The following pages link to Biometrika (Q61128):
Displaying 50 items.
- A note on the proof by H. E. Daniels of the asymptotic efficiency of a maximum likelihood estimator (Q3681726) (← links)
- On testing functional constraints in structural equation models (Q3681750) (← links)
- An analysis of correlation matrices: Equal correlations (Q3681772) (← links)
- A note on Kalman filtering for the seasonal moving average model (Q3681792) (← links)
- On errors-in-variables for binary regression models (Q3681806) (← links)
- Bootstrap confidence intervals for a class of parametric problems (Q3683342) (← links)
- Cross-validation in nonparametric estimation of probabilities and probability densities (Q3683348) (← links)
- On resolvable and affine resolvable variance-balanced designs (Q3683371) (← links)
- The information in aggregate data from Markov chains (Q3683376) (← links)
- Ignorable and informative designs in survey sampling inference (Q3684977) (← links)
- Bayesian inference and sample design for regression analysis when there is nonresponse (Q3684979) (← links)
- The asymptotic efficiency of conditional likelihood methods (Q3684995) (← links)
- Likelihood inference in a correlated probit regression model (Q3685914) (← links)
- A diffusion process and its applications to detecting a change in the drift of Brownian motion (Q3687467) (← links)
- Asymptotic distributions of likelihood ratio criteria for testing latent roots and latent vectors of a covariance matrix under an elliptical population (Q3687496) (← links)
- Testing normality in autoregressive models (Q3687497) (← links)
- Estimation of a structural parameter in the presence of a large number of nuisance parameters (Q3687507) (← links)
- Asymptotic nonequivalence of some bandwidth selectors in nonparametric regression (Q3687515) (← links)
- The Mahalanobis distance and elliptic distributions (Q3687522) (← links)
- Nested generalized cyclic row-column designs (Q3687540) (← links)
- Balanced factorial designs with two-way elimination of heterogeneity (Q3687541) (← links)
- Group sequential tests with censored survival data adjusting for covariates (Q3687544) (← links)
- On the rate of convergence of the innovation representation of a moving average process (Q3687558) (← links)
- On the frequency domain estimation of the innovation variance of a stationary univariate time series (Q3687559) (← links)
- Empirical Bayes estimation in sampling inspection (Q3687565) (← links)
- Chi-plots for assessing dependence (Q3690025) (← links)
- Transformations for components of variance and covariance (Q3690031) (← links)
- Local sufficiency (Q3690859) (← links)
- Combining dependent tests with incomplete repeated measurements (Q3690872) (← links)
- Optimal bounds for the distributions of some test criteria for tests of dimensionality (Q3690881) (← links)
- Simplified unbiased variance estimation for multistage designs (Q3692603) (← links)
- The foundations of factor analysis (Q3694475) (← links)
- Tests for homogeneity of odds ratio when the data are sparse (Q3696321) (← links)
- A fast procedure for model search in multidimensional contingency tables (Q3696329) (← links)
- Use of canonical analysis in time series model identification (Q3696345) (← links)
- Optimal repeated measurements designs for correlated observations and analysis by weighted least squares (Q3698105) (← links)
- Three classes of censored data rank tests: Strengths and weaknesses under censoring (Q3702287) (← links)
- Maximum likelihood estimation in a class of nonregular cases (Q3706329) (← links)
- The foundations of finite sample estimation in stochastic processes (Q3707189) (← links)
- An angular approach for linear data (Q3709639) (← links)
- An asymptotic expansion for the null distribution of the efficient score statistic (Q3711464) (← links)
- On the choice of variance for the log rank test (Q3711489) (← links)
- Tests of fit for the von Mises distribution (Q3711498) (← links)
- The effects of measurement error on parameter estimation (Q3711509) (← links)
- Transformation diagnostics for linear models (Q3711538) (← links)
- Bayes <i>D</i>-optimal and <i>E</i>-optimal block designs (Q3711543) (← links)
- Stochastic Approximation With Delayed Observations (Q3711551) (← links)
- Distribution of residual autocorrelations in multivariate autoregressive index models (Q3711572) (← links)
- Characterization of best model-based predictors in survey sampling (Q3713313) (← links)
- Outlier resistance in small samples (Q3713359) (← links)
