Thư Viện trường Đại Học Nha Trang

Computational statistics., Tập 28, Số 3, 2013

Mục lục:

Dòng	Nội dung
1	Computational aspects of statistical intervals based on two Type-II censored samples / N. Balakrishnan, E. Beutner, E. Cramer
2	Bayesian model selection approach to the one way analysis of variance under homoscedasticity / J. A. Cano, C. Carazo, D. Salmerón
3	The new Neyman type A beta Weibull model with long-term survivors / Elizabeth M. Hashimoto, Gauss M. Cordeiro,Edwin M. M. Ortega
4	Challenging the curse of dimensionality in multivariate local linear regression / James Taylor, Jochen Einbeck
5	Compounding: an R package for computing continuous distributions obtained by compounding a continuous and a discrete distribution / Saralees Nadarajah, BoZidar V. Popovic,Miroslav M. Ristic
6	Test of misspecification with application to negative binomial distribution / K. C. Chua, S. H. Ong
7	A characterization for truncated cauchy random variables with nonzero skewness parameter / A. Shirvani, A. R. Soltani
8	Ridge estimation for multinomial logit models with symmetric side constraints / Faisal Maqbool Zahid, Gerhard Tutz
9	Accurate higher-order likelihood inference on P(Y<X) / Giuliana Cortese, Laura Ventura
10	The exact bootstrap method shown on the example of the mean and variance estimation / Joanna Kisielinska
11	Variable selection and model choice in structured survival models / Benjamin Hofner, Torsten Hothorn, Thomas Kneib
12	Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity / Cathy W. S. Chen, Richard Gerlach
13	Distributions of numbers of runs and scans on directed acyclic graphs with generation / Kiyoshi Inoue, Sigeo Aki
14	Extracting informative variables in the validation of two-group causal relationship / Ying-Chao Hung, Neng-Fang Tseng
15	Group sequential comparison of two binomial proportions under ranked set sampling design / A. Hussein, H. A. Muttlak, M. Saleh
16	Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering / Isambi S. Mbalawata, Simo Särkkä, Heikki Haario
17	An omnibus test to detect time-heterogeneity in time series / Dominique Guégan, Philippe de Peretti
18	Empirical likelihood method for multivariate Cox regression / Ming Zheng, Wen Yu
19	Testing homogeneity of variances with unequal sample sizes / Parra-Frutos
20	High-dimensional regression analysis with treatment comparisons / Heng-Hui Lue, Bing-Ran You
21	An efficient method for constructing uniform designs with large size / Yong-Dao Zhou, Kai-Tai Fang
22	Classical versus Bayesian risks in acceptance sampling: a sensitivity analysis / Carlos J. Pérez-González, Arturo J. Fernández
23	An efficient method of evaluating portfolio risk and return / Riccardo Bramante, Gimmi Dallago
24	Power maps in goodness-of-fit testing / T. Fischer, U. Kamps