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An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators

Arellano-Valle, Reinaldo; Genton, Marc - In: Annals of the Institute of Statistical Mathematics 62 (2010) 2, pp. 363-381

Persistent link: https://www.econbiz.de/10008596121

Finding market structure by sales count dynamics—Multivariate structural time series models with hierarchical structure for count data—

Terui, Nobuhiko; Ban, Masataka; Maki, Toshihiko - In: Annals of the Institute of Statistical Mathematics 62 (2010) 1, pp. 91-107

Persistent link: https://www.econbiz.de/10008497333

Approximate Bayesian shrinkage estimation

Lu, Wang-Shu - In: Annals of the Institute of Statistical Mathematics 46 (1994) 3, pp. 497-507

Persistent link: https://www.econbiz.de/10005184697

Posterior mode estimation for the generalized linear model

Eaves, D.; Chang, T. - In: Annals of the Institute of Statistical Mathematics 44 (1992) 3, pp. 417-434

Persistent link: https://www.econbiz.de/10005616082

Estimation in a Discrete Reliability Growth Model Under an Inverse Sampling Scheme

Sen, Ananda; Fries, Arthur - In: Annals of the Institute of Statistical Mathematics 49 (1997) 2, pp. 211-229

Persistent link: https://www.econbiz.de/10005616340

A Flexible Model for Generalized Linear Regression with Measurement Error

Roy, Surupa; Banerjee, Tathagata - In: Annals of the Institute of Statistical Mathematics 58 (2006) 1, pp. 153-169

Persistent link: https://www.econbiz.de/10005616349

Selection of smoothing parameters inB-spline nonparametric regression models using information criteria

Imoto, Seiya; Konishi, Sadanori - In: Annals of the Institute of Statistical Mathematics 55 (2003) 4, pp. 671-687

Persistent link: https://www.econbiz.de/10005616403

Diagnostics and score statistics in regression

Wang, P. - In: Annals of the Institute of Statistical Mathematics 43 (1991) 4, pp. 647-656

Persistent link: https://www.econbiz.de/10005395852

Testing covariates in high-dimensional regression

Lan, Wei; Wang, Hansheng; Tsai, Chih-Ling - In: Annals of the Institute of Statistical Mathematics 66 (2014) 2, pp. 279-301

In a high-dimensional linear regression model, we propose a new procedure for testing statistical significance of a subset of regression coefficients. Specifically, we employ the partial covariances between the response variable and the tested covariates to obtain a test statistic. The resulting...

Persistent link: https://www.econbiz.de/10010759813

Quasi-likelihood or extended quasi-likelihood? An information-geometric approach

Vos, Paul - In: Annals of the Institute of Statistical Mathematics 47 (1995) 1, pp. 49-64

Persistent link: https://www.econbiz.de/10005760238