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Filtros : "INFERÊNCIA PARAMÉTRICA" "2002" Removido: "FCFRP" Limpar

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  • Artigo de periodico

    Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test (2002)

    Stern, Julio Michael ; Zacks, Shelemyahu

    Source: Statistics & Probability Letters. Unidade: IME

    Subjects: ESTATÍSTICA, INFERÊNCIA PARAMÉTRICA, ANÁLISE MULTIVARIADA

    Acesso à fonteDOIHow to cite
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    • ABNT

      STERN, Julio Michael e ZACKS, Shelemyahu. Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test. Statistics & Probability Letters, v. 60, n. 3, p. 313-320, 2002Tradução . . Disponível em: https://doi.org/10.1016/s0167-7152(02)00314-0. Acesso em: 04 out. 2024.

    • APA

      Stern, J. M., & Zacks, S. (2002). Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test. Statistics & Probability Letters, 60( 3), 313-320. doi:10.1016/s0167-7152(02)00314-0

    • NLM

      Stern JM, Zacks S. Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test [Internet]. Statistics & Probability Letters. 2002 ; 60( 3): 313-320.[citado 2024 out. 04 ] Available from: https://doi.org/10.1016/s0167-7152(02)00314-0

    • Vancouver

      Stern JM, Zacks S. Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test [Internet]. Statistics & Probability Letters. 2002 ; 60( 3): 313-320.[citado 2024 out. 04 ] Available from: https://doi.org/10.1016/s0167-7152(02)00314-0

  • Relatorio tecnico

    Score tests for Weibull-regression models with Random effect (2002)

    Bolfarine, Heleno ; Valença, Dione Maria

    Unidade: IME

    Assunto: INFERÊNCIA PARAMÉTRICA

    Versão PublicadaHow to cite
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    • ABNT

      BOLFARINE, Heleno e VALENÇA, Dione Maria. Score tests for Weibull-regression models with Random effect. . São Paulo: IME-USP. Disponível em: https://repositorio.usp.br/directbitstream/729f92cb-cda1-4b2c-b300-2d2359804804/1236030.pdf. Acesso em: 04 out. 2024. , 2002

    • APA

      Bolfarine, H., & Valença, D. M. (2002). Score tests for Weibull-regression models with Random effect. São Paulo: IME-USP. Recuperado de https://repositorio.usp.br/directbitstream/729f92cb-cda1-4b2c-b300-2d2359804804/1236030.pdf

    • NLM

      Bolfarine H, Valença DM. Score tests for Weibull-regression models with Random effect [Internet]. 2002 ;[citado 2024 out. 04 ] Available from: https://repositorio.usp.br/directbitstream/729f92cb-cda1-4b2c-b300-2d2359804804/1236030.pdf

    • Vancouver

      Bolfarine H, Valença DM. Score tests for Weibull-regression models with Random effect [Internet]. 2002 ;[citado 2024 out. 04 ] Available from: https://repositorio.usp.br/directbitstream/729f92cb-cda1-4b2c-b300-2d2359804804/1236030.pdf

  • Artigo de periodico

    Measurement error models with nonconstant covariance matrices (2002)

    Arellano-Valle, Reinaldo Boris ; Bolfarine, Heleno ; Gasco, Loretta B.

    Source: Journal of Multivariate Analysis. Unidade: IME

    Assunto: INFERÊNCIA PARAMÉTRICA

    Acesso à fonteDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas

    • ABNT

      ARELLANO-VALLE, Reinaldo Boris e BOLFARINE, Heleno e GASCO, Loretta B. Measurement error models with nonconstant covariance matrices. Journal of Multivariate Analysis, v. 82, n. 2, p. 395-415, 2002Tradução . . Disponível em: https://doi.org/10.1006/jmva.2001.2024. Acesso em: 04 out. 2024.

    • APA

      Arellano-Valle, R. B., Bolfarine, H., & Gasco, L. B. (2002). Measurement error models with nonconstant covariance matrices. Journal of Multivariate Analysis, 82( 2), 395-415. doi:10.1006/jmva.2001.2024

    • NLM

      Arellano-Valle RB, Bolfarine H, Gasco LB. Measurement error models with nonconstant covariance matrices [Internet]. Journal of Multivariate Analysis. 2002 ; 82( 2): 395-415.[citado 2024 out. 04 ] Available from: https://doi.org/10.1006/jmva.2001.2024

    • Vancouver

      Arellano-Valle RB, Bolfarine H, Gasco LB. Measurement error models with nonconstant covariance matrices [Internet]. Journal of Multivariate Analysis. 2002 ; 82( 2): 395-415.[citado 2024 out. 04 ] Available from: https://doi.org/10.1006/jmva.2001.2024
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