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ECONIS (ZBW)
105
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1
Estimation of the variance when kurtosis is known
Wencheko, Eshetu
;
Chipoyera, Honest W.
- In:
Statistical papers
50
(
2009
)
3
,
pp. 455-464
Persistent link: https://www.econbiz.de/10003843867
Saved in:
2
Estimation in singular partitioned, reduced or transformed linear models
Kala, Radosław
;
Pordzik, Paweł
- In:
Statistical papers
50
(
2009
)
3
,
pp. 633-638
Persistent link: https://www.econbiz.de/10003844062
Saved in:
3
An alternative stochastic restricted Liu estimator in linear regression
Yang, Hu
;
Xu, Jianwen
- In:
Statistical papers
50
(
2009
)
3
,
pp. 639-647
Persistent link: https://www.econbiz.de/10003844063
Saved in:
4
A confidence set for that x-coordinate where a quadratic regression model has a given gradient
Bachmaier, Martin
- In:
Statistical papers
50
(
2009
)
3
,
pp. 649-660
Persistent link: https://www.econbiz.de/10003844065
Saved in:
5
Estimating a sensitive proportion through randomized response procedures based on auxiliary information
Diana, Giancarlo
;
Perri, Pier Francesco
- In:
Statistical papers
50
(
2009
)
3
,
pp. 661-672
Persistent link: https://www.econbiz.de/10003844071
Saved in:
6
On the sufficient statistics for multivariate ARMA models : approximate approach
Kharrati-Kopaei, M.
;
Nematollahi, A. R.
;
Shishebor, Z.
- In:
Statistical papers
50
(
2009
)
2
,
pp. 261-276
Persistent link: https://www.econbiz.de/10003815196
Saved in:
7
Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model
Menéndez, M. L.
;
Pardo, L.
;
Pardo, M. C.
- In:
Statistical papers
50
(
2009
)
2
,
pp. 277-300
Persistent link: https://www.econbiz.de/10003815198
Saved in:
8
Ratio estimator for the population mean using ranked set sampling
Kadilar, Cem
;
Unyazici, Yesim
;
Cingi, Hulya
- In:
Statistical papers
50
(
2009
)
2
,
pp. 301-309
Persistent link: https://www.econbiz.de/10003815205
Saved in:
9
Information matrix for a mixture of two Laplace distributions
Choi, Dongseok
;
Nadarajah, Saralees
- In:
Statistical papers
50
(
2009
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003814827
Saved in:
10
Consistency of minimizing a penalized density power divergence estimator for mixing distribution
Lee, Taewook
;
Lee, Sangyeol
- In:
Statistical papers
50
(
2009
)
1
,
pp. 67-80
Persistent link: https://www.econbiz.de/10003814837
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11
Comparisons of the r - k class estimator to the ordinary least squares estimator under the Pitman's closeness criterion
Özkale, M. Revan
;
Kaçıranlar, Selahattin
- In:
Statistical papers
49
(
2008
)
3
,
pp. 503-512
Persistent link: https://www.econbiz.de/10003715370
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12
Improved estimators of common variance of p-populations when kurtosis is known
Chipoyera, Honest W.
;
Wencheko, Eshetu
- In:
Statistical papers
49
(
2008
)
2
,
pp. 249-262
Persistent link: https://www.econbiz.de/10003644518
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13
Estimation of parameters of bivariate normal distribution using concomitants of record values
Chacko, Manoj
;
Thomas, P. Yageen
- In:
Statistical papers
49
(
2008
)
2
,
pp. 263-275
Persistent link: https://www.econbiz.de/10003644523
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14
Minimum Phi-divergence estimators for loglinear models with linear constraints and multinomial sampling
Martín, N.
;
Pardo Llorente, Leandro
- In:
Statistical papers
49
(
2008
)
1
,
pp. 15-36
Persistent link: https://www.econbiz.de/10003579704
Saved in:
15
A modified estimator of population mean using power transformation
Singh, Housila P.
;
Tailor, Rajesh
;
Singh, Sarjinder
; …
- In:
Statistical papers
49
(
2008
)
1
,
pp. 37-58
Persistent link: https://www.econbiz.de/10003579718
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16
Characterization of distributions by conditional expectation of generalized order statistics
Samuel, Philip
- In:
Statistical papers
49
(
2008
)
1
,
pp. 101-108
Persistent link: https://www.econbiz.de/10003579735
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17
Distribution of extremes of r th concomitant from the Morgenstern family
Scaria, Johny
;
Unnikrishnan Nair, N.
