The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- A note on GMM estimation of probit models with endogenous regressors (Q946256) (← links)
- A non-stationary integer-valued autoregressive model (Q946258) (← links)
- Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion (Q946259) (← links)
- A family of shrinkage estimators for Weibull shape parameter in censored sampling (Q946262) (← links)
- Modelling count data with overdispersion and spatial effects (Q946264) (← links)
- On the natural restrictions in the singular Gauss-Markov model (Q946268) (← links)
- The accuracy of normal approximation in a heterogeneous panel data unit root test (Q946270) (← links)
- A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity (Q946272) (← links)
- Dodge-roming AOQL plans for inspection by variables from numerical point of view (Q949419) (← links)
- Minimum phi-divergence estimators for loglinear models with linear constraints and multinomial sampling (Q949420) (← links)
- A modified estimator of population mean using power transformation (Q949421) (← links)
- Posterior analysis of lognormal regression models using the Gibbs sampler (Q949423) (← links)
- Nonnegative definite solutions to matrix equations with applications to multivariate test statis\-tics (Q949425) (← links)
- Characterization of distributions by conditional expectation of generalized order statistics (Q949427) (← links)
- Distribution of extremes of \(r\)\,th concomitant from the Morgenstern family (Q949429) (← links)
- Estimation of the exponential mean time to failure under a weighted balanced loss function (Q949430) (← links)
- Recurrence relations for the moments of order statistics from a beta distribution (Q949431) (← links)
- Improved estimators of common variance of \(p\)-populations when kurtosis is known (Q1015453) (← links)
- Estimation of parameters of bivariate normal distribution using concomitants of record values (Q1015454) (← links)
- Sampling design proportional to order statistic of auxiliary variable (Q1015455) (← links)
- Evidential inference based on record data and inter-record times (Q1015456) (← links)
- Bivariate semi \(\alpha \)-Laplace distribution and processes (Q1015457) (← links)
- Homogeneity testing in a Weibull mixture model (Q1015458) (← links)
- Highest posterior density estimation from multiply censored Pareto data (Q1015459) (← links)
- A generalized semi-Pareto minification process (Q1015460) (← links)
- Partial duplication in two-level fractional factorial designs (Q1015461) (← links)
- Two-way ANOVA for the Watson distribution defined on the hypersphere (Q1015462) (← links)
- A group sequential test for the inverse Gaussian mean (Q1015465) (← links)
- Comment on the papers by Y. H. Abdelkader (Q1015466) (← links)
- Comment on a paper by A. H. Joarder (Q1015467) (← links)
- Unbiasedly estimating the total of a stigmatizing variable from a complex survey on permitting options for direct or randomized responses (Q1015468) (← links)
- Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference (Q1015469) (← links)
- Properties of systems with two exchangeable Pareto components (Q1015470) (← links)
- Asymptotic equivalence of seat bias models (Q1015471) (← links)
- Normal and logistic random variables: Distribution of the linear combination (Q1015472) (← links)
- Some useful integrals and their applications in correlation analysis (Q1015473) (← links)
- Estimation of parameters of a right truncated exponential distribution (Q1015476) (← links)
- Amputation versus imputation of missing values through ratio method in sample surveys (Q1015477) (← links)
- Bayes prediction based on right censored data (Q1019427) (← links)
- Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted (Q1019428) (← links)
- Accuracy of approximate progressively censored reliability sampling plans for exponential models (Q1019429) (← links)
- On the distribution of the sum of independent uniform random variables (Q1019430) (← links)
- More on the distribution of the sum of uniform random variables (Q1019432) (← links)
- Information matrix for a mixture of two Laplace distributions (Q1019434) (← links)
- Nonparametric control chart based on change-point model (Q1019436) (← links)
- A note on the equality of the OLSE and the BLUE of the parametric function in the general Gauss-Markov model (Q1019437) (← links)
- On a criticism of the profile likelihood function (Q1019439) (← links)
- Weibull extension of bivariate exponential regression model with different frailty distributions (Q1019440) (← links)
- A distribution function estimator for the difference of order statistics from two independent samples (Q1019441) (← links)
- The use of Andrews curves for detecting the out-of-control variables when a multivariate control chart signals (Q1019442) (← links)
