Referencias Analíticas
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Testing in logistic regression models based on f-divergences measures
Pardo, Julio Angel
; Pardo, Leandro
; Pardo, Maria del Carmen
p982-1006, 25p
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Spacings, exceedances and concomitants in progressive type II censoring scheme
Bairamov, Ismiha
; Eryilmaz, Serkan
; Ery1lmaz, Serkan
p527-536, 10p
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Some advances in optimal designs in contingent valuation studies
Gunduz, Necla
; Torsney, Ben
p1153-1165, 13p
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Simultaneous confidence intervals for the successive ratios of scale parameters
Singh, Parminder
p1007-1019, 13p
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Setup adjustment under unknown process parameters and fixed adjustment cost
Lian, Zilong
; Del Castillo, Enrique
p1039-1060, 22p
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Semiparametric lower bounds for tail index estimation
Beirlant, Jan
; Bouquiaux, Christel
; Werker, Bas J.M.
p705-729, 25p
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Semiparametric lower bounds for tail index estimation
Beirlant, Jan
; Bouquiaux, Christel
; Werker, Bas J.M.
p705-729, 25p
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Sample size determination for 2-step studies with dichotomous response
Tang, Man-Lai
; Tang, Nian-Sheng
; Carey, Vicent J.
p1166-1180, 15p
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Regression problems under Poisson variability arise in many different scientific areas such as, for examples, astrophysics and medical imaging. This article considers the problem of bandwidth selection for kernel smoothing of Poisson data. Its first contribution is the proposal of a new bandwidth selection method that aims to choose the bandwidth that minimizes the Kullback–Leibler (KL) distance between the estimated and the unknown true regression functions. The idea behind is to first construct an estimat
Albers, Willem
; Kallenberg, wilbert C.M.
; Nurdiati, Sri
p909-941, 33p
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Ranked-set sample nonparametric quantile confidence intervals
Ozturk, Omer
; Deshpande, Jayant V.
p570-577, 8p
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On semiparametric M-estimation in single-index regression
Delecroix, Michel
; Hristache, marian
; Patilea, Valentin
p730-769, 40p
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On Poisson signal estimation under Kullback–Leibler discrepancy and squared risk
Hannig, Jan
; Lee, Thomas C.M.
p882-908, 27p
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On local likelihood density estimation when the bandwidth is large
Park, Byeong U
; Lee, Young Kyung
; Kim, Tae Yoon
; Park, Cheolyong
; Eguchi , Shinto
p839-859, 21p
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Normalizing unbiased estimating functions
Wang, jinfang
; Taneichi, Nobuhiro
p689-704, 16p
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Nonparametric homogeneity tests
Butucea, Cristina
; Tribouley, Karine
p597-639, 43p
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Nonparametric Bayesian survival analysis using mixtures of Weibull distributions
Kottas, Athanasios
p578-596, 19p
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Maximum likelihood analysis of masked series system lifetime data
Mukhopadhyay, Chiranjit
p803-838, 36p
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LAN theorem for non-Gaussian locally stationary processes and its applications
Hirukawa, Junichi
; Taniguchi, Masanobu
p640-688, 49p
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Estimating the retransformed mean in a heteroscedastic two-part model
Welsh, A.H.
; Zhou, X.H.
p860-881, 22p
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Ergodic decomposition of a stationary channel operator
Kakihara, Yuichiro
p770-779, 10p
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Double robust estimation in longitudinal marginal structural models
Yu, Zhuo
; Laan , Mark van der
p1061-1089, 29p
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Designs in nonlinear regression by stochastic minimization of functionals of the mean square error matrix
Gauchi, J.P.
; Pazman, A.
p1135-1152, 18p
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Construction of optimal designs using a clustering approach
Mandal, S.
; Torsney, B.
p1120-1134, 15p
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Comparison of designs for computer experiments
Bursztyn, Dizza
; Steinberg, David M.
p1103-1119, 17p
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Bartlett-type adjustments for empirical discrepancy test statistics
Bravo, Francesco
p537-554, 18p
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An aging notion derived from the increasing convex ordering: the NBUCA class
Ahmad, I.A.
; Ahmed, A.
; Elbatal, I.
; Kayid, M.
p555-569, 15p
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A note on the economic management of inventory or resource under stochastic prices
Jia, Siwei
p1020-1038, 19p
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A maximin criterion for the logistic random intercept model with covariates
Ouwens, Mario J.N.M.
; Tan, Frans E.S.
; Berger, P.F.
p962-981, 20p
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A functional law of the iterated logarithm for kernel-type estimators of the tail index
necir, Abdelhakim
p780-802, 23p
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A discrete analogue of the Laplace distribution
Inusah, Seidu
; Kozubowski, Tomasz J
p1090-1102, 13p
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A Dirichlet random coefficient regression model for quality indicators
Peña, Daniel
; Yohai, Victor
p942-961, 20p
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A consistent model selection for orthogonal regression under component-wise shrinkage
Hagiwara, Katsuyuki
p1181-1195, 15p
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