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Results 1 to 25 of 643

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Nonparametric estimation of residual variance revisitedSEIFERT, B; GASSER, T; WOLF, A et al.Biometrika. 1993, Vol 80, Num 2, pp 373-383, issn 0006-3444Article

ESTIMATING THE NUMBER OF NEURONS IN MULTI-NEURONAL SPIKE TRAINSMENGXIN LI; LOH, Wei-Liem.The Annals of applied statistics. 2011, Vol 5, Num 1, pp 176-200, issn 1932-6157, 25 p.Article

Spurious regression and lurking variablesGARCIA-BELMONTE, Lizeth; VENTOSA-SANTAULARIA, Daniel.Statistics & probability letters. 2011, Vol 81, Num 12, pp 2004-2010, issn 0167-7152, 7 p.Article

Tail behavior of regression estimators and their breakdown pointsXUMING HE; JURECKOVA, J; KOENKER, R et al.Econometrica. 1990, Vol 58, Num 5, pp 1195-1214, issn 0012-9682, 20 p.Article

On estimation and tests of time-varying effects in the proportional hazards modelSCHEIKE, Thomas H; MARTINUSSEN, Torben.Scandinavian journal of statistics. 2004, Vol 31, Num 1, pp 51-62, issn 0303-6898, 12 p.Article

Finite-sample properties of limited-information estimators in misspecified simultaneous equation modelsLYE, J. N.Journal of statistical computation and simulation (Print). 1991, Vol 39, Num 4, pp 241-257, issn 0094-9655Article

The closest estimates of statistical parameters. CommentsPITMAN, E. J. G; SEN, P. K; BLYTH, C. R et al.Communications in statistics. Theory and methods. 1991, Vol 20, Num 11, pp 3423-3456, issn 0361-0926Article

The optional sampling theorem for submartingales in the sequentially planned contextMAR FENOY, M; IBARROLA, Pilar.Statistics & probability letters. 2007, Vol 77, Num 8, pp 826-831, issn 0167-7152, 6 p.Article

Beads, bags, bayes, and the fundamental problem of sampling theoryARNOLD, Barry C.Communications in statistics. Theory and methods. 2001, Vol 30, Num 8-9, pp 1963-1967, issn 0361-0926Conference Paper

Propriétés en échantillon fini des tests robustes à l'hétéroscéd asti cité de forme inconnue = Finite sample performance of test robust to heteroske- dasticity of unknown formFLACHAIRE, Emmanuel.Annales d'économie et de statistique. 2005, Num 77, pp 187-199, issn 0769-489X, 13 p.Article

On the finite sample breakdown points of redescending M-estimates of locationZHIQIANG CHEN; TYLER, David E.Statistics & probability letters. 2004, Vol 69, Num 3, pp 233-242, issn 0167-7152, 10 p.Article

Location-shifts for improved estimation under Midzuno-Sen sampling schemeSRIVENKATARAMANA, T.Journal of statistical planning and inference. 2002, Vol 102, Num 1, pp 179-187, issn 0378-3758Article

Sequential Monte Carlo Samplers: Error Bounds and Insensitivity to Initial ConditionsWHITELEY, Nick.Stochastic analysis and applications. 2012, Vol 30, Num 5, pp 774-798, issn 0736-2994, 25 p.Article

Approximate inference for the multinomial logit modelREKKAS, M.Statistics & probability letters. 2009, Vol 79, Num 2, pp 237-242, issn 0167-7152, 6 p.Article

Bartlett-type adjustments for empirical discrepancy test statisticsBRAVO, Francesco.Journal of statistical planning and inference. 2005, Vol 136, Num 3, pp 537-554, issn 0378-3758, 18 p.Article

Finite sample properties of multiple imputation estimatorsJAE KWANG KIM.Annals of statistics. 2004, Vol 32, Num 2, pp 766-783, issn 0090-5364, 18 p.Article

Jackknifing two-sample statisticsSCHECHHNAN, Edna; SUOJIN WANG.Journal of statistical planning and inference. 2004, Vol 119, Num 2, pp 329-340, issn 0378-3758, 12 p.Article

Testing independence for bivariate current status dataDING, A. Adam; WANG, Weijing.Journal of the American Statistical Association. 2004, Vol 99, Num 465, pp 145-155, issn 0162-1459, 11 p.Article

An alternative bootstrap to moving blocks for time series regression modelsHIDALGO, Javier.Journal of econometrics. 2003, Vol 117, Num 2, pp 369-399, issn 0304-4076, 31 p.Article

Testing for linear dependence in heavy-tailed dataGALLAGHER, Colin M.Communications in statistics. Theory and methods. 2002, Vol 31, Num 4, pp 611-623, issn 0361-0926, 13 p.Article

A Finite-Sample, Distribution-Free, Probabilistic Lower Bound on Mutual InformationVANDERKRAATS, Nathan D; BANERJEE, Arunava.Neural computation. 2011, Vol 23, Num 7, pp 1862-1898, issn 0899-7667, 37 p.Article

BACKFITTING AND SMOOTH BACKFITTING FOR ADDITIVE QUANTILE MODELSYOUNG KYUNG LEE; MAMMEN, Enno; PARK, Byeong U et al.Annals of statistics. 2010, Vol 38, Num 5, pp 2857-2883, issn 0090-5364, 27 p.Article

Concomitants of order statistics for dependent samplesKE WANG; NAGARAJA, H. N.Statistics & probability letters. 2009, Vol 79, Num 4, pp 553-558, issn 0167-7152, 6 p.Article

TESTING FOR COMMON ARRIVALS OF JUMPS FOR DISCRETELY OBSERVED MULTIDIMENSIONAL PROCESSESJACOD, Jean; TODOROV, Viktor.Annals of statistics. 2009, Vol 37, Num 4, pp 1792-1838, issn 0090-5364, 47 p.Article

ON REGRESSION ADJUSTMENTS IN EXPERIMENTS WITH SEVERAL TREATMENTSFREEDMAN, David A.The Annals of applied statistics. 2008, Vol 2, Num 1, pp 176-196, issn 1932-6157, 21 p.Article

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