All Stories

  1. Bayesian Estimation and Unit Root Test for Logistic Smooth Transition Autoregressive Process
  2. Analysis of Panel Data
  3. Statistical process control for autocorrelated data on grid
  4. Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision
  5. Shrinkage estimation in spatial autoregressive model
  6. Bayesian Analysis of Structural Changes in a Linear Regression Model: An Application to Rupee-Dollar Exchange Rate
  7. Modeling Count Data J. M. Hilbe Cambridge Cambridge University Press xvi + 284 pp., $99.00 (hardbound), $37.99 (paperbound) ISBN 978-1-107-02833-3 (hardbound), 978-1-107-61125-2 (paperbound)
  8. Cross-Family Comparative Proteomic Study and Molecular Phylogeny of MAP Kinases in Plants
  9. Cross family comparative proteomic study and molecular phylogeny of MAP kinases in plants
  10. Bayesian Estimation of Regression Coefficients Under Extended Balanced Loss Function
  11. Robust Bayesian analysis of Weibull failure model
  12. Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances
  13. Mining and gene ontology based annotation of SSR markers from expressed sequence tags of Humulus lupulus
  14. Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances
  15. Effect of Misspecifying the Disturbance Covariance Matrix on a Family of Shrinkage Estimators
  16. Simultaneous Prediction Based on Shrinkage Estimator
  17. Bayesian Unit Root Test for Time Series Models with Structural Breaks
  18. Bayesian unit root test for model with maintained trend
  19. Appendix: Performance of the 2SHI Estimator Under the Generalised Pitman Nearness Criterion
  20. Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function
  21. Unbiased estimation of the MSE matrices of improved estimators in linear regression
  22. Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix
  23. Handbook Of Applied Econometrics And Statistical Inference
  24. Double k-Class Estimators in Regression Models with Non-spherical Disturbances
  25. STEIN-RULE RESTRICTED REGRESSION ESTIMATOR IN A LINEAR REGRESSION MODEL WITH NONSPHERICAL DISTURBANCES
  26. Bayesian analysis of disturbances variance in the linear regression model under asymmetric loss functions
  27. Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non-Spherical Disturbances
  28. Stein rule prediction of the composite target function in a general linear regression model
  29. Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances
  30. Bayesian Unit Root Test in Nonnormal AR(1) Model
  31. Bayesian estimation for the Pareto income distribution
  32. BAYESIAN ANALYSIS OF THE LINEAR REGRESSION MODEL WITH NON-NORMAL DISTURBANCES
  33. Confidence Sets for the Coefficients Vector of a Linear Regression Model with Nonspherical Disturbances
  34. Bayesian analysis of the linear regression model with an edgeworth series prior distribution
  35. Performance of the 2SHI estimator under the generalised pitman nearness criterion
  36. Robust Bayesian analysis of the linear regression model
  37. Bayesian predictive analysis of the linear regression model with an edgeworth series prior distribution
  38. On two Sequential Procedures for Estimating the Parameter of a Uniform Distribution