Canadian Journal of Statistics = Revue Canadienne de Statistique

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  Año 2013, Vol. 41, Número 1. Texto Completo Ejemplar / Gemai Chen (aut.), Xiaoyi Min (aut.)

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    Statistical inference for multivariate partially linear regression models

    Jinhong You, Yong Zhou

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    págs. 1-22

    
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    Parallelism, uniqueness, and large-sample asymptotics for the Dantzig selector

    Lee Dicker, Xihong Lin

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    págs. 23-35

    
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    Positive quadrant dependence testing and constrained copula estimation

    Irène Gijbels , Dominik Sznajder

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    págs. 36-64

    
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    Multivariate Kendall's tau for change-point detection in copulas

    Jean-Pierre Francois, Mériem Saïd, Anne-Catherine Favre

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    págs. 65-82

    
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    A matching prior based on the modified profile likelihood in a generalized Weibull stress-strength model

    Dongchu Sun, Xiaoyi Min

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    págs. 83-97

    
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    Consistency of maximum likelihood estimators in a large class of deconvolution models

    Piet Groeneboom, Geurt Jongbloed, Stefanie Michael

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    págs. 98-110

    
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    Robust location estimation with missing data

    Mariela Sued, Victor J. Yohai

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    págs. 111-132

    
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    Estimating prediction error in microarray classification: Modifications of the 0.632+ bootstrap when equation image

    Wenyu Jiang, Mingshu Chen

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    págs. 133-150

    
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    A cluster-sample approach for Monte Carlo integration using multiple samplers

    Zhiqiang Tan

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    págs. 151-173

    
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    Analyzing panel count data with a dependent observation process and a terminal event

    Hui Zhao, Yang Li, Jianguo Sun

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    págs. 174-191

    
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    Three-level regular designs with general minimum lower-order confounding

    Zhiming Li, Tiangang Zhuang, Runchu Zhang

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    págs. 192-210