- In:
Statistical papers
49
(
2008
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10003579739
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18
Estimation of the exponential mean time to failure under a weighted balanced loss function
Asgharzadeh, A.
;
Sanjari Farsipour, N.
- In:
Statistical papers
49
(
2008
)
1
,
pp. 121-131
Persistent link: https://www.econbiz.de/10003579741
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19
Bounds for expectations of concomitants
Okolewski, Andrzej
;
Kaluszka, Marek
- In:
Statistical papers
49
(
2008
)
4
,
pp. 603-618
Persistent link: https://www.econbiz.de/10003761730
Saved in:
20
A new biased estimator based on ridge estimation
Sakallıoğlu, Sadullah
;
Kaçıranlar, Selahattin
- In:
Statistical papers
49
(
2008
)
4
,
pp. 669-689
Persistent link: https://www.econbiz.de/10003761745
Saved in:
21
Unbiasedly estimating the total of a stigmatizing variable from a complex survey on permitting options for direct or randomized responses
Pal, Sanghamitra
- In:
Statistical papers
49
(
2008
)
2
,
pp. 157-164
Persistent link: https://www.econbiz.de/10003643802
Saved in:
22
Simulated real-time detection of multiple structural changes : evidence from Japanese economic growth
Fukuda, Kosei
- In:
Statistical papers
48
(
2007
)
4
,
pp. 559-580
Persistent link: https://www.econbiz.de/10003478874
Saved in:
23
Estimating the term structure of interest rates using penalized splines
Krivobokova, Tatyana
;
Kauermann, Göran
;
Archontakis, …
- In:
Statistical papers
47
(
2006
)
3
,
pp. 443-459
Persistent link: https://www.econbiz.de/10003304816
Saved in:
24
On least-squares bias in the AR(p) models : bias correction using the bootstrap methods
Tanizaki, Hisashi
;
Hamori, Shigeyuki
;
Matsubayashi, Yoichi
- In:
Statistical papers
47
(
2006
)
1
,
pp. 109-124
Persistent link: https://www.econbiz.de/10003229080
Saved in:
25
An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach
Kashima, Hiroyuki
- In:
Statistical papers
46
(
2005
)
4
,
pp. 523-540
Persistent link: https://www.econbiz.de/10003098863
Saved in:
26
Tail index estimation in small samples : simulation results for independent and ARCH-type financial return models
Wagner, Niklas F.
;
Marsh, Terry Alan
- In:
Statistical papers
45
(
2004
)
4
,
pp. 545-561
Persistent link: https://www.econbiz.de/10002228146
Saved in:
27
Implementing unit root tests in ARMA models of unknow order
Sánchez, Ismael
- In:
Statistical papers
45
(
2004
)
2
,
pp. 249-266
Persistent link: https://www.econbiz.de/10001959431
Saved in:
28
Maximum likelihood estimators in regression models with infinite variance innovations
Paulaauskas, Vygantas
;
Rachev, Svetlozar T.
- In:
Statistical papers
44
(
2003
)
1
,
pp. 47-65
Persistent link: https://www.econbiz.de/10001725537
Saved in:
29
Estimation of unimodal densities based on the fQ-System
Scheffner, Axel
;
Runde, Ralf
- In:
Statistical papers
44
(
2003
)
2
,
pp. 203-216
Persistent link: https://www.econbiz.de/10001744682
Saved in:
30
Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances
Jeske, Roland
;
Song, Seuck-heun
- In:
Statistical papers
44
(
2003
)
3
,
pp. 421-432
Persistent link: https://www.econbiz.de/10001769885
Saved in:
31
Parameter estimation with grouped data according to the linearization method : a comparison with alternative approaches
Jöhnk, Max D.
;
Niermann, Stefan
- In:
Statistical papers
43
(
2002
)
2
,
pp. 237-255
Persistent link: https://www.econbiz.de/10001664179
Saved in:
32
Point and interval estimators in a binominal-Poisson compound distribution
Caridad y Ocerin, José M.
;
Diz Pérez, José
- In:
Statistical papers
43
(
2002
)
2
,
pp. 285-290
Persistent link: https://www.econbiz.de/10001664180
Saved in:
33
Estimation of mean and variance of stigmatized quantitative variable using distinct units in randomized response sampling
Singh, Sarjinder
;
Mahmood, Munir
;
Tracy, Derrick S.
