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Probability matching priors: a review

Scricciolo, Catia - In: Statistical Methods and Applications 8 (1999) 1, pp. 83-100

Persistent link: https://www.econbiz.de/10008497276

Empirical Bayes spatial prediction using a Monte Carlo EM algorithm

Khaledi, Majid; Rivaz, Firoozeh - In: Statistical Methods and Applications 18 (2009) 1, pp. 35-47

Persistent link: https://www.econbiz.de/10005596323

Modeling individual migraine severity with autoregressive ordered probit models

Czado, Claudia; Heyn, Anette; Müller, Gernot - In: Statistical Methods and Applications 20 (2011) 1, pp. 101-121

Persistent link: https://www.econbiz.de/10008925119

A diagnostic for autocorrelation of the disturbances in regression models

Carota, Cinzia - In: Statistical Methods and Applications 7 (1998) 3, pp. 257-266

Persistent link: https://www.econbiz.de/10008497250

Some Faults of the Bayes Factor in Nonparametric Model Selection

Carota, Cinzia - In: Statistical Methods and Applications 15 (2006) 1, pp. 37-42

Persistent link: https://www.econbiz.de/10005596326

A generalization of the slashed distribution via alpha skew normal distribution

Gui, Wenhao - In: Statistical Methods and Applications 23 (2014) 4, pp. 547-563

In this paper, we introduce a new class of the slash distribution, an alpha skew normal slash distribution. The proposed model is more flexible in terms of its kurtosis than the slashed normal distribution and can efficiently capture the bimodality. Properties involving moments and moment...

Persistent link: https://www.econbiz.de/10011151896

Practical implications of higher moments in risk management

Grigoletto, Matteo; Lisi, Francesco - In: Statistical Methods and Applications 20 (2011) 4, pp. 487-506

Persistent link: https://www.econbiz.de/10009390803

Tests for multivariate normality based on canonical correlations

Thulin, Måns - In: Statistical Methods and Applications 23 (2014) 2, pp. 189-208

moments in a way that resembles the construction of Mardia’s skewness measure and generalizes the Lin–Mudholkar test for … univariate normality. The tests are compared to some popular tests based on Mardia’s skewness and kurtosis measures in an …

Persistent link: https://www.econbiz.de/10010998685

Behaviour of skewness, kurtosis and normality tests in long memory data

Boutahar, Mohamed - In: Statistical Methods and Applications 19 (2010) 2, pp. 193-215

Persistent link: https://www.econbiz.de/10008486569

Interval estimation of the intraclass correlation coefficient based on Bartlett’s score procedure

Paul, S. - In: Statistical Methods and Applications 6 (1997) 3, pp. 257-272

Persistent link: https://www.econbiz.de/10008497285