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- Volume 40:Number 1(2013:Mar.)11
- Volume 40:Number 2(2013:Jun.)10
- Volume 40:Number 3(2013:Sep.)13
- Volume 40:Number 4(2013:Dec.)14
- Volume 41:Number 1(2014:Mar.)22
- Volume 41:Number 2(2014:Jun.)16
- Volume 41:Number 3(2014:Sep.)15
- Volume 41:Number 4(2014:Dec.)19
- Volume 42:Number 1(2015:Mar.)17
- Volume 42:Number 2(2015:Jun.)19
- 310 609
- Statistics -- Periodicals 609
- 1‐weak continuity -- asymptotic normality -- bootstrap consistency -- expectile‐based risk measure -- functional delta‐method -- qualitative robustness -- quasi‐Hadamard differentiability -- statistical estimation -- strong consistency -- weak dependence 1
- ABC -- MCMC -- likelihood ratio -- rare type match problem -- two‐parameter Poisson–Dirichlet distribution 1
- ADR -- change‐points -- mixingale array -- multivariate regression -- restricted estimator -- shrinkage estimators -- unrestricted estimator 1
- ANOVA, Bayesian testing, g prior, linear models, t‐test, UMPBT 1
- ARMA representation -- autocovariance -- Markov switching GARCH -- nonlinear time series -- spectral density -- stationarity 1
- ARMA‐AGARCH models, asymptotic normality, conditional autoregressive value‐at‐risk models, conditional location‐scale time series models, identifiability condition, quantile regression 1
- AUC -- autocorrelated errors -- concentration curve -- minimax -- normality -- optimal designs -- optimal linear estimator -- regression model -- simulated annealing algorithm 1
- Aalen–Johansen functional -- functional differentiability -- generalized estimating equation -- jack‐knife pseudo‐values -- time‐to‐event analysis 1