Pages that link to "Item:Q3429835"
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The following pages link to Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Q3429835):
Displaying 50 items.
- Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes (Q4247979) (← links)
- The Added Variable Plot for a Time Series of Counts (Q4247980) (← links)
- Bias Reduction using Stochastic Approximation (Q4247981) (← links)
- Robust Confidence Intervals for Regression Parameters (Q4247982) (← links)
- Diagnostics for Autocorrelated Regression Models (Q4247984) (← links)
- Some Bounds on the Distribution of Certain Quadratic Forms in Normal Random Variables (Q4247985) (← links)
- Weak Limit of the Sample Extremal Quotient (Q4247986) (← links)
- Some Estimates for the Rate of Convergence in the Multidimensional Central Limit Theorem for Homogeneous Markov Chains (Q4247987) (← links)
- A Generalization of the Childs‐Moran Result for Orthoscheme Probabilities (Q4247988) (← links)
- <i>t</i>‐Latinized Designs (Q4247989) (← links)
- Pitman Medal Awarded to E. Seneta (Q4248139) (← links)
- Comparing the Performances of NSW and Victorian Students in a First-Year Mathematics Course (with Discussion) (Q4248140) (← links)
- Generalizations of the delta-Corrected Kolmogorov-Smirnov Goodness-of-Fit Test (Q4248141) (← links)
- A Robust and Almost Fully Efficient M-Estimator (Q4248142) (← links)
- Estimating Main Effects with Pareto Optimal Subsets (Q4248143) (← links)
- Jackknifing the Mantel-Haenszel Estimator in Sparse Contingency Tables (Q4248144) (← links)
- Distance Testing for Selecting the Best Population (Q4248145) (← links)
- Partitioning Pearson's Chi-Squared Statistic for a Completely Ordered Three-Way Contingency Table (Q4248146) (← links)
- Saddlepoint Approximation for Sample and Bootstrap Quantiles (Q4248147) (← links)
- Response Surface Designs Where Levels of Some Factors are Difficult to Change (Q4248148) (← links)
- A Comparison of Methods of Fitting Models to Twin Data (Q4248150) (← links)
- Household Consumption Equivalence Scales: Some Estimates from New Zealand Household Expenditure and Income Survey Data (Q4248152) (← links)
- Robust Inference for the Bivariate Bifurcating Autoregressive Model (Q4248153) (← links)
- An Exact Algorithm for Projection onto a Polyhedral Cone (Q4248154) (← links)
- Risk Comparison of Inequality Constrained Estimators in the Heteroscedastic Linear Model (Q4248155) (← links)
- On the Sampling Performance of an Improved Stein Inequality Restricted Estimator (Q4248156) (← links)
- The Choice of Statistic on Which to Base Tight Upper Confidence Limits (Q4248157) (← links)
- Certain Inverse Multivariate Hypergeometric and Multinomial Distributions (Q4248158) (← links)
- Multiplicative Strong Unimodality (Q4248159) (← links)
- Interview Costs in the Secretary Problem (Q4248160) (← links)
- Distribution of the Stopping Time in Bayesian Sequential Sampling (Q4248161) (← links)
- Nonlinear Autoregression with Positive Innovations (Q4248162) (← links)
- Designs with Repeated Measurements on Any Number of Units over Varying Periods (Q4248163) (← links)
- Statistics into the 21st century (with discussion) (Q4266724) (← links)
- Modelling rugby league data viabivariate negative binomial regression (Q4266725) (← links)
- Mixture model clustering using the MULTIMIX program (Q4266726) (← links)
- Generalized exponential distributions (Q4266727) (← links)
- Second-order biases of the maximum likelihood estimates in von Mises regression models (Q4266728) (← links)
- Calibration of the estimators of variance (Q4266730) (← links)
- An EM algorithm for estimating negative binomial parameters (Q4266731) (← links)
- Estimation for Type II domain of attraction based on the W statistic (Q4266733) (← links)
- Partitioning Pearson's chi-squared statistic for a partially ordered three-way contingency table (Q4266734) (← links)
- Applications: The Mathematics of Electoral District Allocation in New Zealand (Q4408638) (← links)
- Theory & Methods: Data Sharpening for Hazard Rate Estimation (Q4408639) (← links)
- Theory & Methods: Bias due to Ignoring the Sample Design in Case–Control Studies (Q4408640) (← links)
- Theory & Methods: Pseudo–Modelling of Outliers for Estimation of Regression And Time Series Models (Q4408641) (← links)
- Theory & Methods: A Diagnostic Method for Principal Components Tests (Q4408642) (← links)
- Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method (Q4408643) (← links)
- Theory & Methods: On Efron’s Parameterization (Q4408644) (← links)
- Theory & Methods: Deviance Residuals for an Angular Response (Q4408646) (← links)
