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Results 1 to 25 of 651

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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

Encompassing tests when no model is encompassingWEST, Kenneth D.Journal of econometrics. 2001, Vol 105, Num 1, pp 287-308, issn 0304-4076Conference Paper

Finite-sample density and its small sample asymptotic approximationJURECKOVA, Jana; SABOLOVA, Radka.Statistics & probability letters. 2011, Vol 81, Num 8, pp 1311-1318, issn 0167-7152, 8 p.Article

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

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

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

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

Minima regret treatment choice with covariates or with limited validity of experimentsSTOYE, Jörg.Journal of econometrics. 2012, Vol 166, Num 1, pp 138-156, issn 0304-4076, 19 p.Article

Disability and employment: Reevaluating the evidence in light of reporting errorsKREIDER, Brent; PEPPER, John V.Journal of the American Statistical Association. 2007, Vol 102, Num 478, pp 432-441, issn 0162-1459, 10 p.Article

Monte Carlo tests with nuisance parameters : A general approach to finite-sample inference and nonstandard asymptoticsDUFOUR, Jean-Marie.Journal of econometrics. 2006, Vol 133, Num 2, pp 443-477, issn 0304-4076, 35 p.Conference Paper

MMC techniques for limited dependent variables models : Implementation by the branch-and-bound algorithmJOUNEAU-SION, Frédéric; TORRES, Olivier.Journal of econometrics. 2006, Vol 133, Num 2, pp 479-512, issn 0304-4076, 34 p.Conference Paper

The validity of instruments revisitedBERKOWITZ, Daniel; CANER, Mehmet; YING FANG et al.Journal of econometrics. 2012, Vol 166, Num 2, pp 255-266, issn 0304-4076, 12 p.Article

Yield curve estimation by kernel smoothing methodsLINTON, Oliver; MAMMEN, Enno; NIELSEN, Jans Perch et al.Journal of econometrics. 2001, Vol 105, Num 1, pp 185-223, issn 0304-4076Conference Paper

The Distribution of the Sample Minimum-Variance FrontierKAN, Raymond; SMITH, Daniel R.Management science. 2008, Vol 54, Num 7, pp 1364-1380, issn 0025-1909, 17 p.Article

Adiabatic Non-Equilibrium Steady States in the Partition Free ApproachCORNEAN, Horia D; DUCLOS, Pierre; PURICE, Radu et al.Annales Henri Poincaré. 2012, Vol 13, Num 4, pp 827-856, issn 1424-0637, 30 p.Article

Residual variance estimation using a nearest neighbor statisticLIITIÄINEN, Elia; CORONA, Francesco; LENDASSE, Amaury et al.Journal of multivariate analysis. 2010, Vol 101, Num 4, pp 811-823, issn 0047-259X, 13 p.Article

Bandwidth selection for functional time series predictionANTONIADIS, Anestis; PAPARODITIS, Efstathios; SAPATINAS, Theofanis et al.Statistics & probability letters. 2009, Vol 79, Num 6, pp 733-740, issn 0167-7152, 8 p.Article

A reinvestigation of robust scale estimation in finite samplesRANDAL, John A.Computational statistics & data analysis. 2008, Vol 52, Num 11, pp 5014-5021, issn 0167-9473, 8 p.Article

Finite sample power of Cliff-Ord-type tests for spatial disturbance correlation in linear regressionKRÄMER, Walter.Journal of statistical planning and inference. 2005, Vol 128, Num 2, pp 489-496, issn 0378-3758, 8 p.Article

Robust inference for the correlation coefficient: A parametric methodTSOU, Tsung-Shan.Communications in statistics. Theory and methods. 2005, Vol 34, Num 1, pp 147-162, issn 0361-0926, 16 p.Article

Selection of the break in the Perron-type testsMONTANES, Antonio; OLLOQUI, Irene; CALVO, Elena et al.Journal of econometrics. 2005, Vol 129, Num 1-2, pp 41-64, issn 0304-4076, 24 p.Conference Paper

Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss functionCHATURVEDI, Anoop; SHALABH.Journal of multivariate analysis. 2004, Vol 90, Num 2, pp 229-256, issn 0047-259X, 28 p.Article

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