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2006 | Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation RePEc:bla:scjsta:v:33:y:2006:i:2:p:337-366 [Citation Analysis] | 32 |
2007 | Latent Variable Modelling: A Survey RePEc:bla:scjsta:v:34:y:2007:i:4:p:712-745 [Citation Analysis] | 25 |
2005 | The Skew-normal Distribution and Related Multivariate Families RePEc:bla:scjsta:v:32:y:2005:i:2:p:159-188 [Citation Analysis] | 18 |
2003 | The Cusum Test for Parameter Change in Time Series Models RePEc:bla:scjsta:v:30:y:2003:i:4:p:781-796 [Citation Analysis] | 13 |
2000 | Spectral Density Based Goodness-of-Fit Tests for Time Series Models RePEc:bla:scjsta:v:27:y:2000:i:1:p:143-176 [Citation Analysis] | 13 |
2006 | On the Unification of Families of Skew-normal Distributions RePEc:bla:scjsta:v:33:y:2006:i:3:p:561-574 [Citation Analysis] | 12 |
2001 | Non-parametric Estimation of the Residual Distribution RePEc:bla:scjsta:v:28:y:2001:i:3:p:549-567 [Citation Analysis] | 12 |
2002 | On Block Updating in Markov Random Field Models for Disease Mapping RePEc:bla:scjsta:v:29:y:2002:i:4:p:597-614 [Citation Analysis] | 12 |
2000 | Multivariate Dispersion Models Generated From Gaussian Copula RePEc:bla:scjsta:v:27:y:2000:i:2:p:305-320 [Citation Analysis] | 10 |
2002 | Model Checks for Generalized Linear Models RePEc:bla:scjsta:v:29:y:2002:i:3:p:535-545 [Citation Analysis] | 10 |
2003 | Unsupervised Curve Clustering using B-Splines RePEc:bla:scjsta:v:30:y:2003:i:3:p:581-595 [Citation Analysis] | 10 |
1999 | Smoothing Splines and Shape Restrictions RePEc:bla:scjsta:v:26:y:1999:i:2:p:239-252 [Citation Analysis] | 9 |
2002 | Empirical Likelihood-based Inference in Linear Models with Missing Data RePEc:bla:scjsta:v:29:y:2002:i:3:p:563-576 [Citation Analysis] | 9 |
2000 | Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models RePEc:bla:scjsta:v:27:y:2000:i:4:p:715-731 [Citation Analysis] | 9 |
2006 | Conjugacy as a Distinctive Feature of the Dirichlet Process RePEc:bla:scjsta:v:33:y:2006:i:1:p:105-120 [Citation Analysis] | 9 |
2001 | Boundary and Bias Correction in Kernel Hazard Estimation RePEc:bla:scjsta:v:28:y:2001:i:4:p:675-698 [Citation Analysis] | 8 |
2009 | Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps RePEc:bla:scjsta:v:36:y:2009:i:2:p:270-296 [Citation Analysis] | 8 |
2009 | Posterior Analysis for Normalized Random Measures with Independent Increments RePEc:bla:scjsta:v:36:y:2009:i:1:p:76-97 [Citation Analysis] | 8 |
1999 | Conditional Prior Proposals in Dynamic Models RePEc:bla:scjsta:v:26:y:1999:i:1:p:129-144 [Citation Analysis] | 8 |
2005 | On the Breakdown Properties of Some Multivariate M-Functionals RePEc:bla:scjsta:v:32:y:2005:i:2:p:247-264 [Citation Analysis] | 7 |
2002 | Markov Beta and Gamma Processes for Modelling Hazard Rates RePEc:bla:scjsta:v:29:y:2002:i:3:p:413-424 [Citation Analysis] | 7 |
2003 | Testing Hypotheses in the Functional Linear Model RePEc:bla:scjsta:v:30:y:2003:i:1:p:241-255 [Citation Analysis] | 7 |
2006 | Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing RePEc:bla:scjsta:v:33:y:2006:i:2:p:259-278 [Citation Analysis] | 7 |
