The following pages link to Christopher S. Withers (Q265131):
Displaying 50 items.
- A trigonometric identity for 2 × 2 block matrices (Q2808995) (← links)
- The distribution of the maximum of a first-order moving average: The discrete casex (Q2816646) (← links)
- Conditioning out rare events for exponential families has negligible effect on inference (Q2816663) (← links)
- β-reciprocal polynomials (Q2816765) (← links)
- Stirling numbers and some partial sums of powers and products. (Q2828894) (← links)
- Inversion theorems for functions with power series in a parameter (Q2831587) (← links)
- Estimators for a class of power series families (Q2832981) (← links)
- Bell polynomials for sums and products with applications to derivatives of functions of trigonometric and hyperbolic functions (Q2839670) (← links)
- Saddlepoint expansions in terms of Bell polynomials (Q2841937) (← links)
- Expansions for moments of compound Poisson distributions (Q2844473) (← links)
- Factorizing a matrix quadratic polynomial (Q2846583) (← links)
- Relations between multivariate moments and cumulants via Bell polynomials (Q2860835) (← links)
- Confidence intervals for lognormal regression and a non-parametric alternative (Q2862387) (← links)
- Testing if a mixture is from a given location–scale family (Q2863078) (← links)
- Expressions for the distribution and percentiles of the sums and products of chi-squares (Q2863109) (← links)
- The distribution of Foschini's lower bound for channel capacity (Q2879915) (← links)
- Maximum of continuous versions of Poisson and negative binomial-type distributions (Q2882294) (← links)
- Repeated integrals of the univariate normal as a finite series with the remainder in terms of Moran's functions (Q2892879) (← links)
- Orthogonal polynomials via random variables (Q2895371) (← links)
- Joint moments of quadratic forms in noncentral normal vectors (Q2895400) (← links)
- Normal maximum likelihood, weighted least squares, and ridge regression estimates (Q2905807) (← links)
- Nonparametric estimates of low bias (Q2921607) (← links)
- Simple expansions for sine and cosine (Q2926413) (← links)
- Accurate inference for scale and location families (Q2934845) (← links)
- (Q2938914) (← links)
- Improved Estimates and Confidence Intervals for Regenerative Simulation (Q2943794) (← links)
- Expansions for the risk of Stein type estimates for non-normal data (Q3011073) (← links)
- Adding a parameter increases the variance of an estimated regression function (Q3018468) (← links)
- Confidence intervals for the length of a vector mean (Q3019814) (← links)
- Multivariate Bell polynomials (Q3056397) (← links)
- log det A = tr log A (Q3069671) (← links)
- The asymptotic behaviour of the maximum of a random sample subject to trends in location and scale (Q3077686) (← links)
- Asymptotic covariances for the generalized gamma distribution (Q3079978) (← links)
- (Q3083621) (← links)
- (Q3085445) (← links)
- METHODS FOR SYMMETRIZING RANDOM VARIABLES (Q3087804) (← links)
- (Q3105533) (← links)
- Nonparametric confidence intervals for the integral of a function of an unknown density (Q3106436) (← links)
- (Q3108597) (← links)
- (Q3108622) (← links)
- Shrinkage estimates based on orthogonal decomposition of the sample space (Q3135385) (← links)
- Tests and confidence intervals for the shape parameter of a gamma distribution (Q3135502) (← links)
- Adjusting Cornish–Fisher expansions and confidence intervals for the effect of roundoff (Q3143495) (← links)
- (Q3172309) (← links)
- EXPANSIONS FOR SUMS OF RAYLEIGHS (Q3183126) (← links)
- (Q3341677) (← links)
- A chain rule for differentiation with applications to multivariate hermite polynomials (Q3342893) (← links)
- (Q3407113) (← links)
- (Q3407141) (← links)
- (Q3452150) (← links)
