págs. 563-594
Tractable circula densities from Fourier series
Shogo Kato, Arthur Richard Pewsey , M.C. Jones
págs. 595-618
Weight smoothing for nonprobability surveys
Ramón Ferri García, Jean François Beaumont, Keven Bosa, Joanne Charlebois, Kenneth Chu
págs. 619-643
Moreno Bevilacqua, Christian Caamaño Carrillo, Reinaldo B. Arellano Valle, Camilo Gómez
págs. 644-674
Data-driven portmanteau tests for time series
Roberto Baragona, Francesco Battaglia, Domenico Cucina
págs. 675-698
Luis Nieto Barajas, Eduardo Gutiérrez-Peña
págs. 699-716
págs. 717-748
Testing marginal homogeneity in Hilbert spaces with applications to stock market returns
Marc Ditzhaus, Daniel Gaigall
págs. 749-770
Increasing the replicability for linear models via adaptive significance levels
D. Vélez, M.E. Pérez, L.R. Pericchi
págs. 771-789
A simple and useful regression model for fitting count data
Marcelo Bourguignon, Rodrigo M. R. de Medeiros
págs. 790-827
págs. 828-855
Juan Baz González, Irene Díaz, Susana Montes Rodríguez , Raúl Pérez Fernández
págs. 856-874
Correction to: Second-order and local characteristics of network intensity functions
Matthias Eckhardt, Jorge Mateu
págs. 875-876
Correction to: Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions
Carlos A. Coelho, Anuradha Roy
págs. 877-878
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