Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator
Lijuan Huo, Jin Seo Cho
págs. 293-317
Second-order and local characteristics of network intensity functions
Matthias Eckhardt, Jorge Mateu Mahiques
págs. 318-340
Bootstrapping regression models with locally stationary disturbances
Guillermo Ferreira, Joel Muñoz, Jorge Mateu Mahiques , Jose A. Vilar
págs. 341-363
Modelling informative time points:: an evolutionary process approach
págs. 364-382
Probability of default estimation in credit risk using a nonparametric approach
Rebeca Pelaez Suarez , Ricardo Cao Abad , Juan Manuel Vilar Fernández
págs. 383-405
Correction to:: Probability of default estimation in credit risk using a nonparametric approach
Rebeca Pelaez Suarez , Ricardo Cao Abad , Juan Manuel Vilar Fernández
págs. 406-406
Maximum likelihood estimators based on discrete component lifetimes of a k-out-of-n system
Anna Dembińska, Krzysztof Jasiński
págs. 407-428
Semiparametric mixture regression with unspecified error distributions
Yanyuan Ma, Shaoli Wang, Lin Xu, Weixin Yao
págs. 429-444
págs. 445-461
Alessio Farcomeni, Monia Ranalli, Sara Viviani
págs. 462-480
Silvia Novo, Germán Aneiros, Philippe Vieu
págs. 481-504
Smooth estimation of size distributions in an oriented cylinder model
Geurt Jongbloed, Jilt Sietsma, Kimberly S. McGarrity
págs. 505-526
Correction to:: Small area estimation of proportions under area-level compositional mixed models
María Dolores Esteban, Domingo Morales, Agustín Pérez, María José Lombardía , María Esther López Vizcaíno
págs. 527-528
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