2000 | Autoregressive Forecasting of Some Functional Climatic Variations RePEc:bla:scjsta:v:27:y:2000:i:4:p:673-687 [Citation Analysis] | 6 |
2003 | Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models RePEc:bla:scjsta:v:30:y:2003:i:2:p:277-295 [Citation Analysis] | 6 |
1999 | Beta-Bernstein Smoothing for Regression Curves with Compact Support RePEc:bla:scjsta:v:26:y:1999:i:1:p:47-59 [Citation Analysis] | 6 |
2000 | Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process RePEc:bla:scjsta:v:27:y:2000:i:1:p:65-82 [Citation Analysis] | 6 |
2001 | Modelling Heterogeneity With and Without the Dirichlet Process RePEc:bla:scjsta:v:28:y:2001:i:2:p:355-375 [Citation Analysis] | 6 |
2004 | Flexible Class of Skew-Symmetric Distributions RePEc:bla:scjsta:v:31:y:2004:i:3:p:459-468 [Citation Analysis] | 6 |
1999 | Random Bernstein Polynomials RePEc:bla:scjsta:v:26:y:1999:i:3:p:373-393 [Citation Analysis] | 6 |
2004 | Local Linear Additive Quantile Regression RePEc:bla:scjsta:v:31:y:2004:i:3:p:333-346 [Citation Analysis] | 6 |
2000 | Empirical Bayes Age-Period-Cohort Analysis of Retrospective Incidence Data RePEc:bla:scjsta:v:27:y:2000:i:3:p:415-432 [Citation Analysis] | 5 |
2002 | Efficient Estimation of Fixed and Time-varying Covariate Effects in Multiplicative Intensity Models RePEc:bla:scjsta:v:29:y:2002:i:1:p:57-74 [Citation Analysis] | 5 |
2003 | Markov Properties for Acyclic Directed Mixed Graphs RePEc:bla:scjsta:v:30:y:2003:i:1:p:145-157 [Citation Analysis] | 5 |
2001 | Empirical Likelihood for Censored Linear Regression RePEc:bla:scjsta:v:28:y:2001:i:4:p:661-673 [Citation Analysis] | 5 |
2002 | Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models RePEc:bla:scjsta:v:29:y:2002:i:3:p:391-411 [Citation Analysis] | 5 |
2000 | Testing for No Effect by Cosine Series Methods RePEc:bla:scjsta:v:27:y:2000:i:4:p:747-763 [Citation Analysis] | 5 |
2000 | Consistency of the GMLE with Mixed Case Interval-Censored Data RePEc:bla:scjsta:v:27:y:2000:i:1:p:45-55 [Citation Analysis] | 5 |
2003 | Graphical models for skew-normal variates RePEc:bla:scjsta:v:30:y:2003:i:1:p:129-144 [Citation Analysis] | 5 |
2003 | Local Linear Estimation for Time-Dependent Coefficients in Coxs Regression Models RePEc:bla:scjsta:v:30:y:2003:i:1:p:93-111 [Citation Analysis] | 5 |
1999 | Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review RePEc:bla:scjsta:v:26:y:1999:i:3:p:319-343 [Citation Analysis] | 5 |
2006 | Non-parametric Estimation of Tail Dependence RePEc:bla:scjsta:v:33:y:2006:i:2:p:307-335 [Citation Analysis] | 5 |
2002 | Statistical Issues in Macroeconomic Modelling-super- RePEc:bla:scjsta:v:29:y:2002:i:2:p:193-213 [Citation Analysis] | 5 |
2005 | On Maximum Depth and Related Classifiers RePEc:bla:scjsta:v:32:y:2005:i:2:p:327-350 [Citation Analysis] | 5 |
2004 | Parameter Orthogonality and Bias Adjustment for Estimating Functions RePEc:bla:scjsta:v:31:y:2004:i:1:p:93-114 [Citation Analysis] | 4 |
2005 | Cross-validation Bandwidth Matrices for Multivariate Kernel Density Estimation RePEc:bla:scjsta:v:32:y:2005:i:3:p:485-506 [Citation Analysis] | 4 |
