Duration analysis in longitudinal studies with intermitent observation times and losses to followup.
D. M. Hajducek, Jerald Franklin Lawless
págs. 1-22
Constrined nonparametric maximun likelihood estimation of stochastically ordered survivor functions.
Yongseok Parker, John D. Kalbfleisch, Jeremy M G. Taylor
págs. 22-39
Binbing Yu, Ram C. Tiwari
págs. 40-54
A stochastic graph process for epidemic modelling.
Yasaman Hosseinkashi, Shojaeddin Chenouri, Christopher G. Small, Rob Deardon
págs. 55-67
Truncated regular vines in high dimensions with application to financial data.
E. C. Brechmann, C. Czado, K. Aas
págs. 68-85
Pair-copula constructions for non-Gaussian DAG models.
Alexander Bauer, Claudia Czado, Thomas Klein
págs. 86-109
págs. 110-123
Fully efficient estimations of coefficients of correlation in the presence of imputed survey data.
Guillaume Chauvet, David Haziza
págs. 124-149
A resampling approach to estimate variance components of multilevel models.
Zilin Wang, Mary E. Thompson
págs. 150-171
Bounded influence nonlinear signe-rank regression.
Huybrechts Bindele, Asheber Abebe
págs. 172-189
Constrained penalized splines.
Mary C. Meyer
págs. 190-206
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