The following pages link to (Q5727987):
Displaying 50 items.
- A characterization of the generalized Laplace distribution by constant regression on the sample mean (Q274174) (← links)
- Maximum likelihood estimation of stochastic frontier models by the Fourier transform (Q528038) (← links)
- A regressional characterization of the normal law (Q580835) (← links)
- A characterization of the distributions that imply existence of linear equilibria in the Kyle-model (Q665708) (← links)
- On the existence of limiting distributions of some number-theoretic error terms (Q700202) (← links)
- Linear characterizations of the Poisson distribution (Q758027) (← links)
- Use of the hyperbolic differential operator to find a scalar statistic which has constant regression on the mean of a sample of Wishart matrices (Q794368) (← links)
- Comparison of two common estimators of the ratio of the means of independent normal variables in agricultural research (Q955476) (← links)
- On Bayesian inference for generalized multivariate gamma distribution (Q990914) (← links)
- Special functions and characterizations of probability distributions by zero regression properties (Q1053379) (← links)
- On a characterization of the normal distribution by means of identically distributed linear forms (Q1084782) (← links)
- Linear/nonlinear forms and the normal law: Characterization by high order correlations (Q1092559) (← links)
- Dimensions of spaces of homogeneous zero regression polynomials (Q1094782) (← links)
- Innovations and Wold decompositions of stable sequences (Q1097619) (← links)
- Normality via conditional normality of linear forms (Q1126144) (← links)
- Characterizations of multivariate normality II. Through linear regressions (Q1136440) (← links)
- A characterization of the rectangular distribution (Q1138313) (← links)
- Stability of characterizations by the property of constant regression (Q1163306) (← links)
- Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics (Q1203091) (← links)
- Maximum probability estimators in the case of exponential distribution (Q1222472) (← links)
- Methods for evaluating empirical Bayes point estimates of latent trait scores (Q1232132) (← links)
- Characterization of the multivariate Poisson distribution (Q1238369) (← links)
- Characterization of the normal distribution by constant regression of quadratic statistics on linear statistics (Q1243541) (← links)
- Characterizations of the wishart distribution using regression properties (Q1245659) (← links)
- Properties of certain symmetric stable distributions (Q1252686) (← links)
- The sampling distribution of forecasts from a first-order autoregression (Q1255748) (← links)
- Some multivariate statistical characterization theorems (Q1259114) (← links)
- Characterization theorems when variables are measured with error (Q1283928) (← links)
- Robustness of the market model (Q1338992) (← links)
- A Kotz and Steutel type of characterization of the gamma family (Q1759598) (← links)
- Multivariate Meixner classes of invariant distributions (Q1819497) (← links)
- Characterizations of natural exponential families with power variance functions by zero regression properties (Q1819841) (← links)
- On characterizations of gamma distribution (Q2017718) (← links)
- A note on the Bayesian inference for generalized multivariate gamma distribution (Q2251692) (← links)
- On the bootstrap for Moran's \(I\) test for spatial dependence (Q2343748) (← links)
- Lobachevsky spline functions and interpolation to scattered data (Q2392970) (← links)
- Regression of polynomial statistics on the sample mean and natural exponential families (Q2439216) (← links)
- Methods of constructing characterizations by constancy of regression on the sample mean and related problems for NEF's (Q2440599) (← links)
- New circular model induced by inverse stereographic projection on double exponential model -- application to birds migration data (Q2509425) (← links)
- Distributions having the Gamma properties (Q2528477) (← links)
- Characteristic functions satisfying a functional equation. I (Q2532099) (← links)
- Characteristic functions satisfying a functional equation. II (Q2551998) (← links)
- Stability theorems for characterizations by constant regression (Q2555720) (← links)
- On the finite series expansion of multivariate characteristic functions (Q2562655) (← links)
- On the density of log-spot in the Heston volatility model (Q2638360) (← links)
- On properties of polynomials in random elements (Q2811901) (← links)
- Random Measures and Applications (Q3182406) (← links)
- On the reliability of a standby system composed of two dependent exponential components (Q3700651) (← links)
- A characterization of the normal distribution based on the sample mean and the residual vector (Q3875089) (← links)
- On the linearity of regression (Q3933712) (← links)
