The following pages link to Richard A. Lockhart (Q442079):
Displaying 50 items.
- Bent-cable regression with autoregressive noise (Q104279) (← links)
- Conditional limit laws for goodness-of-fit tests (Q442080) (← links)
- (Q480987) (redirect page) (← links)
- Correction: Rejoinder to ``A significance test for the lasso'' (Q480990) (← links)
- The life and work of Michael A. Stephens: a conversation with Richard A. Lockhart and John J. Spinelli (Q715769) (← links)
- On the asymptotic distribution of quadratic forms in uniform order statistics (Q1099524) (← links)
- Estimation in sparsely sampled random walks (Q1117654) (← links)
- (Q1184238) (redirect page) (← links)
- Overweight tails are inefficient (Q1184239) (← links)
- An omnibus test for the time series model AR(1). (Q1421315) (← links)
- A frequency-calibrated Bayesian search for new particles (Q1621052) (← links)
- Bayesian optimality for Beran's class of tests of uniformity around the circle (Q1644430) (← links)
- Sparse estimation for functional semiparametric additive models (Q1795572) (← links)
- Weak convergence of the empirical process of residuals in linear models with many parameters (Q1848882) (← links)
- Tests for the response distribution in a Poisson regression model (Q1866228) (← links)
- Bent-cable asymptotics when the bend is missing. (Q1871249) (← links)
- Asymptotic theory for bent-cable regression -- the basic case (Q1888835) (← links)
- Penalized regression, mixed effects models and appropriate modelling (Q1954140) (← links)
- A significance test for the lasso (Q2249837) (← links)
- Rejoinder: ``A significance test for the lasso'' (Q2249839) (← links)
- On the zeros of cosine polynomials: solution to a problem of Littlewood (Q2389109) (← links)
- Exact conditional tests and approximate bootstrap tests for the von Mises distribution (Q2431720) (← links)
- A note on Moore's conjecture (Q2566723) (← links)
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
- The expected \(L_{p}\) norm of random polynomials (Q2701644) (← links)
- Adjusting for undercoverage of access-points in creel surveys with fewer overflights (Q2809533) (← links)
- (Q3173637) (← links)
- On the asymptotic distributions of high-order spacings statistics (Q3471463) (← links)
- Use of the Gibbs Sampler to Obtain Conditional Tests, with Applications (Q3606650) (← links)
- Marginal analysis of panel counts through estimating functions (Q3633165) (← links)
- Classical hierarchies form a modern standpoint. Part III. BP-sets (Q3661848) (← links)
- A coupling proof of weak convergence (Q3683303) (← links)
- The asymptotic distribution of the correlation coefficient in testing fit to the exponential distribution (Q3707097) (← links)
- Tests of fit for the von Mises distribution (Q3711498) (← links)
- On the asymptotic efficiency of certain correlation tests of fit (Q3769771) (← links)
- (Q3779585) (← links)
- Testing for normal errors in designs with many blocks (Q3800928) (← links)
- Tests of Independence in Time Series (Q3838313) (← links)
- Statistics of Extremes: An Alternate Method with Application to Bridge Design Codes (Q3857619) (← links)
- On the non-existence of consistent estimates in Galton-Watson processes (Q3960000) (← links)
- (Q4214846) (← links)
- (Q4298921) (← links)
- Cramér‐von Mises statistics for discrete distributions (Q4311665) (← links)
- Box‐Cox transformed linear models: A parameter‐based asymptotic approach (Q4381858) (← links)
- Test for the extreme value and weibull distributions based on normalized spacings (Q4725515) (← links)
- Box-Cox transformations in linear models: Large sample theory and tests of normality (Q4801369) (← links)
- Cramér‐von Mises tests for change points (Q5043780) (← links)
- On the use of priors in goodness‐of‐fit tests (Q5107603) (← links)
- (Q5323627) (← links)
- Methods to Distinguish Between Polynomial and Exponential Tails (Q5418631) (← links)
