欢迎您！东篱公司
退出
-
申报数据库
-
立项数据库
-
成果数据库
-
项目获奖数据库
同期刊论文项目
同项目期刊论文
Strong consistency of estimators in partially linear models for longitudinal data with mixingdepende
Asymptotic properties of wavelet estimators in semiparametric regression models under dependent erro
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
Diagnostics on nonlinear model with scale mixtures ofskew-normal and first-order autoregressive erro
An approximately optimal non-parametric procedure for analyzing exchangeable binary data with random
Nonparametric estimation in generalizedvarying-coefficient models based on iterativeweighted quasi-l
Orthogonality-projection-based estimation for semi-varyingcoefficient models with heteroscedastic er
Asymptotics of a wavelet estimator in the nonparametricregression model with repeated measurements u
Uniform tail asymptotics for the aggregate claimswith stochastic discount in the renewal risk models
Heteroscedasticity and/or Autocorrelation Checks in Longitudinal Nonlinear Models with Elliptical an
Empirical likelihood inference in mixture of semiparametric varying-coefficient models for longitudi
The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks
位置：