The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- Stationary persistent time series misspecified as nonstationary arima (Q1815624) (← links)
- Time aggregation and skip sampling in cointegration tests. (Q1815626) (← links)
- Pyramidal clustering schemes (Q1815627) (← links)
- Ordinary least squares and Stein-rule predictions in regression models under inclusion of some superfluous variables (Q1815628) (← links)
- Consistency and asymptotic unbiasedness of \(S^ 2\) in the serially correlated error components regression model for panel data (Q1815629) (← links)
- Another twist on the equality of OLS and GLS (Q1815630) (← links)
- A note on the nonparametric test based on the \(L_ 1\)-version of the Cramér-von Mises statistic (Q1815674) (← links)
- Robust exploratory factor analysis (Q1815675) (← links)
- Characterization of laws by balancing weighting against a binary operation (Q1815676) (← links)
- The ageing curve and partial orderings of life distributions (Q1815678) (← links)
- Parameter estimation for a bivariate Pareto distribution (Q1815680) (← links)
- Time-discrete nonparametric hazard model using panel data (Q1815683) (← links)
- A count data model for gamma waiting times (Q1815684) (← links)
- Reliability estimation of a repairable standby redundant system (Q1849306) (← links)
- Simultaneous prediction intervals for multiple comparisons with a standard (Q1849308) (← links)
- ASN-minimax double sampling plans for variables (Q1849310) (← links)
- Indirect estimation of (latent) linear models with ordinal regressors. A Monte Carlo study and some empirical illustrations (Q1849311) (← links)
- Nonparametric monitoring of financial time series by jump-preserving control charts (Q1849312) (← links)
- Prediction of response values in linear regression models from replicated experiments (Q1849313) (← links)
- Cointegration in VAR(1) process. Characterization and testing (Q1849314) (← links)
- A note on LeCam's bound for the distance between the Poisson binomial and the Poisson distribution (Q1849315) (← links)
- Critical time distribution of the mixture inverse Gaussian hazard rate (Q1849317) (← links)
- Invariant tests for multivariate normality: A critical review (Q1856569) (← links)
- Forecasting a class of doubly stochastic Poisson processes (Q1856570) (← links)
- Estimation of the correlation coefficient in probability proportional to size with replacement sampling (Q1856572) (← links)
- The product and quotient of general beta distributions (Q1856573) (← links)
- BLUP in the panel regression model with spatially and serially correlated error components (Q1856574) (← links)
- Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test (Q1856576) (← links)
- Statistical inference for two Markov binomial models with applications (Q1856577) (← links)
- Bayesian prediction for progressively censored data from the Burr model (Q1856578) (← links)
- Redundant observations at testing i. i. d. random variables (Q1856580) (← links)
- On influence diagnostic in univariate elliptical linear regression models (Q1871689) (← links)
- Maximum likelihood estimators in regression models with infinite variance innovations (Q1871690) (← links)
- The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models (Q1871691) (← links)
- Relative squared error prediction in the generalized linear regression model (Q1871692) (← links)
- On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated (Q1871693) (← links)
- A generalized Pearson system useful in reliability analysis (Q1871696) (← links)
- Conditional moments of record times (Q1871697) (← links)
- Size and power of some cointegration tests under structural breaks and heteroskedastfc noise (Q1871698) (← links)
- UMVU estimation of the reliability function of the generalized life distributions (Q1880268) (← links)
- Estimators of the multiple correlation coefficient: local robustness and confidence intervals (Q1880269) (← links)
- Identification of outliers in a one-way random effects model (Q1880271) (← links)
- Asymptotic approximations for the distributions of the \(K\phi\)-divergence goodness-of-fit statistics (Q1880273) (← links)
- Estimation of the mean of the exponential distribution using moving extremes ranked set sampling (Q1880275) (← links)
- Tests for the order of integration against higher order integration (Q1880276) (← links)
- On conditional sampling strategies (Q1880278) (← links)
- Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances (Q1880279) (← links)
- A family of shrinkage estimators for the square of mean in normal distribution (Q1880281) (← links)
- Frequentist and Bayesian approaches for interval-censored data (Q1880283) (← links)
- New biased estimators under the LINEX loss function (Q1880284) (← links)
