Multivariate L-estimation
Ricardo Fraiman, Jean Meloche
págs. 255-317
On the concepts of admissibility and coherence
Cesáreo Villegas, Camilo J. Martínez
págs. 319-338
Bayesian analysis of nonlinear regression with equicorrelated elliptical errors
Jacek Osiewalski
págs. 339-344
Bootstrapping forecast intervals in ARCH models
Jesús Ángel Miguel Álvarez, M. Pilar Olave Rubio
págs. 345-364
Nonparametric tests for model selection with time series data
Javier Hidalgo
págs. 365-398
Discrete uniform mixtures via posterior means
Arjun K. Gupta, Jacek Wesolowski
págs. 399-409
Mixed regression estimator under inclusion of some superfluous variables
Madhulika Dube
págs. 411-418
Integration and backfitting methods in additive models - finite sample properties and comparison
Oliver Linton, Wolfrang Härdle, Stefan A. Sperlich
págs. 419-458
Temporal and contemporaneous disaggregation of multiple economic time series
Víctor Manuel Guerrero Ayuso, Fabio H. Nieto
págs. 459-489
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