| Laguerre and Hermite bases for inverse problems |
6 |
| Bayesian methods for dealing with missing data problems |
4 |
| Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations |
3 |
| On multivariate associated kernels to estimate general density functions |
3 |
| Quantile based tests for exponentiality against DMRQ and NBUE alternatives |
3 |
| Forecasting realized volatility: A review |
3 |
| A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning |
3 |
| Principal weighted logistic regression for sufficient dimension reduction in binary classification |
2 |
| Additive time-dependent hazard model with doubly truncated data |
2 |
| Estimation and variable selection for partially functional linear models |
2 |
| Mildly explosive autoregression with mixing innovations |
2 |
| Estimation for varying coefficient partially nonlinear models with distorted measurement errors |
2 |
| Pseudo MLE for semiparametric transformation model with doubly truncated data |
2 |
| A volume based approach to establish B-spline based expressions for density functions and its application to progressive hybrid censoring |
2 |
| Modified proportional hazard rates and proportional reversed hazard rates models via Marshall-Olkin distribution and some stochastic comparisons |
2 |
| Quantile regression for robust inference on varying coefficient partially nonlinear models |
2 |
| Ratio estimators based on a ranked set sample in a finite population setting |
2 |
| Estimation for semiparametric varying coefficient models with different smoothing variables under random right censoring |
1 |
| Accelerated failure time models for the analysis of competing risks |
1 |
| Investigating dependence between frequency and severity via simple generalized linear models |
1 |
| A new orthogonality-based estimation for varying-coefficient partially linear models |
1 |
| Quantile forecasts for financial volatilities based on parametric and asymmetric models |
1 |
| Improved estimation of the smallest scale parameter of gamma distributions |
1 |
| Bayesian curve fitting and clustering with Dirichlet process mixture models for microarray data |
1 |
| Stable feature screening for ultrahigh dimensional data |
1 |
| An omnibus two-sample test for ranked-set sampling data |
1 |
| Hypothesis testing via a penalized-likelihood approach |
1 |
| Adaptive test for mean vectors of high-dimensional time series data with factor structure |
1 |
| Hierarchically penalized quantile regression with multiple responses |
1 |
| Valuing equity-indexed annuities with icicled barrier options |
1 |
| A nonparametric inverse probability weighted estimation for functional data with missing response data at random |
1 |
| Mass imputation for two-phase sampling |
1 |
| The generalized Cucconi test statistic for the two-sample problem |
1 |
| Controlling the false-discovery rate by procedures adapted to the length bias of RNA-Seq |
1 |
| Analysis of inaccurate data with mixture measurement error models |
1 |
| Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression |
1 |
| Estimation and inference of combining quantile and least-square regressions with missing data |
1 |
| Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors |
1 |
| Hausman-type tests for individual and time effects in the panel regression model with incomplete data |
1 |
| Recent developments in high dimensional covariance estimation and its related issues, a review |
1 |
| Bayesian temporal density estimation with autoregressive species sampling models |
0 |
| Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise |
0 |
| Model averaging procedure for varying-coefficient partially linear models with missing responses |
0 |
| Near universal consistency of the maximum pseudolikelihood estimator for discrete models |
0 |
| Optimal number of components in a load-sharing system for maximizing reliability |
0 |
| Partially A-optimal blocked multi-factor designs |
0 |
| Parametric inference based on judgment post stratified samples |
0 |
| The optimal third moment theorem |
0 |
| Removing the singularity of a penalty via thresholding function matching |
0 |
| Unstructured principal fitted response reduction in multivariate regression |
0 |
