor J. Yohai
págs. 111-132
Estimating prediction error in microarray classification: Modifications of the 0.632+ bootstrap when equation image
Wenyu Jiang, Mingshu Chen
págs. 133-150
A cluster-sample approach for Monte Carlo integration using multiple samplers
Zhiqiang Tan
págs. 151-173
Analyzing panel count data with a dependent observation process and a terminal event
Hui Zhao, Yang Li, Jianguo Sun
págs. 174-191
Three-level regular designs with general minimum lower-order confounding
Zhiming Li, Tiangang Zhuang, Runchu Zhang
págs. 192-210
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