Pages that link to "Item:Q3429835"

The following pages link to Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics (Q3429835):

Displaying 50 items.

• Monitoring for Increases in Process Variance (Q4665426) (← links)
• Ancestral Inference in Population Genetics Models with Selection (with Discussion) (Q4665427) (← links)
• Models with Errors due to Misreported Measurements (Q4665428) (← links)
• A Sparse Implementation of the Average Information Algorithm for Factor Analytic and Reduced Rank Variance Models (Q4665429) (← links)
• Non-Parametric Testing of Conditional Variance Functions in Time Series (Q4665430) (← links)
• A Lack-of-Fit Test for Heteroscedastic Regression Models via Cosine-Series Smoothers (Q4665431) (← links)
• Bayesian Inference for a Stochastic Epidemic Model with Uncertain Numbers of Susceptibles of Several Types (Q4665433) (← links)
• On modelling data from degradation sample paths over time (Q4665434) (← links)
• Variable kernel density estimation (Q4665435) (← links)
• Effective directed tests for models with ordered categorical data (Q4665436) (← links)
• Generalized discriminant analysis based on distances (Q4665437) (← links)
• Towards optimal regression estimation in sample surveys (Q4665439) (← links)
• On the convergence of moving average processes under dependent conditions (Q4665440) (← links)
• A multivariate parallelogram and its application to multivariate trimmed means (Q4665441) (← links)
• A note on the correlation structure of transformed Gaussian random fields (Q4665442) (← links)
• Non-parametric group sequential designs in randomized clinical trials (Q4665443) (← links)
• An Application of Extended Analysis for Ranked Data with Ties (Q4669466) (← links)
• Using Multinomial Mixture Models to Cluster Internet Traffic (Q4669467) (← links)
• Issues Related to Sports Gambling (Q4669470) (← links)
• Ecological Bias: Use of Maximum-Entropy Approximations (Q4669472) (← links)
• Criteria for Linear Model Selection Based on Kullback's Symmetric Divergence (Q4669473) (← links)
• Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence (Q4669474) (← links)
• Switching Order Statistics through Random Power Contractions (Q4669475) (← links)
• Estimating the First- and Second-Order Parameters of a Heavy-Tailed Distribution (Q4669476) (← links)
• New Explicit Examples of Fixed Points of Poisson Shot Noise Transforms (Q4669477) (← links)
• Applications: Data Mining and Knowledge Discovery in Databases – An Overview (Q4701033) (← links)
• Applications: Example of Block Designs for Plant and Tree Breeding Trials (Q4701034) (← links)
• Theory & Methods: An Analysis of Two‐Dimensional Agricultural Field Trials in the Presence of Outliers and Fertility Jumps (Q4701035) (← links)
• Theory & Methods: Choosing Sampling Effort for Recapture Experiments with Behavioural Response (Q4701036) (← links)
• Theory & Methods: A Perturbation Approach to Outlier Detection in Two‐Way Contingency Tables (Q4701037) (← links)
• Theory & Methods: Fisher’s Information on the Correlation Coefficient in Bivariate Logistic Models (Q4701038) (← links)
• Theory & Methods: An Efficient Simulation Method for the Computation of a Class of Conditional Expectations (Q4701039) (← links)
• Theory & Methods: Model Selection For A Family Of Discrete Failure Time Distributions (Q4701040) (← links)
• Theory & Methods: A Starship Estimation Method for the Generalized λ Distributions (Q4701041) (← links)
• Applications: Estimating the Relative Density of Snapper in and around a Marine Reserve Using a Log‐Linear Mixed‐Effects Model (Q4935500) (← links)
• Theory & Methods: A Comparison Of Two Adaptive Sampling Designs (Q4935501) (← links)
• Theory & Methods: A Class of Estimators Using Auxiliary Information in Two‐Stage Sampling (Q4935502) (← links)
• Theory & Methods: Analysis of Variance by Randomization when Variances are Unequal (Q4935503) (← links)
• Theory & Methods: A Characterization of the Normal Family of Distributions Based on the Bias of the Maximum Likelihood Estimator (Q4935504) (← links)
• Theory & Methods: Set Compound Estimation Under Entropy Loss (Q4935505) (← links)
• Theory & Methods: Guarded Weights of Evidence and Acceptability Profiles Based on Signs: II. Asymptotic Results (Q4935506) (← links)
• Theory & Methods: Local Linear Kernel Regression with Long‐Range Dependent Errors (Q4935507) (← links)
• Theory & Methods: Homogeneity of Two Straight Lines: Equivalence Approach Using Fitted Regressions (Q4935508) (← links)
• The Foreman Lecture: the State Space Approach to Time Series Analysis and its Potential for Official Statistics (with Discussion) (Q4949639) (← links)
• Applications: CUSUM Charts for AR1 Data: are they worth the Effort? (Q4949640) (← links)
• Theory & Methods: A Construction of Lancaster Probabilities with Margins in the Multidimensional Meixner Class (Q4949641) (← links)
• Theory & Methods: Profile upper Confidence Limits from Discrete Data (Q4949642) (← links)
• Theory & Methods: A Weighted Least Squares Approach to Levene's Test of Homogeneity of Variance (Q4949643) (← links)
• Theory & Methods: Rank Correlation — an Alternative Measure (Q4949644) (← links)
• Theory & Methods: A Note on Robustness of the β‐Trimmed Mean (Q4949645) (← links)