Jay Bartroff, Jinlin Song
págs. 3-19
Jorund Gasemyr
págs. 20-34
Model-Averaged Confidence Intervals (pages 35–48)
Paul Kabaila, A.H. We, Waruni Abeysekera
págs. 35-48
On Nonsmooth Estimating Functions via Jackknife Empirical Likelihood.
Zhouping Li, Jinfeng Xu, Wang Zhou
págs. 49-69
Estimation of the Spectral Density with Assigned Risk.
Sam Efromovich
págs. 70-82
A class of Stein-rules in multivariate regression model with structural changes.
Fuqi Chen, Sévérien Nkurunziza
págs. 83-102
Peng He, Frank Eriksson, Thomas H. Scheike, Mei-Jie Zhang
págs. 103-122
págs. 123-138
págs. 139-155
Optimal Estimator for Logistic Model with Distribution-free Random Intercept.
Tanya P. Garcia, Yanyuan Ma
págs. 156-171
A Sample Selection Model with Skew-normal Distribution.
Emmanuel O. Ogundimu, Jane Luise Hutton
págs. 172-190
Integrated Likelihood Inference in Small Sample Meta-analysis for Continuous Outcomes.
Ruggero Bellio, Annamaria Guolo
págs. 191-201
Trimmed Mean Isotonic Regression.
Subhra sankar Dhar
págs. 202-212
Nicola Lunardon, Gianfranco Adimari
págs. 213-227
Manabu Kuroki
págs. 228-245
Combining Inverse Probability Weighting and Multiple Imputation to Improve Robustness of Estimation.
Peisong Han
págs. 246-260
Functional Partial Linear Single-index Model.
Guochang Wang, Xiang-Nan Feng, Min Chen
págs. 261-274
Selection Strategy for Covariance Structure of Random Effects in Linear Mixed-effects Models.
Xinyu Zhang, Hua Liang, Anna Liu, David Ruppert, Guohua Zou
págs. 275-291
págs. 292-320
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