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37
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94
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82
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1
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:
2
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
Saved in:
3
Modified inference about the mean of the exponential distribution using moving extreme ranked set sampling
Abu-Dayyeh, Walid
;
Sawi, Esam Al
- In:
Statistical papers
50
(
2009
)
2
,
pp. 249-259
Persistent link: https://www.econbiz.de/10003815194
Saved in:
4
Modeling stock markets' volatility using GARCH models with Normal, Student's t and stable Paretian distributions
Curto, José Dias
;
Pinto, José Castro
;
Tavares, …
- In:
Statistical papers
50
(
2009
)
2
,
pp. 311-321
Persistent link: https://www.econbiz.de/10003815208
Saved in:
5
Robust Bayesian bonus-malus premiums under the conditional specification model
Gómez Déniz, Emilio
;
Sarabia Alzaga, José Maria
; …
- In:
Statistical papers
50
(
2009
)
3
,
pp. 465-480
Persistent link: https://www.econbiz.de/10003843868
Saved in:
6
Optimal tolerance regions for future regression vector and residual sum of squares of multiple regression model with multivariate spherically contoured errors
Khan, Shahjahan
- In:
Statistical papers
50
(
2009
)
3
,
pp. 511-525
Persistent link: https://www.econbiz.de/10003844037
Saved in:
7
An analysis of quantile measures of kurtosis : center and tails
Kotz, Samuel
;
Seier, Edith
- In:
Statistical papers
50
(
2009
)
3
,
pp. 553-568
Persistent link: https://www.econbiz.de/10003844043
Saved in:
8
A unified approach of testing for discrete and continuous Pareto laws
Meintanis, Simos G.
- In:
Statistical papers
50
(
2009
)
3
,
pp. 569-580
Persistent link: https://www.econbiz.de/10003844045
Saved in:
9
Moments of the product and ratio of two correlated chi-square variables
Joarder, Anwar H.
- In:
Statistical papers
50
(
2009
)
3
,
pp. 581-592
Persistent link: https://www.econbiz.de/10003844046
Saved in:
10
Statistical inference of the efficient frontier for dependent asset returns
Bodnar, Taras
;
Schmid, Wolfgang
;
Zabolotskyy, Taras
- In:
Statistical papers
50
(
2009
)
3
,
pp. 593-604
Persistent link: https://www.econbiz.de/10003844054
Saved in:
11
Useful moment and CDF formulations for the COM-Poisson distribution
Nadarajah, Saralees
- In:
Statistical papers
50
(
2009
)
3
,
pp. 617-622
Persistent link: https://www.econbiz.de/10003844057
Saved in:
12
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
Saved in:
13
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
Saved in:
14
Recurrence relations for the moments of order statistics from a beta distribution
Thomas, P. Yageen
;
Samuel, Philip
- In:
Statistical papers
49
(
2008
)
1
,
pp. 139-146
Persistent link: https://www.econbiz.de/10003579745
Saved in:
15
Time series with discrete semistable marginals
Bouzar, Nadjib
;
Jayakumar, K.
- In:
Statistical papers
49
(
2008
)
4
,
pp. 619-635
Persistent link: https://www.econbiz.de/10003761735
Saved in:
16
Distributions of the product and ratio of Maxwell and Rayleigh random variables
Shakil, M.
;
Golam Kibria, B. M.
;
Chang, Kuang-chao
- In:
Statistical papers
49
(
2008
)
4
,
pp. 729-747
Persistent link: https://www.econbiz.de/10003761758
Saved in:
17
On estimation in conditional heteroskedastic time series models under non-normal distributions
Liu, Shuangzhe
;
Heyde, Chris C.
