569 | -- | 595 | Abderrahmen Manaa, Mohamed Bentarzi. On a periodic negative binomial SETINAR model |
596 | -- | 620 | Abderrahmen Manaa, Mohamed Bentarzi. SETINAR model |
621 | -- | 648 | Niek den Teuling, Steffen C. Pauws, Edwin R. van den Heuvel. A comparison of methods for clustering longitudinal data with slowly changing trends |
649 | -- | 657 | Toru Ogura, Takemi Yanagimoto. Bayesian estimator of multiple Poisson means assuming two different priors |
658 | -- | 668 | Xuejun Ma, Ping Zhang. Quantile regression for compositional covariates |
669 | -- | 684 | Nittaya Thonghnunui, Samruam Chongcharoen, Knavoot Jiamwattanapong. Two-sample multivariate tests for high-dimensional data when one covariance matrix is unknown |
685 | -- | 702 | M. Sharafi, Zahra Sajjadnia, A. Zamani. A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations |
703 | -- | 716 | Cuixiang Li, Huili Liu, Lixia Liu, Qiumei Yao. Pricing vulnerable options under jump diffusion processes using double Mellin transform |
717 | -- | 734 | Sheida Riahi, P. N. Patil. Testing for central symmetry and symmetry about an axis |
735 | -- | 744 | Sajana O. Kunjunni, Sajesh T. Abraham. n covariance |
745 | -- | 769 | Haiko Luepsen. ANOVA with binary variables: the F-test and some alternatives |
770 | -- | 794 | Mátyás Barczy, Ádám Dudás, József Gáll. On approximations of value at risk and expected shortfall involving kurtosis |
795 | -- | 802 | V. Gioia, Euloge Clovis Kenne Pagui, A. Salvan. Median bias reduction in cumulative link models |
803 | -- | 816 | Jie Huang, Fukang Zhu. An alternative test for zero modification in the INAR(1) model with Poisson innovations |
817 | -- | 825 | Xinmin Li, Xiao Wang, Shifeng Xiong. A sequential design strategy for integrating low-accuracy and high-accuracy computer experiments |
826 | -- | 853 | Ulduz Mammadova, M. Revan Özkale. Comparison of deviance and ridge deviance residual-based control charts for monitoring Poisson profiles |
854 | -- | 867 | Muhammad Amin, Muhammad Nauman Akram, Abdul Majid. On the estimation of Bell regression model using ridge estimator |
868 | -- | 883 | Junjun Lang, Tianyun He, Zhiqiang Yu, Yi Wu, Xuejun Wang. Complete convergence for randomly weighted sums of random variables and its application in linear-time-invariant systems |
884 | -- | 897 | Min Lu, Xing Wang, Rosalie Speeckaert. Price bubbles in Beijing carbon market and environmental policy announcement |
898 | -- | 924 | Yuanqing Zhang, Hong Li, Yaqin Feng. Inference for partially linear additive higher-order spatial autoregressive model with spatial autoregressive error and unknown heteroskedasticity |
925 | -- | 944 | Dang Duc Trong, Thai Phuc Hung. Parameter estimation for diffusion process from perturbed discrete observations |
945 | -- | 960 | Gilberto Pereira Sassi, Carolina Costa Mota Paraíba. Conditional least squares estimation for the SINAR(1, 1) process |
961 | -- | 979 | Miao-Yu Tsai, Chao-Chun Lin. New model-averaged estimators of concordance correlation coefficients: simulation and application to longitudinal overdispersed Poisson data |
980 | -- | 992 | Abida Sultana, Nasrin Lipi, Ajmery Jaman. A caution in the use of multiple criteria for selecting working correlation structure in generalized estimating equations |
993 | -- | 1014 | Olcay Alpay, Emel Çankaya. Performance of prior and weighting bias correction methods for rare event logistic regression under the influence of sampling bias |
1015 | -- | 1025 | Erdogan Asar, Erdem Karabulut. Comparison of generalized estimating equations and Quasi-Least Squares regression methods in terms of efficiency with a simulation study |
1026 | -- | 1040 | Dileep Kumar Shetty, B. Ismail. Forecasting stock prices using hybrid non-stationary time series model with ERNN |
1041 | -- | 1056 | Xuelong Hu, Yulong Qiao, Panpan Zhou, Jianlan Zhong, Shu Wu. Modified one-sided EWMA charts for monitoring time between events |
1057 | -- | 1076 | Yingli Pan, Zhan Liu, Guangyu Song. Weighted expectile regression with covariates missing at random |
1077 | -- | 1104 | G. N. Singh, M. Usman. Some efficient estimators in case of missing data |
1105 | -- | 1119 | Eralp Dogu, Muhammad Noor ul Amin. Monitoring exponentially distributed time between events data: self-starting perspective |
1120 | -- | 1132 | C. N. Kuruwita. Variable selection in the single-index quantile regression model with high-dimensional covariates |
1133 | -- | 1148 | Wenjun Zheng, Dejian Lai, K. Lance Gould. A simulation study of a class of nonparametric test statistics: a close look of empirical distribution function-based tests |
1149 | -- | 1163 | Shokrya Alshqaq, Ali Hassan Abuzaid. p criterion |
1164 | -- | 1177 | Xingyun Cao, Danlu Wang, Liucang Wu. Performance of ridge estimator in skew-normal mode regression model |