| Analytic posteriors for Pearson's correlation coefficient |
12 |
| Modelling uncertainty and response styles in ordinal data |
4 |
| Application of one-step method to parameter estimation in ODE models |
3 |
| MCMC methods for inference in a mathematical model of pulmonary circulation |
3 |
| Estimation in monotone single-index models |
2 |
| The asymptotic distribution of the determinant of a random correlation matrix |
2 |
| Simple ways to interpret effects in modeling ordinal categorical data |
2 |
| PCA-based discrimination of partially observed functional data, with an application to AneuRisk65 data set |
2 |
| Improving nonhomogeneous dynamic Bayesian networks with sequentially coupled parameters |
2 |
| A note on the distribution of the product of zero-mean correlated normal random variables |
2 |
| Nonlinear regression models with single-index heteroscedasticity |
2 |
| Dynamic prediction of mortality among patients in intensive care using the sequential organ failure assessment (SOFA) score: a joint competing risk survival and longitudinal modeling approach |
2 |
| Nonparametric estimation for a current status right-censored data model |
1 |
| Credibility estimators with dependence structure over risks and time under balanced loss function |
1 |
| Semiparametric time series regression modeling with a diverging number of parameters |
1 |
| Bivariate exponentiated-exponential geometric regression model |
1 |
| Bayesian estimation of explained variance in ANOVA designs |
1 |
| A weighting approach to making inference with probabilistically linked data |
1 |
| The truth about the effective dimension |
1 |
| Spline-based nonparametric inference in general state-switching models |
1 |
| Language comprehension as a multi-label classification problem |
1 |
| Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts |
1 |
| Temporal disaggregation of economic time series: The view from the trenches |
1 |
| Entropy-based benchmarking methods |
1 |
| The statistical reconciliation of time series of accounts between two benchmark revisions |
1 |
| Solving large-data consistency problems at Statistics Netherlands using macro-integration techniques |
1 |
| Retropolating some relevant series of Mexico's System of National Accounts at constant prices: The case of Mexico City's GDP |
1 |
| On the role of weights rounding in applications of resampling based on pseudopopulations |
1 |
| A central limit theorem for the Hellinger loss of Grenander-type estimators |
1 |
| A new look at conditional probability with belief functions |
1 |
| Dynamic correlation multivariate stochastic volatility with latent factors |
1 |
| Approximate confidence and tolerance limits for the discrete Pareto distribution for characterizing extremes in count data |
1 |
| A Bayesian asymmetric logistic model of factors underlying team success in top-level basketball in Spain |
1 |
| A threshold stochastic volatility model with explanatory variables |
1 |
| Relative error prediction in nonparametric deconvolution regression model |
1 |
| Modified efficient importance sampling for partially non-Gaussian state space models |
1 |
| Statistical inference for moving-average Levy-driven processes: Fourier-based approach |
0 |
| Ordering results of the smallest and largest order statistics from independent heterogeneous exponentiated gamma random variables |
0 |
| A bivariate infinitely divisible law for modeling the magnitude and duration of monotone periods of log-returns |
0 |
| The Cox-Aalen model for recurrent-event data with a dependent terminal event |
0 |
| Trivariate non-Gaussian copulas to analyze the spatial behavior of rat sightings |
0 |
| Relating ultrasonic vocalizations from a pair of rats to individual behavior: A composite link model approach |
0 |
| Reconciliation of seasonally adjusted data with applications to the Swedish quarterly national accounts |
0 |
| Seasonal adjustment subject to accounting constraints |
0 |
| Stochastic comparisons of multivariate reversed frailty model |
0 |
| Maximum likelihood estimation framework for table-balancing adjustments |
0 |
| On the sequential benchmarking of subannual series to annual totals |
0 |
| Improved Neymanian analysis for 2(K) factorial designs with binary outcomes |
0 |
| Forecasting aggregate claims using score-driven time series models |
0 |
| The sparse method of simulated quantiles: An application to portfolio optimization |
0 |
