The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- On Markovian modelling of arrival processes (Q1757266) (← links)
- On the evaluation of spatial-angular distributions of polarization characteristics of scattered radiation (Q1757269) (← links)
- Nonparametric estimators of probability characteristics using unbiased prior conditions (Q1757272) (← links)
- On steady state probabilities of renewable system with Marshal-Olkin failure model (Q1757273) (← links)
- Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity (Q1757274) (← links)
- Minimax test for fuzzy hypotheses (Q1757275) (← links)
- A variance bound for unbiased estimation in inverse sampling without replacement (Q1757276) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- Comparing the Fisher information in record data and random observations (Q1762970) (← links)
- Generalized quasi-likelihood (Q1762971) (← links)
- Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models (Q1762973) (← links)
- Computing the moments of order statistics from nonidentically distributed Erlang variables (Q1762974) (← links)
- General class of estimators in multi-character surveys (Q1762976) (← links)
- Preservation properties for the Laplace transform ordering of residual lives (Q1762978) (← links)
- Exact tests based on the Baumgartner-Weiß-Schindler statistic -- a survey (Q1767297) (← links)
- A conditional variance characterization of some discrete probability distributions (Q1767299) (← links)
- Fast initial response features for EWMA control charts (Q1767300) (← links)
- Reversed preservation properties of some negative aging conceptions and stochastic orders (Q1767302) (← links)
- Optimal design in average for inference in generalized linear models (Q1767304) (← links)
- Improved estimation of the mean in one-parameter exponential families with known coefficient of variation (Q1767305) (← links)
- On the distribution and expectation of success runs in nonhomogeneous Markov dependent trials (Q1767306) (← links)
- A note on infinite-armed Bernoulli bandit problems with generalized beta prior distributions (Q1767307) (← links)
- Exact test of goodness of fit for binomial distribution (Q1785804) (← links)
- A new reliability measure in ranked set sampling (Q1785805) (← links)
- Least squares estimator for \(\alpha\)-sub-fractional bridges (Q1785806) (← links)
- Applications of hyperellipsoidal prediction regions (Q1785807) (← links)
- Control charts for the coefficient of variation (Q1785808) (← links)
- Two step estimations for a single-index varying-coefficient model with longitudinal data (Q1785809) (← links)
- A flexible shrinkage operator for fussy grouped variable selection (Q1785810) (← links)
- A note on estimating the conditional expectation under censoring and association: strong uniform consistency (Q1785812) (← links)
- The impact of estimation uncertainty on covariate effects in nonlinear models (Q1785814) (← links)
- Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
- Chernoff distance for conditionally specified models (Q1785816) (← links)
- Some nonparametric tests of perfect judgment ranking for judgment post stratification (Q1785817) (← links)
- Two competing linear random-effects models and their connections (Q1785819) (← links)
- A note on the consistency for the estimators of semiparametric regression model (Q1785820) (← links)
- An integer-valued threshold autoregressive process based on negative binomial thinning (Q1785821) (← links)
- Classical and Bayesian estimation of reliability in a multicomponent stress-strength model based on a general class of inverse exponentiated distributions (Q1785822) (← links)
- The best linear unbiased estimator in a singular linear regression model (Q1785823) (← links)
- Towards a better understanding of the dual representation of phi divergences (Q1785825) (← links)
- Optimal designs with string property under asymmetric errors and SLS estimation (Q1785826) (← links)
- Book review of: A. Bose, Patterned random matrices (Q1785827) (← links)
- Asymptotic behaviour and statistical applications of divergence measures in multinomial populations: A unified study (Q1805530) (← links)
- A class of symmetric bivariate uniform distributions (Q1805532) (← links)
- The identification of logistic regression models with errors in the variables (Q1805534) (← links)
- On approximate inference for the two-parameter gamma model (Q1805535) (← links)
- Efficiencies of six almost unbiased ratio estimators under a particular model (Q1805536) (← links)
- On the robustness of the linear hypothesis test procedure in the singular linear model with implied restrictions (Q1805537) (← links)
- Modified stationarity tests with improved power in small samples (Q1805539) (← links)
- Panel data regression for counts (Q1815623) (← links)
