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Maximum likelihood approach for demand unconstraining problem with censoring information incompleteness
Fridman, Gregory, (2016)
The a priori procedure (APP) for estimating median under skew normal settings with applications in economics and finance
Hu, Liqun, (2025)
Matrix-variate risk measures under Wishart and gamma distributions
Arias-Serna, María Andrea, (2025)
Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
Lee, Taewook, (2016)
On Jarque-Bera normality and cusum parameter change tests for BCTT-GARCH models
Lee, Taewook, (2013)
Parameter change test for location‐scale time series models with heteroscedasticity based on bootstrap
Oh, Haejune, (2019)