Measuring Bayesian sensitivity in the compound Poisson process
F. Ruggieri, M. Sánchez Sánchez, Alfonso Suárez Llorens
págs. 509-529
Testing high-dimensional mediation effect with arbitrary exposure–mediator coefficients
Yinan Lin, Nafiseh Vafaei, Zhenhua Lin
págs. 530-579
A kernel-based test for the first-order separability of spatio-temporal point processes
Mohammad Ghorbani, Nafiseh Vafaei, Mari Myllymäki
págs. 580-611
Mixed membership estimation for categorical data with weighted responses
Huan Qing
págs. 612-659
Resistant dispersion estimation for nonparametric regression
Ioannis Kalogridis, Stefan Van Aelst
págs. 660-690
Tail index estimation for discrete heavy-tailed distributions with application to statistical inference for regular markov chains
Patrice Bertail, Stéphan Clemençon, Carlos Fernandez
págs. 691-713
Testing for trend in two-way heteroscedastic ANCOVA models
Anjana Mondal, Somesh Kumar
págs. 714-741
Robust penalized estimators for high-dimensional generalized linear models
Marina Valdora, Claudio Agostinelli
págs. 742-785
Testing linearity in semi-functional partially linear regression models
Yongzhen Feng, Jie Li, Xiaojun Song
págs. 786-814
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