Pages that link to "Item:Q61730"
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The following pages link to Journal of Statistical Computation and Simulation (Q61730):
Displaying 50 items.
- An entropy-based test for goodness of fit of the von mises distribution (Q2703003) (← links)
- Interval estimation of the mean in a two-stage nested model (Q2703005) (← links)
- Calculating the proportion of triangles in a poisson – voronoi tessellation of the plane (Q2703007) (← links)
- Assessing the bias of maximum likelihood estimates of contaminated garch models (Q2703008) (← links)
- Interacting neighbour point processes: Some models for clustering (Q2708081) (← links)
- A suggested computational procedure to peizer and pratt’s approximation to the incomplete beta and gamma ratios (Q2708083) (← links)
- A bayesian alternative to the sign test in the presence of ties (Q2708085) (← links)
- Approximations to the distribution of weighted combination of independent probabilities (Q2708086) (← links)
- A poisson-gamma model for two-stage cluster sampling data (Q2708088) (← links)
- Improved estimation of the correlation coefficient in a bivariate exponential distribution (Q2708089) (← links)
- Prediction intervals for farima processes by bootstrap methods (Q2708090) (← links)
- Data driven versions of neyman's test for uniformity based on bayesian rule (Q2720216) (← links)
- Exact bayesian inference for normal hierarchical models (Q2720218) (← links)
- Bootstrap methods for the nonparametric assessment of population bioequivalence and similarity of distributions (Q2720219) (← links)
- Testing the adequacy of a linear model<i>VIA</i>critical smoothing (Q2720220) (← links)
- Estimating the variance of the sample median (Q2720221) (← links)
- Probability model selection using information-theoretic optimization criterion (Q2746328) (← links)
- Record-breaking data: a parametric comparison of the inverse-sampling and the random-sampling schemes (Q2746329) (← links)
- On goodness of fit for time series regression models (Q2746331) (← links)
- Efficiency analysis of ten estimation procedures for quantitative linear models with autocorrelated errors (Q2746332) (← links)
- A comparison of parametric conditional error-rate estimators for the two-group linear discriminant function (Q2746333) (← links)
- Estimation of the location and scale parameters of generalized exponential distribution based on order statistics (Q2746345) (← links)
- Average run length comparison of multivariate control charts (Q2746348) (← links)
- Perfect Simulation for Random Sequential Adsorption of<i>d</i>-Dimensional Spheres with Random Radii (Q2746349) (← links)
- Incomplete categorical data analysis: a bayesian perspective (Q2746351) (← links)
- Information-statistical pattern based approach for data mining (Q2746352) (← links)
- Two-staged estimation of variance components in generalized linear mixed models (Q2746353) (← links)
- Resistant estimation of multivariate location using minimum spanning trees (Q2746355) (← links)
- An upper bound for the distribution function of a positive definite quadratic form (Q2746356) (← links)
- Robust<i>I</i>-sample analysis of means type randomization tests for variances (Q2746358) (← links)
- Fractional polynomial model selection procedures: investigation of type i error rate (Q2746360) (← links)
- Sample size considerations and augmentation of computer experiments (Q2747228) (← links)
- Assessment of forecasts and forecast uncertainty using feneralized linear regression models for time series count data (Q2747230) (← links)
- Booststrapped johansen tests for cointegration relationships: a graphical analysis (Q2747231) (← links)
- Smoothing spline and kernel estimation of a probit function (Q2747233) (← links)
- Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap<sup>∗</sup> (Q2747234) (← links)
- Small sample performance of robust estimators of tail parameters for pareto and exponential models (Q2774401) (← links)
- Fitting data to the johnson system (Q2774403) (← links)
- Least-squares tests of time-series,invention effects with and without autocorrelations (Q2774406) (← links)
- Modification of jessen's method 2 (Q2774409) (← links)
- ROC curve estimation based on local smoothing (Q2774410) (← links)
- An m-estimation-based model selection criterion with a data-oriented penalty (Q2774411) (← links)
- On the moments of a stahel donoho robust multivatiate estimator (Q2774413) (← links)
- Boundary corrected cubic smoothing splines (Q2780867) (← links)
- Estimation procedures and prediction intervals (Q2780869) (← links)
- Recursive linear mixed models:some results on shared parameter estimation (Q2780870) (← links)
- Bias-corrected heterosced asticity robust covariance matrix (sandwich) estimators (Q2780871) (← links)
- Estimating the permanent by importance sampling from a finite population (Q2784184) (← links)
- Absolute error criteria for bandwidth selection in density estimation from censored data (Q2784185) (← links)
- A simple approach for generating correlated binary variates<sup>∗</sup> (Q2784186) (← links)
