Empirical likelihood inference for multiple censored samples
Song Cai, Jiahua Chen
págs. 212-232
Analysis of censored data under heteroscedastic transformation regression models with unknown transformation function
Qihua Wang, Xuan Wang
págs. 233-245
Testing the heteroscedastic error structure in quantile varying coefficient models
Irène Gijbels, Mohammed A. Ibrahim, Anneleen Verhasselt
págs. 246-264
Robust precision matrix estimation via weighted median regression with regularization
Hyonho Chun, Myung Hee Lee, Sung-Ho Kim, Jihwan Oh
págs. 265-278
On the minimum coverage probability of model averaged tail area confidence intervals
Paul Kabaila
págs. 279-297
Combining ROC curves using MAMSE weighted distributions
Jean-François Plante, Jean-Baptiste Débordès
págs. 298-315
Conditional Akaike information under covariate shift with application to small area estimation
Yuki Kawakubo, Shonosuke Sugasawa, Tatsuya Kubokawa
págs. 316-335
Locally optimal designs for binary dose‐response models
Yi Zhai, Zhide Fang
págs. 336-354
Goodness‐of‐fit tests for Lévy‐driven Ornstein‐Uhlenbeck processes
Ibrahim Abdelrazeq, B. Gail Ivanoff, Rafal Kulik
págs. 355-376
© 2001-2024 Fundación Dialnet · Todos los derechos reservados
Coordinado por: