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Publisher: Taylor and Francis Ltd

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Volume 82, Number 11, 1 November 2012

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Quantile regression via iterative least squares computations
pp. 1557-1569(13)
Authors: Muggeo, Vito M.R.; Sciandra, Mariangela; Augugliaro, Luigi

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Influential observations in GARCH models
pp. 1571-1589(19)
Authors: Zevallos, Mauricio; Hotta, Luiz K.

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Confidence intervals for the correlation from a bivariate normal
pp. 1591-1606(16)
Authors: Withers, Christopher S.; Nadarajah, Saralees

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Bayesian estimation and prediction for Weibull model with progressive censoring
pp. 1607-1620(14)
Authors: Huang, Syuan-Rong; Wu, Shuo-Jye

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Bayesian quantile regression for longitudinal data models
pp. 1635-1649(15)
Authors: Luo, Youxi; Lian, Heng; Tian, Maozai

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Testing normality based on new entropy estimators
pp. 1701-1713(13)
Authors: Zamanzade, Ehsan; Arghami, Nasser Reza

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