The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach (Q855247) (← links)
- The failure of meta-analytic asymptotics for the seemingly efficient estimator of the common risk difference (Q855248) (← links)
- On Rao score and Pearson \(X^2\) statistics in generalized linear models (Q855250) (← links)
- Bounds of moment generating functions of some life distributions (Q855252) (← links)
- A discrete distribution associated with a pure birth process (Q855254) (← links)
- Introducing model uncertainty by moving blocks bootstrap (Q864906) (← links)
- Modifications of the Bonferroni-Holm procedure for a multi-way ANOVA (Q864908) (← links)
- Utility functions that lead to the likelihood ratio as a relative model performance measure (Q864911) (← links)
- Dispersive ordering-some applications and examples (Q864912) (← links)
- Noninformative priors for linear combinations of the normal means (Q864913) (← links)
- Robust estimating equation based on statistical depth (Q864914) (← links)
- Change-of-variance problem for linear processes with long memory (Q864915) (← links)
- Higher order moments of order statistics from INID symmetric random variables (Q864916) (← links)
- An alternative representation of noncentral beta and \(F\) distributions (Q864919) (← links)
- Class of dual to ratio estimators for double sampling (Q864921) (← links)
- Estimation of the means of the bivariate normal using moving extreme ranked set sampling with concomitant variable (Q882891) (← links)
- Entropy properties of record statistics (Q882892) (← links)
- A stratified unrelated question randomized response model (Q882894) (← links)
- \(2^m4^1\) designs with minimum aberration or weak minimum aberration (Q882895) (← links)
- Characterization of stochastic orders by \(L\)-functionals (Q882896) (← links)
- Perfect aggregation of Bayesian analysis on compositional data (Q882897) (← links)
- Reversed preservation of stochastic orders for random minima and maxima with applications (Q882898) (← links)
- A multivariate version of Gini's rank association coefficient (Q882899) (← links)
- Admissibility intervals for linear correlation coefficients (Q882902) (← links)
- On Christensen's conjecture (Q882903) (← links)
- A direct derivation of the REML likelihood function (Q882904) (← links)
- Extremes of nonexchangeability (Q882905) (← links)
- Admissible estimation in an one parameter nonregular family of absolutely continuous distribu\-tions (Q882906) (← links)
- A novel extension of randomly weighted averages (Q894852) (← links)
- Some lower bounds of centered \(L_2\)-discrepancy of \(2^{s-k}\) designs and their complementary designs (Q894855) (← links)
- On the optimal choice of the number of empirical Fourier coefficients for comparison of regression curves (Q894856) (← links)
- On proportional reversed failure rate class (Q894858) (← links)
- Efficient estimation for the generalized exponential distribution (Q894859) (← links)
- Almost opposite regression dependence in bivariate distributions (Q894860) (← links)
- A diagnostic tool for regression analysis of complex survey data (Q894862) (← links)
- Respondent privacy and estimation efficiency in randomized response surveys for discrete-valued sensitive variables (Q894863) (← links)
- Inference and further probabilistic properties of the \(\mathrm{SUN}_{n,2}\)-distribution (Q894864) (← links)
- Simultaneous inferences: new method of maximum combination (Q894865) (← links)
- M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
- Robust estimation for spatial semiparametric varying coefficient partially linear regression (Q894868) (← links)
- Estimation and inference in multivariate Markov chains (Q894870) (← links)
- Some results for the comparison of generalized order statistics in the total time on test and excess wealth orders (Q894871) (← links)
- The distributions of sum, minima and maxima of generalized geometric random variables (Q894872) (← links)
- The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns (Q894875) (← links)
- Further remarks on the connection between fixed linear model and mixed linear model (Q894878) (← links)
- Book review of: S. J. Miller (ed.), Benford's law. Theory and applications (Q894879) (← links)
- Quadratic subspaces and construction of Bayes invariant quadratic estimators of variance components in mixed linear models (Q946251) (← links)
- On a generalization to Marshall-Olkin scheme and its application to Burr type XII distribution (Q946252) (← links)
- \(2^m 4^n\) designs with resolution III or IV containing clear two-factor interaction components (Q946253) (← links)
- On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254) (← links)