2003 | Regression Parameter Estimation from Panel Counts RePEc:bla:scjsta:v:30:y:2003:i:1:p:25-43 [Citation Analysis] | 4 |
2002 | Constructing First Order Stationary Autoregressive Models via Latent Processes RePEc:bla:scjsta:v:29:y:2002:i:4:p:657-663 [Citation Analysis] | 4 |
2001 | A Composite Likelihood Approach to Multivariate Survival Data RePEc:bla:scjsta:v:28:y:2001:i:2:p:295-302 [Citation Analysis] | 4 |
2001 | Likelihood Asymptotics RePEc:bla:scjsta:v:28:y:2001:i:1:p:3-32 [Citation Analysis] | 4 |
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2011 | Empirical likelihood for semiparametric regression model with missing response data RePEc:eee:jmvana:v:102:y:2011:i:4:p:723-740 | [Citation Analysis] |
2011 | Practical estimation of high dimensional stochastic differential mixed-effects models RePEc:eee:csdana:v:55:y:2011:i:3:p:1426-1444 | [Citation Analysis] |
2011 | Repeated measures analysis for functional data RePEc:eee:csdana:v:55:y:2011:i:12:p:3244-3256 | [Citation Analysis] |
2011 | Normality test for multivariate conditional heteroskedastic dynamic regression models RePEc:eee:ecolet:v:111:y:2011:i:1:p:75-77 | [Citation Analysis] |
2011 | Representations of efficient score for coarse data problems based on Neumann series expansion RePEc:spr:aistmt:v:63:y:2011:i:3:p:497-509 | [Citation Analysis] |
2011 | Bayesian semiparametric GARCH models RePEc:msh:ebswps:2011-24 | [Citation Analysis] |
2011 | Comments on: Nonparametric inference based on panel count data RePEc:spr:testjl:v:20:y:2011:i:1:p:46-47 | [Citation Analysis] |
2011 | Free completely random measures RePEc:cte:wsrepe:ws112821 | [Citation Analysis] |
2011 | Asymptotics for a Bayesian nonparametric estimator of species richness RePEc:pav:wpaper:144 | [Citation Analysis] |
2011 | Stick-breaking autoregressive processes RePEc:eee:econom:v:162:y:2011:i:2:p:383-396 | [Citation Analysis] |
2011 | The effect of infrequent trading on detecting price jumps RePEc:spr:alstar:v:95:y:2011:i:1:p:27-58 | [Citation Analysis] |
2011 | How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? RePEc:spr:alstar:v:95:y:2011:i:3:p:253-291 | [Citation Analysis] |
2011 | Threshold estimation of Markov models with jumps and interest rate modeling RePEc:eee:econom:v:160:y:2011:i:1:p:77-92 | [Citation Analysis] |
2011 | Realized Laplace transforms for estimation of jump diffusive volatility models RePEc:eee:econom:v:164:y:2011:i:2:p:367-381 | [Citation Analysis] |
2011 | Error rates for multivariate outlier detection RePEc:eee:csdana:v:55:y:2011:i:1:p:544-553 | [Citation Analysis] |
2011 | A data cloning algorithm for computing maximum likelihood estimates in spatial generalized linear mixed models RePEc:eee:csdana:v:55:y:2011:i:4:p:1748-1759 | [Citation Analysis] |
2011 | Approximate Bayesian inference in spatial GLMM with skew normal latent variables RePEc:eee:csdana:v:55:y:2011:i:4:p:1791-1806 | [Citation Analysis] |
2011 | Empirical likelihood for semiparametric regression model with missing response data RePEc:eee:jmvana:v:102:y:2011:i:4:p:723-740 | [Citation Analysis] |