Estimating the upcrossings index
J. R. Sebastião, A.P. Martins, Helena Ferreira, L. Pereira
págs. 549-579
U-tests for variance components in linear mixed models
Juvêncio S. Nobre, Julio Singer, Pranab K. Sen
págs. 580-605
Extremes of multivariate ARMAX processes
Marta Ferreira, Helena Ferreira
págs. 606-627
Eliciting Dirichlet and Connor–Mosimann prior distributions for multinomial models
Fadlalla G. Elfadaly, Paul H. Garthwaite
págs. 628-646
A direct approach to risk approximation for vast portfolios under gross-exposure constraint using high-frequency data
Xin-Bing Kong
págs. 647-669
Two-stage benchmarking as applied to small area estimation
Malay Ghosh, Rebecca C. Steorts
págs. 670-687
Empirical copulas for consecutive survival data
Ewa Strzalkowska-Kominiak, Winfried Stute
págs. 688-714
Distribution theory of δ-record values. Case δ≤0
B. Salamanca-Miño
págs. 715-738
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