The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- Bias and mean squared error of the slope estimator in a regression with not necessarily normal errors in both variables (Q1342773) (← links)
- Acceptance sampling by variables when the remainder of rejected lots is inspected (Q1342774) (← links)
- On indices of marginal and total production cost (Q1342777) (← links)
- A useful transformation for the multinomial logit-model (a short note) (Q1342779) (← links)
- Parametric link modification of both tails in binary regression (Q1342780) (← links)
- Analysis of longitudinal data using a finite mixture model (Q1342781) (← links)
- Estimating and testing generalized linear models under inequality restrictions (Q1342783) (← links)
- Distributional aspects in latent variable models (Q1342784) (← links)
- Jackknife variances and confidence intervals of the Mantel-Haenszel estimator (Q1342786) (← links)
- Partial residuals in cumulative regression models for ordinal data (Q1342787) (← links)
- A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances (Q1342788) (← links)
- Application of Stein-type estimation in combining regression estimates from replicated experiments (Q1342789) (← links)
- Effects of non-normality on the power function in a one-way random model (Q1342792) (← links)
- \(\beta\)-expectation tolerance region for the heteroscedastic multiple regression model with multivariate Student-\(t\) error (Q1342794) (← links)
- On the existence and uniqueness of maximizers of two likelihood functions (Q1342795) (← links)
- On characterizations and variance bounds of discrete \(\alpha\)- unimodality (Q1342796) (← links)
- Risk behavior of a pre-test estimator for normal variance with the Stein- type estimator (Q1342797) (← links)
- Bayesian look ahead one stage sampling allocations for selecting the largest normal mean (Q1342798) (← links)
- The efficiency of price income situations, the real average income --- a characterization (Q1342800) (← links)
- Quantile smoothing in financial time series (Q1360288) (← links)
- Bivariate semi-Pareto distributions and processes (Q1360289) (← links)
- Inference procedures in some bivariate exponential models under hybrid random censoring (Q1360290) (← links)
- CUSUM control schemes for Gaussian processes (Q1360292) (← links)
- Contingency tables with prescribed marginals (Q1360293) (← links)
- On the equivalence of pooled and mixed estimation (Q1360294) (← links)
- NBUFR closure under the formation of coherent systems (Q1360297) (← links)
- A closer examination on some parametric alternatives to the ANOVA \(F\)-test (Q1370181) (← links)
- LBI tests for the detection of compound normal distribution in control and treatment populations (Q1370183) (← links)
- The density function and the MSE dominance of the pre-test estimator in a heteroscedastic linear regression model with omitted variables (Q1370184) (← links)
- Inequality indices and the starshaped principle of transfers (Q1370185) (← links)
- A non standard \(\chi^2\)-test of fit for testing uniformity with unknown limits (Q1370186) (← links)
- A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic (Q1370188) (← links)
- Estimation of nonlinear errors-in-variables models: an approximate solution (Q1370189) (← links)
- A generalized binomial distribution determined by a two-state Markov chain and a distribution by the Bayesian approach (Q1370192) (← links)
- Sample autocorrelations of nonstationary fractionally integrated series (Q1370193) (← links)
- A generalization of the Kaplan-Meier estimator to Harris-recurrent Markov chains (Q1370195) (← links)
- Near-integration and deterministic trends (Q1370197) (← links)
- The inspection paradox with random time (Q1370200) (← links)
- Dodge-Romig AOQL single sampling plans for inspection by variables (Q1370201) (← links)
- Misspecified heterogeneity in panel data models (Q1381178) (← links)
- Optimum stratification and allocation in inventory sampling: An efficient two stage grid search procedure (Q1381180) (← links)
- Modifying and using Yates' algorithm (Q1381182) (← links)
- Pitman nearness comparisons of Stein-type estimators for regression coefficients in replicated experiments (Q1381183) (← links)
- Permutation tests - a revival?! I: Optimum properties (Q1381185) (← links)
- Permutation tests - a revival?! II: An efficient algorithm for computing the critical region (Q1381186) (← links)
- On a representation theorem of Schmeidler (Q1381187) (← links)
- Bayesian estimation of the linear regression model with an uncertain interval constraint on coefficients (Q1381188) (← links)
- Fuzzy prior information and minimax estimation in the linear regression model (Q1381189) (← links)
- Statistical software packages for Windows: A market survey (Q1381192) (← links)
- A test for randomness of the environments in a branching process (Q1381193) (← links)