- In:
Statistical papers
42
(
2001
)
3
,
pp. 403-411
Persistent link: https://www.econbiz.de/10001615614
Saved in:
34
Estimating the locations and number of change points by the sample-splitting method
Chong, Terence Tai-Leung
- In:
Statistical papers
42
(
2001
)
1
,
pp. 53-79
Persistent link: https://www.econbiz.de/10001567564
Saved in:
35
MSE performance of the 2SHI estimator in a regression model with multivariate t error terms
Namba, Akio
- In:
Statistical papers
42
(
2001
)
1
,
pp. 81-96
Persistent link: https://www.econbiz.de/10001567576
Saved in:
36
Multivariate regression analysis of panel data with binary outcomes applied to unemployment data
Czado, Claudia
- In:
Statistical papers
41
(
2000
)
3
,
pp. 281-304
Persistent link: https://www.econbiz.de/10001497661
Saved in:
37
Estimation of the signal-to-noise in the linear regression model
Wencheko, Eshetu
- In:
Statistical papers
41
(
2000
)
3
,
pp. 327-343
Persistent link: https://www.econbiz.de/10001497685
Saved in:
38
On optimal testing for the equality of equicorrelation : an example of loss in power
Bhatti, Muhammad Ishaq
- In:
Statistical papers
41
(
2000
)
3
,
pp. 345-352
Persistent link: https://www.econbiz.de/10001497692
Saved in:
39
Stein rule prediction of the composite target function in a general linear regression model
Chaturvedi, Anoop
;
Singh, Shri Prakash
- In:
Statistical papers
41
(
2000
)
3
,
pp. 359-367
Persistent link: https://www.econbiz.de/10001497702
Saved in:
40
Stein estimation : a review
Hoffmann, Kurt
- In:
Statistical papers
41
(
2000
)
2
,
pp. 127-158
Persistent link: https://www.econbiz.de/10001497721
Saved in:
41
Asymptotic estimators of the sample size in a record model
Cramer, Erhard
- In:
Statistical papers
41
(
2000
)
2
,
pp. 159-171
Persistent link: https://www.econbiz.de/10001497723
Saved in:
42
The influence of parameter estimation on the ARL of Shewhart type charts for time series
Kramer, Holger G.
;
Schmid, Wolfgang
- In:
Statistical papers
41
(
2000
)
2
,
pp. 173-196
Persistent link: https://www.econbiz.de/10001497728
Saved in:
43
Tests of fit for exponentiality based on a characterization via the mean residual life function
Baringhaus, Ludwig
;
Henze, Norbert
- In:
Statistical papers
41
(
2000
)
2
,
pp. 225-236
Persistent link: https://www.econbiz.de/10001497754
Saved in:
44
Forecasting interest rates volatilities by GARCH (1,1) and stochastic volatility models
Boscher, Hans
;
Fronk, Eva-Maria
;
Pigeot, Iris
- In:
Statistical papers
41
(
2000
)
4
,
pp. 409-422
Persistent link: https://www.econbiz.de/10001523628
Saved in:
45
On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss
Geng, W. J.
;
Wan, Alan T. K.
- In:
Statistical papers
41
(
2000
)
4
,
pp. 453-472
Persistent link: https://www.econbiz.de/10001523634
Saved in:
46
Characterization of an optimal matrix estimator under convex loss function
Alexander, T. Leo
;
Chandrasekar, B.
- In:
Statistical papers
40
(
1999
)
4
,
pp. 377-391
Persistent link: https://www.econbiz.de/10001414865
Saved in:
47
A quadratic approximation for Jackknife estimators of the variance of sample mean functions
Cubeddu, C.
;
Targhetta, M. L.
- In:
Statistical papers
40
(
1999
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10001389127
Saved in:
48
Risk performance of a pre-test estimator for normal variance with the Stein-variance estimator under the LINEX loss function
Ohtani, Kazuhiro
- In:
Statistical papers
40
(
1999
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10001389131
Saved in:
49
On confidence intervals for nonmonotone parametric functions and an application to the squared mean of the normal distribution
Bar-Lev, Shaul K.
;
Reiser, Benjamin
- In:
Statistical papers
40
(
1999
)
1
,
pp. 89-98
Persistent link: https://www.econbiz.de/10001389134
Saved in:
50
Relative efficiency of first difference estimator in panel data regression with serially correlated error components
Song, Seuck-heun
;
Stemann, Dietmar
- In:
Statistical papers
40
(
1999
)
2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10001389146
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