Testing for zero inflation and overdispersion in INAR(1) models
来源期刊:Statistical PapersDOI:10.1007/S00362-016-0851-Y
A note on quantile feature screening via distance correlation
来源期刊:Statistical PapersDOI:10.1007/S00362-017-0894-8
Logistic Liu Estimator under stochastic linear restrictions
来源期刊:Statistical PapersDOI:10.1007/S00362-016-0856-6
Optimal subsampling for softmax regression
来源期刊:Statistical PapersDOI:10.1007/S00362-018-01068-6
A simple non-parametric test for decreasing mean time to failure
来源期刊:Statistical PapersDOI:10.1007/S00362-016-0827-Y
Least squares estimator for Ornstein–Uhlenbeck processes driven by fractional Lévy processes from discrete observations
来源期刊:Statistical PapersDOI:10.1007/S00362-017-0918-4
New recommended designs for screening either qualitative or quantitative factors
来源期刊:Statistical PapersDOI:10.1007/S00362-019-01089-9
Parameter estimation for the Pareto distribution based on ranked set sampling
来源期刊:Statistical PapersDOI:10.1007/S00362-019-01102-1
Estimation methods for the LRD parameter under a change in the mean
来源期刊:Statistical PapersDOI:10.1007/S00362-016-0839-7
A two-sample test for the error distribution in nonparametric regression based on the characteristic function
来源期刊:Statistical PapersDOI:10.1007/S00362-017-0878-8
Stochastic properties of a weighted frailty model
来源期刊:Statistical PapersDOI:10.1007/S00362-016-0826-Z
Estimating change points in nonparametric time series regression models
来源期刊:Statistical PapersDOI:10.1007/s00362-020-01162-8
An adaptive estimation for covariate-adjusted nonparametric regression model
来源期刊:Statistical PapersDOI:10.1007/S00362-019-01084-0
Asymptotic properties of maximum likelihood estimators with sample size recalculation
来源期刊:Statistical PapersDOI:10.1007/S00362-019-01095-X
Classification rules based on distribution functions of functional depth
来源期刊:Statistical PapersDOI:10.1007/S00362-016-0841-0
Order patterns, their variation and change points in financial time series and Brownian motion
来源期刊:Statistical PapersDOI:10.1007/s00362-020-01171-7
Performance of the restricted almost unbiased type principal components estimators in linear regression model
来源期刊:Statistical PapersDOI:10.1007/S00362-016-0821-4
Stochastic and ageing properties of coherent systems with dependent identically distributed components
来源期刊:Statistical PapersDOI:10.1007/S00362-016-0850-Z
Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
来源期刊:Statistical PapersDOI:10.1007/S00362-016-0846-8
Poisson–Poisson item count techniques for surveys with sensitive discrete quantitative data
来源期刊:Statistical PapersDOI:10.1007/S00362-017-0895-7
Small area estimation under transformed nested-error regression models
来源期刊:Statistical PapersDOI:10.1007/S00362-017-0879-7
Optimal design of inspection times for interval censoring
来源期刊:Statistical PapersDOI:10.1007/S00362-018-01067-7
A-optimal and D-optimal censoring plans in progressively Type-II right censored order statistics
来源期刊:Statistical PapersDOI:10.1007/S00362-017-0877-9
Estimation based on progressively type-I hybrid censored data from the Burr XII distribution
来源期刊:Statistical PapersDOI:10.1007/s00362-016-0849-5
Optimality of block designs under the model with the first-order circular autoregression
来源期刊:Statistical PapersDOI:10.1007/S00362-018-01077-5
Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models
来源期刊:Statistical PapersDOI:10.1007/S00362-019-01107-W
On a multivariate IFR and positively dependent lifetime model induced by multiple shot-noise processes
来源期刊:Statistical PapersDOI:10.1007/S00362-019-01099-7
Chi-square processes for gene mapping in a population with family structure
来源期刊:Statistical PapersDOI:10.1007/S00362-016-0835-Y
Minimax estimation of the common variance and precision of two normal populations with ordered restricted means
来源期刊:Statistical PapersDOI:10.1007/S00362-019-01090-2
Pseudo-maximum likelihood estimators in linear regression models with fractional time series
来源期刊:Statistical PapersDOI:10.1007/S00362-019-01091-1
Dimension reduction for functional regression with a binary response
来源期刊:Statistical PapersDOI:10.1007/S00362-019-01083-1
On the unimodality of the likelihood ratio with applications
来源期刊:Statistical PapersDOI:10.1007/S00362-016-0834-Z
Locally D-optimal designs for a wider class of non-linear models on the k-dimensional ball
来源期刊:Statistical PapersDOI:10.1007/s00362-018-01078-4
Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator
来源期刊:Statistical PapersDOI:10.1007/s00362-019-01122-x
The optimal stopping problem revisited
来源期刊:Statistical PapersDOI:10.1007/S00362-019-01088-W
Application of the full Bayesian significance test to model selection under informative sampling
来源期刊:Statistical PapersDOI:10.1007/S00362-016-0828-X
Minimum distance estimation of the binormal ROC curve
来源期刊:Statistical PapersDOI:10.1007/S00362-017-0915-7
Correction to: A seasonal geometric INAR process based on negative binomial thinning operator
来源期刊:Statistical PapersDOI:10.1007/S00362-019-01097-9
Nonparametric tests for ordered quantiles
来源期刊:Statistical PapersDOI:10.1007/S00362-016-0859-3
Test on the linear combinations of covariance matrices in high-dimensional data
来源期刊:Statistical PapersDOI:10.1007/S00362-019-01110-1
Properties of optimal regression designs under the second-order least squares estimator
来源期刊:Statistical PapersDOI:10.1007/S00362-018-01076-6
Testing for parametric component of partially linear models with missing covariates
来源期刊:Statistical PapersDOI:10.1007/S00362-016-0848-6
Estimation issues in the Exponential–Logarithmic model under hybrid censoring
来源期刊:Statistical PapersDOI:10.1007/S00362-019-01100-3
Least squares estimator of fractional Ornstein–Uhlenbeck processes with periodic mean for general Hurst parameter
来源期刊:Statistical PapersDOI:10.1007/S00362-019-01113-Y
On semiparametric transformation model with LTRC data: pesudo likelihood approach
来源期刊:Statistical PapersDOI:10.1007/S00362-018-01080-W
Estimating multiple breaks in mean sequentially with fractionally integrated errors
来源期刊:Statistical PapersDOI:10.1007/S00362-019-01104-Z
Sharp large deviations for a class of normalized L-statistics and applications
来源期刊:Statistical PapersDOI:10.1007/S00362-019-01109-8
Optimal robust estimators for families of distributions on the integers
来源期刊:Statistical PapersDOI:10.1007/s00362-020-01187-z
Sure independence screening in the presence of missing data
来源期刊:Statistical PapersDOI:10.1007/S00362-019-01115-W
Bayesian and classical estimation of reliability in a multicomponent stress-strength model under adaptive hybrid progressive censored data
来源期刊:Statistical PapersDOI:10.1007/S00362-019-01094-Y