1. An alternative method correcting BDR type of heteroskedasticity by the weighting re-estimated absolute residuals. Issue 23 (2nd December 2017) Authors: Çelik, Reşit; Erar, Aydın Journal: Communications in statistics Issue: Volume 46:Issue 23(2017) Page Start: 11514 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Correcting double outward box distributed residuals by WCEV. Issue 19 (2nd October 2017) Authors: Çelik, Reşit Journal: Communications in statistics Issue: Volume 46:Issue 19(2017) Page Start: 9566 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Designs enhancing Fisher information. Issue 20 (18th October 2018) Authors: Jensen, D. R.; Ramirez, D. E. Journal: Communications in statistics Issue: Volume 47:Issue 20(2018) Page Start: 4895 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. On elliptical multilevel models. Issue 12 (9th September 2016) Authors: Manghi, Roberto F.; Paula, Gilberto A.; Cysneiros, Francisco José A. Journal: Journal of applied statistics Issue: Volume 43:Issue 12(2016) Page Start: 2150 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. On mitigating collinearity through mixtures. Issue 8 (24th May 2018) Authors: Jensen, D. R.; Ramirez, D. E. Journal: Journal of statistical computation and simulation Issue: Volume 88:Issue 8(2018) Page Start: 1437 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. The prolonged movement of non-performing assets in both Indian public and private sector banks: A pragmatic assessment. Issue 7 (3rd October 2022) Authors: Kumar, Arya; Mohanty, Debashisa; Mishra, Apoorva; Chaudhary, Niyati Journal: Journal of information & optimization sciences Issue: Volume 43:Issue 7(2022) Page Start: 1539 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity. Issue 7 (3rd April 2017) Authors: Huang, Chien-Chia Liäm; Jou, Yow-Jen; Cho, Hsun-Jung Journal: Communications in statistics Issue: Volume 46:Issue 7(2017) Page Start: 3255 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