Keywords: 62E20; 62F35; 62F40; 62H15; Change point test; Functionals of absolutely regular process; Low-cost bootstrap; Tail adaptive test; Two-sample U-statistics;
مقالات ISI (ترجمه نشده)
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Keywords: 62D99; 62F40; 62J05; 62M20; Conditional distribution; Jackknife; Linear mixed model; Mean squared prediction error; Measurement error;
Keywords: 62J12; 62M20; 62F40; Clustered binary data; CMLMP; CMMP; Matching; Mixed logistic model; Mixed model prediction; MSPE;
Keywords: 62F35; 62F40; 62H12; 62H15; 62J05; Diagonality test; Fast and robust bootstrap; MM-estimator; Robust testing;
Keywords: 62F40; 62F25; 62G09; 62N01; 62N02; 62N03; Binary response; Cauchit; Empirical coverage; Gaussian process; Lagrange multiplier; Maximum likelihood estimator;
Keywords: 62F40; 62F25; 62E20Hybrid bootstrap; Confidence intervals; Resampling; Bootstrap
Keywords: 62G09; 62F40; 62M10Blocking; Frequency domain; GARCH; High dimensional data; Kullback–Leibler distance; Long range dependence; Mahalanobis distance; Markov chains; Spatial data; Tapering; Whittle estimation
Asymptotic theory for M-estimates in unstable AR(p) processes with infinite variance innovations
Keywords: 62M10; 60G52; 62F40; Autoregressive model; Unit root; Stable process; Non-stationary; Bootstrapping;
MATS: Inference for potentially singular and heteroscedastic MANOVA
Keywords: 62H15; 62F25; 62F40; Confidence regions; Multivariate data; Parametric bootstrap; Singular covariance matrices;
Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices
Keywords: 62F03; 62F40; 62J10Bootstrap re-sampling; Heteroscedastic two-way MANOVA; Unbalanced data
Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification
Keywords: 62F40; 62H20; Bias correction; Canonical correlation analysis; Jackknife method; Model misspecification; Nonnormality; Variable selection;
Hypothesis testing on the common location parameter of several shifted exponential distributions: A note
Keywords: 62F03; 62F40; 62F05Maximum likelihood estimator; Size of a test; Power function
A parametric bootstrap approach for two-way ANOVA in presence of possible interactions with unequal variances
Keywords: 62F03; 62F40; 62J10Bootstrap re-sampling; Generalized pp-values; Heteroscedasticity; Unbalanced data
Monitoring persistent change in a heavy-tailed sequence with polynomial trends
Keywords: primary; 62L10; secondary; 62F03; 62F40; Monitoring; Persistent change; Heavy-tailed sequence; Polynomial trends;
Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations
Keywords: 60F05; 62F40; Asymptotic distribution; Domain of attraction of the normal law; m-out-of-n bootstrap; Nearly nonstationary;
Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices
Keywords: 62F03; 62F05; 62F40; 62J05Bartlett-type adjustment; Linear mixed model; Parametric bootstrap
The cluster bootstrap consistency in generalized estimating equations
Keywords: 62F40; 62F25; 62F12Bootstrap consistency; Clustered/longitudinal data; Exchangeably weighted cluster bootstrap; Generalized estimating equations; One-step bootstrap
Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models
Keywords: 62F12; 62F15; 62F40; 62J07Benchmarking; Best linear unbiased predictor; Constrained Bayes; Empirical Bayes; Linear mixed model; Mean squared error; Parametric bootstrap; Second-order approximation; Small area estimation
Small area estimation using survey weights under a nested error linear regression model with structural measurement error
Keywords: 62D99; 62F12; 62F40; 62H10; 62J05; Bayes risk; Bootstrap method; Design consistency; Mean squared prediction error; Measurement error; Nested error regression model;
Monitoring persistence change in infinite variance observations
Keywords: primary; 62L10; secondary; 62F03; 62F40; Change in persistence; Heavy tails; Monitoring; Bootstrap;
Parametric bootstrap methods for bias correction in linear mixed models
Keywords: 62F40; 62J07; 62F12; 62F15Best linear unbiased predictor; Confidence interval; Empirical Bayes procedure; Fay–Herriot model; Second-order correction; Linear mixed model; Maximum likelihood estimator; Mean squared error; Nested error regression model; Para
Modeling the yearly Value-at-Risk for operational risk in Chinese commercial banks
Keywords: 62F40; 62G32; 91B30; 65C05C15; C44; G21; G32Operational risk; Loss distribution approach; Multivariate t copula; Monte Carlo; Mixture distribution; Value-at-Risk
An adjusted maximum likelihood method for solving small area estimation problems
Keywords: 62F12; 62F40; 62J99Adjusted density maximization estimator; The Fay–Herriot model; Parametric bootstrap; Prediction intervals
Multivariate generalized S-estimators
Keywords: 62F40; 62F35; 62J05Bootstrap; Efficiency; Multivariate regression; Robustness
Modelling udder infection data using copula models for quadruples
Keywords: 62N01; 62F40; Bootstrap; Copula models; Pseudo-likelihood ratio test; Quadruples; Two-stage estimation;
Factor stochastic volatility with time varying loadings and Markov switching regimes
Keywords: 62C10; 62P20; 62F40; 91B70; 91B82Bayesian inference; Factor analysis; Variance decomposition; Dynamic models; Markov switching
Normalizing unbiased estimating functions
Keywords: 62E20; 62F25; 62F40; 62H20; 62J02; Bootstrap; Confidence interval; Edgeworth expansion; Second-order accuracy; Nonlinear regression; Normalizing transformation; z-transformation;
Maximum likelihood analysis of masked series system lifetime data
Keywords: 62F10; 62F12; 62F25; 62F40; 62N02Asymptotic properties; Bootstrap; Competing risks; EM algorithm; Masking probabilities; Minimum random subset; Random censoring; Weibull distributionEM, Expectation-maximization; LHS, Left-hand side; ML(E), Maximum likelih
Estimations of the parameter of a Dirichlet distribution using residual allocation model representations and sampling properties
Keywords: 62F10; 62F40; 62D05; 65C60; Dirichlet distribution; Residual allocation model; Maximum likelihood; Moment method; Sampling; Size-biased permutation; Birth data;
Robust semiparametric M-estimation and the weighted bootstrap
Keywords: 62F40; 62G20; 62G05; M-estimation; Semiparametric models; Weighted bootstrap; Empirical processes;