The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- Non-central bivariate beta distribution (Q451488) (← links)
- Generalized confidence intervals for the process capability indices in general random effect model with balanced data (Q451490) (← links)
- Mean square error comparison among variance estimators with known coefficient of variation (Q451491) (← links)
- Truncating estimation for the change in stochastic trend with heavy-tailed innovations (Q451494) (← links)
- The two-sample \(t\) test: pre-testing its assumptions does not pay off (Q451495) (← links)
- Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors (Q451496) (← links)
- Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion (Q451499) (← links)
- Gamma distribution and extensions by using pathway idea (Q451501) (← links)
- Life test sampling plans for Weibull distributed lifetimes under accelerated hybrid censoring (Q451502) (← links)
- Estimation of a sensitive proportion by Warner's randomized response data through inverse sampling (Q451503) (← links)
- Convex transformation on survival functions and related dependence concepts (Q451505) (← links)
- Penalized least absolute deviations estimation for nonlinear model with change-points (Q451506) (← links)
- Empirical likelihood for density-weighted average derivatives (Q451508) (← links)
- Complete convergence of weighted sums under negative dependence (Q451510) (← links)
- Exponentially weighted moving average control charts for three-level products (Q451512) (← links)
- A generalized skew two-piece skew-normal distribution (Q451515) (← links)
- On the strong convergence for weighted sums of random variables (Q451516) (← links)
- Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model (Q451517) (← links)
- An appropriate empirical version of skew-normal density (Q451518) (← links)
- Empirical likelihood for partially linear additive errors-in-variables models (Q452279) (← links)
- Errors of misclassification in discrimination with data from truncated \(t\) populations (Q452281) (← links)
- Likelihood ratio inference for mean residual life (Q452284) (← links)
- A new Liu-type estimator in linear regression model (Q452285) (← links)
- Erratum to: Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion (Q452287) (← links)
- Rounded data analysis based on ranked set sample (Q452289) (← links)
- How to improve the fit of Archimedean copulas by means of transforms (Q452292) (← links)
- Pseudolikelihood ratio test with biased observations (Q452293) (← links)
- Minimax versions of the two-stage \(t\) test (Q452294) (← links)
- Distributions of patterns of two successes separated by a string of \(k-2\) failures (Q452297) (← links)
- Robust second-order least-squares estimator for regression models (Q452300) (← links)
- Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates (Q452302) (← links)
- Testing fuzzy hypotheses based on vague observations: a \(p\)-value approach (Q452303) (← links)
- SB-robust estimator for the concentration parameter of circular normal distribution (Q452306) (← links)
- Testing for a break in persistence under long-range dependencies and mean shifts (Q452309) (← links)
- The uniformly minimum variance unbiased estimator of odds ratio in case-control studies under inverse sampling (Q452312) (← links)
- Reply to the ``Letter to the editor'' of M. C. Jones (Q452314) (← links)
- Efficiency of the modified jackknifed Liu-type estimator (Q452316) (← links)
- Some comments on: Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion. (Q452317) (← links)
- A bound for the Euclidean distance between restricted and unrestricted estimators of parametric functions in the general linear model (Q452320) (← links)
- Comparing aggregate and disaggregate forecasts of first order moving average models (Q452321) (← links)
- An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series (Q465611) (← links)
- The variable parameters \(T^2\) chart with run rules (Q465617) (← links)
- A unified method for constructing expectation tolerance intervals (Q465618) (← links)
- An extension of the generalized half-normal distribution (Q465622) (← links)
- Distributions for spherical data based on nonnegative trigonometric sums (Q465625) (← links)
- Sufficient jackknife-after-bootstrap method for detection of influential observations in linear regression models (Q465626) (← links)
- Non-parametric prediction intervals for the lifetime of coherent systems (Q465629) (← links)
- On the central limit theorem along subsequences of sums of i.i.d. random variables (Q465632) (← links)
- On the asymptotic normality of finite population \(L\)-statistics (Q465633) (← links)
- Divergence-based tests of homogeneity for spatial data (Q465634) (← links)
