The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors (Q1935684) (← links)
- Updating a nonlinear discriminant function estimated from a mixture of two inverse Weibull distributions (Q1935685) (← links)
- The log-beta Weibull regression model with application to predict recurrence of prostate cancer (Q1935686) (← links)
- Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors (Q1935687) (← links)
- Identification of power distribution mixtures through regression of exponentials (Q1935688) (← links)
- On residual lifetime of coherent systems after the \(r\)th failure (Q1935689) (← links)
- Alternative estimator for the parameters of a mixture of two binomial distributions (Q1935690) (← links)
- Corrections and complements to: Preliminary test estimation of the parameters of exponential and Pareto distributions for censored samples (Q1935691) (← links)
- The Kumaraswamy distribution: median-dispersion re-parameterizations for regression modeling and simulation-based estimation (Q1935694) (← links)
- On the exact joint distribution of a linear combination of order statistics and their concomitants in an exchangeable multivariate normal distribution (Q1956327) (← links)
- Statistical analysis for Kumaraswamy's distribution based on record data (Q1956329) (← links)
- One- and two-sample Bayesian prediction intervals based on progressively type-II censored data (Q1956331) (← links)
- Using \(p\) values to design statistical process control charts (Q1956332) (← links)
- A new rank correlation measure (Q1956333) (← links)
- Simultaneous choice of time points and the block design in the growth curve model (Q1956334) (← links)
- Calibration with low bias (Q1956335) (← links)
- On the existence of a normal approximation to the distribution of the ratio of two independent normal random variables (Q1956336) (← links)
- Correlation is first order independent of transformation (Q1956337) (← links)
- The simplicity of likelihood based inferences for \(P(X<Y)\) and for the ratio of means in the exponential model (Q1956338) (← links)
- Measures of radial asymmetry for bivariate random vectors (Q1956340) (← links)
- On characterizations of the generalized Pareto distributions based on progressively censored order statistics (Q1956341) (← links)
- Approximate MLEs for the location and scale parameters of the skew logistic distribution (Q1956342) (← links)
- Book review: O. Jones, R. Maillardet, and A. Robinson: Introduction to scientific programming and simulation using R (Q1956343) (← links)
- A generalization of the Wilcoxon signed-rank test and its applications (Q1956346) (← links)
- A skew extension of the slash distribution via beta-normal distribution (Q1956347) (← links)
- A new procedure for variance estimation in simple random sampling using auxiliary information (Q1956348) (← links)
- A procedure for testing suspected observations (Q1956350) (← links)
- On the Marshall-Olkin extended Weibull distribution (Q1956351) (← links)
- Basic concepts of multiple tests -- a survey (Q1961766) (← links)
- An alternative and generalized excess measure and its advantages (Q1961767) (← links)
- Efficiency comparison of \(M\)-estimates for scale at \(t\)-distributions (Q1961768) (← links)
- Sequential testing procedures for a class of distributions representing various life-testing models (Q1961769) (← links)
- Likelihood ratio tests based on subglobal optimization: A power comparison in exponential mixture models (Q1961770) (← links)
- A note on the recurrence relations between moments of order statistics from right truncated log-logistic distribution (Q1961771) (← links)
- On some reliability aspects of Pearson family of distributions (Q1961772) (← links)
- Characterization of an optimal matrix estimator under convex loss function (Q1962768) (← links)
- A characterization of the dilation order and its applications (Q1962769) (← links)
- Two stage least squares estimation in structural cointegration models (Q1962770) (← links)
- Grade of membership models in low dimensions (Q1962771) (← links)
- Statistical inference about the shape parameter of the exponential power distribution (Q1962772) (← links)
- On pre-test estimation of parametric functions in the general Gauss-Markov model with quadratic risk (Q1962773) (← links)
- On ARL-unbiased c-charts for INAR(1) Poisson counts (Q2010781) (← links)
- Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models (Q2010782) (← links)
- Bayesian inference in measurement error models from objective priors for the bivariate normal distribution (Q2010783) (← links)
- Panel stationary tests against changes in persistence (Q2010784) (← links)
- From B-spline representations to gamma representations in hybrid censoring (Q2010785) (← links)
- Quantile regression and variable selection for partially linear model with randomly truncated data (Q2010786) (← links)
- Weighted quantile regression for censored data with application to export duration data (Q2010788) (← links)
- Asymptotic properties of LS estimators in the errors-in-variables model with MD errors (Q2010789) (← links)
- Pseudo maximum likelihood estimation for the Cox model with doubly truncated data (Q2010790) (← links)