- In:
Statistical papers
49
(
2008
)
3
,
pp. 455-469
Persistent link: https://www.econbiz.de/10003715360
Saved in:
18
Modelling count data with overdispersion and spatial effects
Gschlößl, Susanne
;
Czado, Claudia
- In:
Statistical papers
49
(
2008
)
3
,
pp. 531-552
Persistent link: https://www.econbiz.de/10003715380
Saved in:
19
Properties of systems with two exchangeable Pareto components
Navarro, Jorge
;
Ruiz, José M.
;
Sandoval, Carlos J.
- In:
Statistical papers
49
(
2008
)
2
,
pp. 177-190
Persistent link: https://www.econbiz.de/10003644463
Saved in:
20
Some useful integrals and their applications in correlation analysis
Joarder, Anwar H.
- In:
Statistical papers
49
(
2008
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10003644489
Saved in:
21
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
Saved in:
22
Evidential inference based on record data and inter-record times
Arashi, M.
;
Emadi, M.
- In:
Statistical papers
49
(
2008
)
2
,
pp. 291-301
Persistent link: https://www.econbiz.de/10003644535
Saved in:
23
Bivariate semi [alpha]-Laplace distribution and processes
Kuttykrishnan, A. P.
;
Jayakumar, K.
- In:
Statistical papers
49
(
2008
)
2
,
pp. 303-313
Persistent link: https://www.econbiz.de/10003644543
Saved in:
24
Homogeneity testing in a Weibull mixture model
Mosler, Karl C.
;
Scheicher, Christoph
- In:
Statistical papers
49
(
2008
)
2
,
pp. 315-332
Persistent link: https://www.econbiz.de/10003644551
Saved in:
25
Highest posterior density estimation from multiply censored Pareto data
Fernández, Arturo J.
- In:
Statistical papers
49
(
2008
)
2
,
pp. 333-341
Persistent link: https://www.econbiz.de/10003644557
Saved in:
26
A group sequential test for the inverse Gaussian mean
Bacanli, Sevil
;
Demirhan, Yaprak Parlak
- In:
Statistical papers
49
(
2008
)
2
,
pp. 377-386
Persistent link: https://www.econbiz.de/10003644575
Saved in:
27
A bias analysis of Weibull models under heaped data
Augustin, Thomas
;
Wolff, Joachim
- In:
Statistical papers
45
(
2004
)
2
,
pp. 211-229
Persistent link: https://www.econbiz.de/10001959423
Saved in:
28
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:
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
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:
31
Some statistical properties of Hadamard products of random matrices
Neudecker, Heinz
;
Liu, Shuangzhe
- In:
Statistical papers
42
(
2001
)
4
,
pp. 475-487
Persistent link: https://www.econbiz.de/10001615632
Saved in:
32
Statistical properties of the Hadamard product of random vectors
Neudecker, Heinz
;
Liu, Shuangzhe
- In:
Statistical papers
42
(
2001
)
4
,
pp. 529-533
Persistent link: https://www.econbiz.de/10001615635
Saved in:
33
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:
34
Numerical Bayesian inference with arbitrary prior
Tsionas, Efthymios G.
- In:
Statistical papers
41
(
2000
)
4
,
pp. 437-451
Persistent link: https://www.econbiz.de/10001523630
Saved in:
35
The multivariate linear model with multivariate t and intra-class covariance structure
Kibria, B. M. Golam
;
Haq, M. Safiul
- In:
Statistical papers
40
(
1999
)
3
,
pp. 263-276
Persistent link: https://www.econbiz.de/10001401081
Saved in:
36
On Terrelś characterization of uniform distribution
López-Blázquez, Fernando
;
Salamanca Miño, B.
- In:
Statistical papers
40
(
1999
)
3
,
pp. 335-342
Persistent link: https://www.econbiz.de/10001401613
Saved in:
37
A modified Kolmogorov-Smirnov test for a rectangular distribution with unknown parameters : computation of the distribution of the test statistic
Schellhaas, Helmut
- In:
Statistical papers
40
(
1999
)
3
,
pp. 343-349
Persistent link: https://www.econbiz.de/10001401654
Saved in:
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