The following pages link to T. N. Sriram (Q207093):
Displaying 50 items.
- Robust multivariate association and dimension reduction using density divergences (Q391608) (← links)
- Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes (Q914308) (← links)
- Sequential estimation of ratio of normal parameters (Q920523) (← links)
- \(L_{2}E\) estimation of mixture complexity for count data (Q961924) (← links)
- Robust estimation of mixture complexity for count data (Q1020099) (← links)
- Sequential estimation of the mean of a first-order stationary autoregressive process (Q1092574) (← links)
- On the uniform strong consistency of an estimator of the offspring mean in a branching process with immigration (Q1181096) (← links)
- Sequential estimation for branching processes with immigration (Q1184235) (← links)
- On sequential comparisons of means of first-order autoregressive models (Q1193385) (← links)
- An improved sequential procedure for estimating the regression parameter in regression models with symmetric errors (Q1206715) (← links)
- Invalidity of bootstrap for critical branching processes with immigration (Q1339705) (← links)
- Estimation for an adaptive allocation design (Q1361683) (← links)
- A modified bootstrap for autoregression without stationarity (Q1361730) (← links)
- \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression (Q1378758) (← links)
- Sequential fixed-width confidence interval for the product of two means (Q1388166) (← links)
- Minimum Hellinger distance estimation for supercritical Galton-Watson processes (Q1593719) (← links)
- Sequential point estimation of parameters in a threshold AR(1) model (Q1613666) (← links)
- Fixed precision estimator of the offspring mean in branching processes (Q1805789) (← links)
- A modified bootstrap for branching processes with immigration (Q1890700) (← links)
- Time series central subspace with covariates and its application to forecasting pine sawtimber stumpage prices in the Southern United States (Q2131921) (← links)
- Rates of convergence of an adaptive kernel density estimator for finite mixture models (Q2489795) (← links)
- Asymptotic normality of an adaptive kernel density estimator for finite mixture models (Q2489839) (← links)
- Fixed-width confidence interval based on a minimum Hellinger distance estimator (Q2507890) (← links)
- A robust sequential fixed-width confidence interval for count data based on Bhattacharyya-Hellinger distance estimator (Q2805607) (← links)
- An Informational Measure of Association and Dimension Reduction for Multiple Sets and Groups With Applications in Morphometric Analysis (Q3069852) (← links)
- Multivariate Association and Dimension Reduction: A Generalization of Canonical Correlation Analysis (Q3076040) (← links)
- Interval Estimation Approach to Counting by Weighing: A Sequential Scheme (Q3155690) (← links)
- Sample size determination for classifiers based on single-nucleotide polymorphisms (Q3303809) (← links)
- Robust Estimation of Mixture Complexity (Q3434209) (← links)
- (Q3498642) (← links)
- (Q3561142) (← links)
- (Q3580402) (← links)
- Sequential shrinkage estimation in the general linear model (Q3795102) (← links)
- Sequential estimation of the autoregressive parameter in a first order autoregressive process (Q3823021) (← links)
- Second order approximation to the risk of a sequential procedure measured under squared relative error loss (Q3989827) (← links)
- (Q4036277) (← links)
- (Q4227897) (← links)
- Validity of sequential bootstrap for subcritical and critical branching processes (Q4293734) (← links)
- SEQUENTIAL ESTIMATION FOR SUPERCRITICAL BRANCHING PROCESSES (Q4331109) (← links)
- Asymptotic Expansions for Array Branching Processes with Applications to Bootstrapping (Q4393821) (← links)
- Sequential point estimation for branching processes i, subcritical case (Q4521917) (← links)
- Robust estimation of conditional variance of time series using density power divergences (Q4687630) (← links)
- AN ASYMPTOTICALLY RISK-EFFICIENT SAMPLE ALLOCATION FOR ESTIMATING THE MEAN WAITING TIME IN THE M/M/1 and M/Ek/1 QUEUES (Q4796600) (← links)
- (Q4991183) (← links)
- Professor Hira Lal Koul’s Contribution to Statistics (Q5167873) (← links)
- Editor's Special Invited Paper: Sequential Estimation for Time Series Models (Q5169469) (← links)
- Authors' Response (Q5169478) (← links)
- Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model (Q5197977) (← links)
- On the performance of<i>L</i><sub>2</sub><i>E</i>estimation in modelling heterogeneous count responses with extreme values (Q5219282) (← links)
- Counting by Weighing: An Alternative Sampling Scheme (Q5485891) (← links)
