| Modified residual CUSUM test for location-scale time series models with heteroscedasticity |
6 |
| CUSUM test for general nonlinear integer-valued GARCH models: comparison study |
5 |
| A recursive point process model for infectious diseases |
5 |
| Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models |
5 |
| Penalized expectile regression: an alternative to penalized quantile regression |
4 |
| General rank-based estimation for regression single index models |
4 |
| Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting |
4 |
| Sobolev-Hermite versus Sobolev nonparametric density estimation on R |
3 |
| Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem |
3 |
| A generalized Sibuya distribution |
3 |
| Weighted allocations, their concomitant-based estimators, and asymptotics |
3 |
| An asymptotic expansion for the normalizing constant of the Conway-Maxwell-Poisson distribution |
3 |
| Robust variable selection for finite mixture regression models |
2 |
| On parameter estimation for cusp-type signals |
2 |
| Semiparametric mixtures of nonparametric regressions |
2 |
| Limiting behaviour of Frechet means in the space of phylogenetic trees |
2 |
| Robust statistical inference based on the C-divergence family |
2 |
| Statistical inferences based on INID progressively type II censored order statistics |
2 |
| Two-stage cluster samples with ranked set sampling designs |
2 |
| Model-free feature screening for ultrahigh-dimensional data conditional on some variables |
2 |
| Nonparametric quantile estimation using importance sampling |
2 |
| Testing equality between several populations covariance operators |
2 |
| Simultaneous confidence bands for the distribution function of a finite population in stratified sampling |
1 |
| Test for tail index constancy of GARCH innovations based on conditional volatility |
1 |
| Dimension reduction for kernel-assisted M-estimators with missing response at random |
1 |
| Efficient and robust tests for semiparametric models |
1 |
| Asymptotic theory for varying coefficient regression models with dependent data |
1 |
| Pointwise convergence in probability of general smoothing splines |
1 |
| Quantile regression based on counting process approach under semi-competing risks data |
1 |
| A constructive hypothesis test for the single-index models with two groups |
1 |
| A robust adaptive-to-model enhancement test for parametric single-index models |
1 |
| Variable selection for spatial semivarying coefficient models |
1 |
| The continuous-time triangular Plya process |
1 |
| A fresh look at effect aliasing and interactions: some new wine in old bottles |
1 |
| AIC for the non-concave penalized likelihood method |
1 |
| Weighted estimating equations for additive hazards models with missing covariates |
1 |
| Frequentist model averaging for threshold models |
1 |
| A generalized urn with multiple drawing and random addition |
1 |
| Semiparametric efficient estimators in heteroscedastic error models |
1 |
| Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator |
1 |
| Fold-up derivatives of set-valued functions and the change-set problem: A Survey |
1 |
| Pseudo-Gibbs sampler for discrete conditional distributions |
1 |
| Bootstrapping the Kaplan-Meier estimator on the whole line |
1 |
| A more powerful test identifying the change in mean of functional data |
1 |
| M-based simultaneous inference for the mean function of functional data |
1 |
| Spline estimator for ultra-high dimensional partially linear varying coefficient models |
1 |
| Semiparametric generalized exponential frailty model for clustered survival data |
1 |
| Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach |
1 |
| Versatile estimation in censored single-index hazards regression |
0 |
| Testing for a delta-neighborhood of a generalized Pareto copula |
0 |
