Generalized estimating equations for mixtures with varying concentrations
Rostyslav Maiboroda, Olena Sugakova, Alexey Doronin
págs. 217-236
Estimation with right-censored observations under a semi-Markov model
Yihui Zhan, X. Joan Hu
págs. 237-256
Extending the empirical likelihood by domain expansion
Min Tsao
págs. 257-274
A linear transformation model for multivariate interval-censored failure time data
Mao Hua, Xingwei Tong, Liang Zhu
págs. 275-290
On the identifiability of copulas in bivariate competing risks models
Maik Schwarz, Geurt Jongbloed, Ingrid Van Keilegom
págs. 291-303
Combining multi-observer information in partially rank-ordered judgment post-stratified and ranked set samples
Omer Ozturk
págs. 304-324
D-optimal minimax fractional factorial designs
Dennis K.J. Lin, Julie Zhou
págs. 325-340
A likelihood ratio test for goodness-of-fit of recessive and dominant models for case–control studies
Heng Lian, Yongzhao Shao
págs. 341-352
A Markov regime-switching model for crude-oil markets: Comparison of composite likelihood and full likelihood
Wei Zou, Jiuhua Chen
págs. 353-367
Variable selection and estimation for multivariate panel count data via the seamless-equation image penalty
Haixiang Zhang, Jianguo Sun, Dahui Wang
págs. 368-385
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