Higher Moments and Prediction-Based Estimation for the COGARCH(1,1) Model.
Enrico Bibbona, Ilia Negri
págs. 891-910
The Extensively Corrected Score for Measurement Error Models.
Yih-Huei Huang, Chi-Chung Wen, Yu-Hua Hsu
págs. 911-924
Non-parametric Copula Estimation Under Bivariate Censoring.
Svetlana Gribkova, Olivier Lopez
págs. 925-946
An Objective Bayesian Criterion to Determine Model Prior Probabilities.
Cristiano Villa, Stephen Walker
págs. 947-966
Fully Bayesian Binary Markov Random Field Models: Prior Specification and Posterior Simulation.
Petter Arnesen, Hakon Tjelmeland
págs. 967-987
Likelihood Ratio Tests for High-Dimensional Normal Distributions.
Tiefeng Jiang, Yongcheng Qi
págs. 988-1009
Estimation of Fibre Length Distributions from Fibre Endpoints.
Malte Kuhlmann, Claudia Redenbach
págs. 1010-1022
Estimation of the Jump Size Density in a Mixed Compound Poisson Process.
Fabienne Comte, Celine Duval, Valentine Genon Catalot, Johanna Kappus
págs. 1023-1044
Data Dependent Cells Chi-Square Test With Recurrent Events.
Akim Adekpedjou, Withanage A. De Mel, Gideon KD Zamba
págs. 1045-1064
Cluster-Specific Variable Selection for Product Partition Models.
Fernando A. Quintana, Peter Müller, Ana Luisa Papoila
págs. 1065-1077
Variance Estimation under Two-Phase Sampling.
Takumi Saegusa
págs. 1078-1091
Generalized Maximum Spacing Estimation for Multivariate Observations.
Kristi Kuljus, Bo Ranneby
págs. 1092-1108
págs. 1109-1126
págs. 1127-1135
Optimal PPS Sampling with Vanishing Auxiliary Variables – with Applications in Microscopy.
Ina Trolle Andersen, Ute Hahn, Eva B. Vedel Jensen
págs. 1136-1148
Clustered Survival Data with Left-truncation.
Frank Eriksson, Torben Martinussen, Thomas H. Scheike
págs. 1149-1166
A Model Specification Test For GARCH(1,1) Processes-
Anne Leucht, Jens-Peter Kreiss, Michael H. Neumann
págs. 1167-1193
Adaptive Bayesian Procedures Using Random Series Priors.
Weining Shen, Subhashis Ghosal
págs. 1194-1213
Shinpei Imori
págs. 1214-1224
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