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Estimation of the hazard rate function with a reduction of bias and variance at the boundary

J. Groß; S. Puntanen

Extensions of the Frisch–Waugh–Lovell Theorem

M. Weba

Optimal trend estimation in geometric asset price models

H. Fellag; K. Nouali

Bayesian estimation of AR(1) models with uniform innovations

I. Janicka

Combining multivariate estimators of the mean vector

G. Mazurkiewicz

On S$\alpha$S density function

T. Górecki

Stacked regression with restrictions

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Weakly nonlinear regression model with constraints I: nonlinear hypothesis