Volume 44.
(as bibtex)
43 references.
Articles
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1-22. Size and power of some cointegration tests under structural breaks and heteroskedastic noise
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1-22. Size and power of some cointegration tests under structural breaks and heteroskedastic noises
Höglund, Rune,
Östermark, Ralf
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107-115. Relative squared error prediction in the generalized linear regression model
Arnold, Bernhard F.,
Stahlecker, Peter
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117-124. On the use of the Stein variance estimator in the double k-class estimator when each individual regression coefficient is estimated
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117-124. On the use of the Stein variance estimator in the double $k$-class estimator when each individual regression coefficient is estimated
Namba, Akio
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125-130. A generalized Pearson system useful in reliability analysis
Sankaran, P. G.,
Unnikrishnan Nair, N.,
Sindhu, T. K.
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131-140. Conditional moments of record times
Stepanov, A.
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151-167. Higher order moments of order statistics from INID exponential random variables
Childs, Aaron
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169-182. Nonsense regressions due to neglected time-varying means
Hassler, Uwe
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183-201. Strong convergence rate of the least median absolute estimator in linear regression models
Ip, W. C.,
Yang, Ying,
Kwan, P. Y. K.,
Kwan, Y. K.
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203-216. Estimation of unimodal densities based on the $f$$Q$-system
Scheffner, Axel,
Runde, Ralf
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203-216. Estimation of unimodal densities based on the FQ-System
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217-232. Estimation of regression models with equi-correlated responses when some observations on the response variable are missing
Toutenburg, H.,
Shalabh
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23-45. On influence diagnostic in univariate elliptical linear regression models
Galea, Manuel,
Paula, Gilberto A.,
Uribe-Opazo, Miguel
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233-248. A modified generalized mixed regression estimator when disturbances are nonnormal
Verma, Sanjay,
Singh, R. Karan
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249-256. Admissibility of estimators in the non-regular family under entropy loss function
Farsipour, N. Sanjari
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257-266. On best affine prediction
Neudecker, Heinz,
Satorra, Albert
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267-278. Estimation of finite population parameters with several realizations
Ruiz Espejo, M.,
Delgado Pineda, M.,
Nadarajah, S.
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279-288. A note on closure of the ILR and DLR classes under formation of coherent systems
Franco, Manuel,
Ruiz, M. Carmen,
Ruiz, José M.
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289-289. Acknowledgement of priority to "Redundant observations at testing i.i.d. random variables" (2002V43 p595-602)
Konopka, J\’’org,
Schmitz, Norbert
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301-313. UMVU estimation of the reliability function of the generalized life dispersions
Chaturvedi, Ajit,
Tomer, Sanjeev K.
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301-313. UMVU estimation of the reliability function of the generalized life distributions
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315-334. Estimators of the multiple correlation coefficient: Local robustness and confidence intervals
Croux, Christophe,
Dehon, Catherine
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335-348. Identification of outliers in a one-way random effects model
Wellmann, Jürgen,
Gather, Ursula
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349-366. Asymptotic approximations for the distributions of the $K\phi$-divergence goodness-of-fit statistics
Pérez, T.,
Pardo, J. A.
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349-366. Asymptotic approximations for the distributions of the Kø-divergence goodness-of-fit statistics
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367-382. Estimation of the mean of the exponential distribution using moving extremes ranked set sampling
Al-Saleh, Mohammad Fraiwan,
Al-Hadhrami, Said Ali
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383-396. Tests for the order of integration against higher order integration
Shin, Dong Wan,
Oh, Man-Suk
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397-419. On conditional sampling strategies
Wywial, Janusz
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421-432. Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances
Jeske, Roland,
Song, Seuck Heun
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433-442. A family of shrinkage estimators for the square of mean in normal distribution
Singh, Housila P.,
Shukla, Sushil K.
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455-468. Nonparametric confidence and tolerance intervals from record values data
Ahmadi, J.,
Arghami, N. R.
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469-482. The finite-sample performance of robust unit root tests
Carstensen, Kai
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47-65. Maximum likelihood estimators in regression models with infinite variance innovations
Paulaauskas, Vygantas,
Rachev, Svetlozar T.
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483-497. An approximation to the generalized hypergeometric distribution
Hida, Eisuke,
Akahira, Masafumi
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499-518. General affine transform families: Why is the Pareto an exponential transform?
Hürlimann, Werner
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521-534. A test for uniformity based on informational energy
Pardo, M. C.
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535-554. R-charts for the exponential, Laplace and logistic processes
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535-554. $R$-charts for the exponential, Laplace and logistic processes
Sim, C. H.,
Wong, W. K.
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555-579. Imputation by power transformation
Singh, Sarjinder,
Deo, Balbinder
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581-595. On dependency in double-hurdle models
Smith, Murray D.
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67-88. A new class of discrete distributions with complex parameters
Rodríguez-Avi, Joseé,
Conde-Sánchez, Antonio,
Sáez-Castillo, Antonio Joseé
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89-105. The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models
Salau, M. O.