The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- Consistency of minimizing a penalized density power divergence estimator for mixing distribution (Q1019443) (← links)
- Robust estimation of multivariate regression model (Q1019444) (← links)
- On MSE of EBLUP (Q1019446) (← links)
- Weibull inference using trimmed samples and prior information (Q1019447) (← links)
- Comment on the paper by Shakil et al. (Q1019448) (← links)
- Book review of: Robert E. Weiss, Modeling longitudinal data (Q1019449) (← links)
- Characterization of the Pearson system of distributions based on reliability measures (Q1269473) (← links)
- Computation of the percentage points and the power for the two-sided Kolmogorov-Smirnov one sample test (Q1269476) (← links)
- Estimation for a scale parameter with known coefficient of variation (Q1269479) (← links)
- Estimation of a normal variance -- a critical review (Q1269481) (← links)
- Randomized response surveys: Optimum estimation of a finite population total (Q1269482) (← links)
- A note on non-negative mean square error estimation of regression estimators in randomized response surveys (Q1269485) (← links)
- A note on a result for two SUR models (Q1269486) (← links)
- Estimation of the SURE model (Q1269488) (← links)
- A quadratic approximation for jackknife estimators of the variance of sample mean functions (Q1280034) (← links)
- Specification analysis in mixed hazard models and a test of crossing survival functions (Q1280035) (← links)
- A survey of Cauchy-Schwarz and Kantorovich-type matrix inequalities (Q1280036) (← links)
- Risk performance of a pre-test estimator for normal variance with the Stein-variance estimator under the LINEX loss function (Q1280037) (← links)
- On confidence intervals for nonmonotone parametric functions and an application to the squared mean of the normal distribution (Q1280038) (← links)
- Estimation of system reliability (Q1280039) (← links)
- When does the expectation of a ratio equal the ratio of expectations? (Q1280040) (← links)
- Rank tests in the two-sample scale problem with unequal and unknown locations (Q1280041) (← links)
- Some extensions and applications of Kriz's (1972) urn model (Q1290856) (← links)
- Rounding with multiplier methods: An efficient algorithm and applications in statistics (Q1290857) (← links)
- Small-sample comparisons for the Rukhin goodness-of-fit-statistics (Q1290858) (← links)
- Prediction from a normal model using a generalized inverse Gaussian prior (Q1290860) (← links)
- Relative efficiency of first difference estimator in panel data regression with serially correlated error components (Q1290861) (← links)
- Double-length regressions for linear and log-linear regressions with AR(1) disturbances (Q1290862) (← links)
- Estimation of reliability of a component subjected to bivariate exponential stress (Q1290863) (← links)
- Exact percentage points for the Kolmogorov test on truncated versions of known continuous distributions with unknown truncation parameters (Q1290865) (← links)
- A generalization of the matching distribution (Q1290866) (← links)
- Bayesian estimation for the Pareto income distribution (Q1297651) (← links)
- The multivariate linear model with multivariate \(t\) and intra-class covariance structure (Q1297652) (← links)
- Estimating the expected value of fuzzy random variables in random samplings from finite populations (Q1297653) (← links)
- Volatility and GMM -- Monte Carlo studies and empirical estimations (Q1297655) (← links)
- Change point analysis of a Gaussian model (Q1297656) (← links)
- On Terrell's characterization of uniform distribution (Q1297657) (← links)
- A modified Kolmogorov-Smirnov test for a rectangular distribution with unknown parameters: Computation of the distribution of the test statistic (Q1297658) (← links)
- Weighted modified first order regression procedures for estimation in linear models with missing \(X\)-observations (Q1297660) (← links)
- Constructing an unbiased estimator of population mean in finite populations using auxiliary information (Q1297661) (← links)
- The sample autocorrelation function of \(I(1)\) processes (Q1324971) (← links)
- Asymptotic distribution of bandwidth selectors in kernel regression estimation (Q1324972) (← links)
- Simultaneous confidence regions for the parameters of damage processes (Q1324974) (← links)
- Erratum to: ``A note on the correlation between \(S^ 2\) and the least squares estimator in the linear regression model'' (Q1324975) (← links)
- Gamma-minimax results for the class of unimodal priors (Q1324976) (← links)
- Comparison of location parameters of two exponential distributions when scale parameters are different and unknown (Q1324977) (← links)
- A note on optimal vector unbiased predictor (Q1324979) (← links)
- Estimation for 3-parameter lognormal distribution with unknown shifted origin (Q1324982) (← links)
- Heteroscedasticity in non-stationary time series, some Monte Carlo evidence (Q1342771) (← links)
- Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances (Q1342772) (← links)
