págs. 577-601
Covariate Selection for the Semiparametric Additive Risk Model.
Torben Martinussen, Thomas H. Scheike
págs. 602-619
Variable Selection for Panel Count Data via Non-Concave Penalized Estimating Function.
Xingwei Tong, Xin He, Liuquan Xu, Jianguo Sun
págs. 620-635
Accelerated Recurrence Time Models.
Yijian Huang, Limin Peng
págs. 636-648
Non-parametric Tests for Recurrent Events under Competing Risks.
Jean-Yves Dauxois, Sophie Sencey
págs. 649-670
págs. 671-685
Diagnostic Measures for Generalized Linear Models with Missing Covariates.
Hongtu Zhu, Joseph G. Ibrahim, Xiaoyan Shi
págs. 686-712
págs. 713-734
págs. 735-748
Log-density Deconvolution by Wavelet Thresholding.
Jérémie Bigot, Sébastien Bellegem
págs. 749-763
Jayanta Kumar Pal
págs. 764-781
Goodness-of-Fit Tests for Multiplicative Models with Dependent Data.
Holger Dette, Juan Carlos Pardo Fernández , Ingrid Van Keilegom
págs. 782-799
Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes.
Marios Sergides, Efstathions Paparoditis
págs. 800-821
Extensions of a Conflict Measure of Inconsistencies in Bayesian Hierarchical Models.
Jorund Gasemyr, Bent Natvig
págs. 822-838
Hybrid Samplers for Ill-Posed Inverse Problems.
Radu Herbei, Ian W. McKeague
págs. 839-853
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