Volume 61.
(as bibtex)
61 references.
Articles
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1-26. Multiple comparisons of several homoscedastic multivariate populations
Kakizawa, Yoshihide
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111-141. On the estimation of a monotone conditional variance in nonparametric regression
Dette, Holger,
Pilz, Kay
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143-157. Constrained optimal discrimination designs for Fourier regression models
Biedermann, Stefanie,
Dette, Holger,
Hoffmann, Philipp
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159-179. Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law
Soegner, Leopold,
Sogner, Leopold,
Fruehwirth-Schnatter, Sylvia,
Fruhwirth-Schnatter, Sylvia,
Frühwirth-Schnatter, Sylvia,
Sögner, Leopold
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181-195. Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling
Masuda, Hiroki
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197-213. Varying-coefficient model for the occurrence rate function of recurrent events
Chiang, Chin-Tsang,
Wang, Mei-Cheng
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215-234. Estimating a bounded parameter for symmetric distributions
Marchand, Eric,
Perron, Francois,
Marchand, Éric,
Perron, François
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235-249. Exact two-sample nonparametric test for quantile difference between two populations based on ranked set samples
Ozturk, Omer,
Balakrishnan, N.
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251-274. Exact inference for a simple step-stress model from the exponential distribution under time constraint
Balakrishnan, N.,
Xie, Qihao,
Kundu, D.
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27-46. Generalized partially linear mixed-effects models incorporating mismeasured covariates
Liang, Hua
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27-46. Generalized partially mixed-effects models incorporating mismeasured covariates
Liang, Hua
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275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
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275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
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275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
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275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
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275-289. M-decomposability and symmetric unimodal densities in one dimension
Chia, Nocholas,
Nakano, Junji
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275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
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275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
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275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
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275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
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275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
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275-289. \({\mathcal{M}}\) -decomposability and symmetric unimodal densities in one dimension
Nakano, Junji,
Chia, Nicholas
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291-308. On regression model selection for the data with correlated errors
Wei, Wen Hsiang
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309-329. Log-linear modeling using conditional log-linear structures
Vellaisamy, P.,
Vijay, V.
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331-353. Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data
Ando, Tomohiro,
Konishi, Sadanori
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355-370. Bayesian isotonic changepoint analysis
Alvarez, Enrique E.,
Dey, Dipak K.
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371-390. On a model of sequential point patterns
Shecherbakov, V.
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391-411. M-estimation in nonparametric regression under strong dependence and infinite variance
Chan, Ngai Hang,
Zhang, Rongmao
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413-439. Nonparametric density estimation for linear processes with infinite variance
Honda, Toshio
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441-460. Conditional independence, conditional mixing and conditional association
Rao, B. L. S. Prakasa
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461-476. A class of rank-based test for left-truncated and right-censored data
Shen, Pao-sheng
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47-84. Statistical estimation in partial linear models with covariate data missing at random
Wang, Qi-Hua
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477-498. Higher-order accurate polyspectral estimation with flat-top lag-windows
Berg, Arthur,
Politis, Dimitris N.
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499-516. On waiting time distributions associated with compound patterns in a sequence of multi-state trials
Inoue, Kiyoshi,
Aki, Sigeo
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517-530. On V-orthogonal projectors associated with a semi-norm
Tian, Yongge,
Takane, Yoshio
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531-542. Improved prediction for a multivariate normal distribution with unknown mean and variance
Kato, Kengo
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543-578. Consistency of the instrumental weighted variables
Víšek, Jan Ámos
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579-598. Testing the tail index in autoregressive models
Jureckova, Jana,
Jurečková, Jana,
Koul, Hira L.,
Picek, Jan
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599-628. Estimating the intensity of a cyclic Poisson process in the presence of linear trend
Helmers, Roelof,
Mangku, I. Wayan
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629-661. Third-order asymptotic expansion of $M$-estimators for diffusion processes
Sakamoto, Yuji,
Yoshida, Nakahiro
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629-661. Third-order asymptotic expansion of M-estimators for diffusion processes
Yoshida, Nakahiro,
Sakamoto, Yuji
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663-690. Efficient and fast spline-backfitted kernel smoothing of additive models
Wang, Jing,
Yang, Lijian
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691-714. Optimal testing for additivity in multiple nonparametric regression
Abramovich, Felix,
De Feis, Italia,
Sapatinas, Theofanis
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715-751. Jump-preserving surface reconstruction from noisy data
Qiu, Peihua
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753-772. Stochastic monotonicity of the MLE of exponential mean under different censoring schemes
Balakrishnan, N.,
Iliopoulos, G.
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773-787. Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses
Otsu, Taisuke
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789-810. Uniformly robust tests in errors-in-variables models
Huwang, Longcheen,
Steve Huang, Y. H.,
Tina Wang, Yi-Hua
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811-833. Functional regression modeling via regularized Gaussian basis expansions
Araki, Yuko,
Konishi, Sadanori,
Kawano, Shuichi,
Matsui, Hidetoshi
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835-859. Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors
Choi, Taeryon
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85-109. Asymptotic properties of local polynomial regression with missing data and correlated errors
Perez-Gonzalez, A.,
Vilar-Fernandez, J. M.,
Gonzalez-Manteiga, W.,
Pérez-González, A.,
Vilar-Fernández, J. M.,
González-Manteiga, W.
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861-886. A simple test for the parametric form of the variance function in nonparametric regression
Dette, Holger,
Hetzler, Benjamin
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887-903. Proportional hazards regression under progressive type-II censoring
Alvarez-Andrade, Sergio,
Balakrishnan, N.,
Bordes, Laurent
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905-918. Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models
Zou, Qingming,
Zhu, Zhongyi,
Wang, Jinglong
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919-928. Goodness of fit test for ergodic diffusion processes
Negri, Ilia,
Nishiyama, Yoichi
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929-948. Point process diagnostics based on weighted second-order statistics and their asymptotic properties
Adelfio, Giada,
Schoenberg, Frederic Paik
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929-948. Point process diagnostics based on weighted second-order statistics and their asymptotic properties
Adelfio, Giada,
Schoenberg, Frederic Paik
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949-967. Metropolis-Hastings algorithms with acceptance ratios of nearly 1
Kamatani, Kengo
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969-993. Merging of opinions in game-theoretic probability
Vovk, Vladimir
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995-1017. Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality
Ogasawara, Haruhiko
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-. Generalized Neyman–Pearson optimality of empirical likelihood for testing parameter hypotheses
Otsu, Taisuke
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-. Metropolis–Hastings Algorithms with acceptance ratios of nearly 1
Kamatani, Kengo