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Strong consistency of estimators in partially linear models for longitudinal data with mixingdepende
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Outlier Detection in Adaptive Functional-Coefficient Autoregressive Models Based on Extreme Value Th
Empirical likelihood inference in mixtures of semiparametric varying coefficient EV models for longi
Semiparametric regression estimation for longitudinal data in models with martingale difference erro
Testing for the shape parameter of generalized extreme value distribution based on the -likelihood r
Bayesian Inference for Generalized Linear Mixed Model Based on the Multivariate t Distribution in Po
Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models
Modified maximum spacings method for generalizedextreme value distribution and applicationsin real d
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Nonparametric estimation in generalizedvarying-coefficient models based on iterativeweighted quasi-l
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The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks
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