zbMath0621.62001MaRDI QIDQ3757131
Alan Stuart, M. G. Kendall, J. Keith Ord
Publication date: 1987
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Approximate moments of extremes,
Single observation unbiased priors,
From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more,
Frequency-domain subspace system identification using non-parametric noise models,
An umbral setting for cumulants and factorial moments,
Bi-shifting semantic auto-encoder for zero-shot learning,
Confidence regions for level differences in growth curve models,
A note on a matrix inequality for generalized means,
The estimation of prior from Fisher information,
Estimation of the risk for an unstable behaviour of feedback systems in the presence of nonlinear distortions,
Symmetric and asymmetric rounding: a review and some new results,
Random matrix theory for transition strength densities in finite quantum systems: results from embedded unitary ensembles,
Moment estimation for multivariate extreme value distribution,
Dependent versions of a central limit theorem for the squared length of a sample mean,
Theoretical and empirical distributions of the \(p\) value,
An interval-based approach to model input uncertainty in M/M/1 simulation,
Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process,
Continuity corrected approximations for and `exact' inference with Pearson's \(X^ 2\),
Simulation of stochastic demand data streams for network revenue management problems,
The generalized method of moments as applied to the generalized gamma distribution,
A Gini-based unit root test,
Expansions for quantiles and moments of extremes for distributions of exponential power type,
Natural statistics for spectral samples,
An extension of the generalized Gaussian distribution to include asymmetry,
An urn model for population mixing and the phases within,
Analysis of variance of paired data without repetition of measurement,
Statistical control of control-affine nonlinear systems with nonquadratic cost functions: HJB and verification theorems,
Deconvolution of \(P(X<Y)\) with supersmooth error distributions,
A probabilistic model for quadrature rules,
Saddlepoint approximations of the distribution of the person parameter in the two parameter logistic model,
A robust modification of the Jarque-Bera test of normality,
On the distribution of algebraic primes in small regions,
Comparison between schistosomiasis transmission modelings considering acquired immunity and age-structured contact pattern with infested water,
An interpolation method for adapting to sparse design in multivariate nonparametric regression,
Reduction of bias and skewness with applications to second order accuracy,
A simple approximation of moments of the quasi-equilibrium distribution of an extended stochastic theta-logistic model with non-integer powers,
Formulation of confidence intervals for estimated actual distances,
On testing homogeneity of variances for nonnormal models using entropy,
A new method to infer higher-order spike correlations from membrane potentials,
Unified probability density function involving a confluent hypergeometric function of two variables,
The refined positive definite and unimodal regions for the Gram-Charlier and Edgeworth series expansion,
Stabilizing the asymptotic covariance of an estimate,
Small population bias and sampling effects in stochastic mortality modelling,
A criterion for the fuzzy set estimation of the regression function,
Computing relations between moments and cumulants,
Simple alternatives for Box-Cox transformations,
Cumulant dynamics of a population under multiplicative selection, mutation, and drift.,
Biologically meaningful update rules increase the critical connectivity of generalized Kauffman networks,
The life and work of Gustav Elfving.,
Post-'87 crash fears in the S\&P 500 futures option market,
Multivariate extended skew-\(t\) distributions and related families,
On uses of mean absolute deviation: decomposition, skewness and correlation coefficients,
Expansions about the gamma for the distribution and quantiles of a standard estimate,
On deconvolution of distribution functions,
The distribution of the maximum of a first order moving average: the continuous case,
Comments on ``Unbiased estimates for moments and cumulants in linear regression, A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail, Moments and cumulants of a mixture, Fitting a distribution by the first two moments (partial and complete), Are exchange rate changes normally distributed?, A local likelihood method for estimating relative risk functions in case-control studies, Trimmed L-moments, Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests, An Onsager singularity theorem for turbulent solutions of compressible Euler equations, Generating statistically dependent pairs of random variables: A marginal distribution approach, Linear rank tests for independence in bivariate distributions-power comparisons by simulation, An order-statistics-based method for constructing multivariate distributions with fixed margin\-als, Terminal and intermediate segment lengths in neuronal trees with finite length, Parameter estimation from small biased samples: fuzzy sets vs statistics, Probabilistic rounding and Sheppard's correction, The role of the central limit theorem in discovering sharp rates of convergence to equilibrium for the solution of the Kac equation, Diagnosis of poor control-loop performance using higher-order statistics, The Laplace likelihood ratio test for heteroscedasticity, Sequential estimation of Spearman rank correlation using Hermite series estimators, Unbiased estimates for moments and cumulants in linear regression, Negentropy as a function of cumulants, On the properties of Hermite series based distribution function estimators, A unifying framework for \(k\)-statistics, polykays and their multivariate generalizations, A power comparison and simulation study of goodness-of-fit tests, Describing the spread of biological populations using stochastic compartmental models with births, Mathematical analysis of a muscle architecture model, Improving the performance of kurtosis estimator, Semi-parametric specification tests for mixing distributions, Symbolic computation of moments of sampling distributions, Kernel density estimation based on the distinct units in sampling with replacement, The maximum negative binomial distribution, Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder), Sol Golomb's 60th birthday symposium. Papers from the symposium, Oxnard, CA, USA, May 29--31, 1992, The dynamics of infinitesimally rare alleles, applied to the evolution of mutation rates and the expression of deleterious mutations, On the proper bounds of the Gini correlation, A comparison of procedures for estimating the parent probability distribution from a given set of fractiles, On confidence intervals in nonparametric binary regression via Edgeworth expansions, LQ-moments: Analogs of L-moments, Stochastic modeling of carcinogenesis: Some new insights, Directly transmitted infections modeling considering an age-structured contact rate, The decay of linkage disequilibrium under random union of gametes: How to calculate Bennett's principal components, Properties of nonlinear transformations of fractionally integrated processes., A splitting scheme for control variates, GMM tests for the Katz family of distributions, Independence characterizations and testing normality against restricted skewness-kurtosis alternatives, Smoothing Spline Semiparametric Density Models, Transformations of multivariate Edgeworth type expansions, The Advantages of Using Group Means in Estimating the Lorenz Curve and Gini Index From Grouped Data, Circular Statistical Approach to Study the Occurrence of Seasonal Diseases, Two kinds of moment ratio diagrams and their applications in hydrology, Predictive performance of missing data methods for logistic regression, classification trees and neural networks, Confidence Intervals for the Youden Index and Corresponding Optimal Cut-Point, Parameter Estimation Through Weighted Least-Squares Rank Regression with Specific Reference to the Weibull and Gumbel Distributions, A symbolic method for \(k\)-statistics, On the Joint Behavior of Types of Coupons in Generalized Coupon Collection, Bounds for the chi-square approximation of the power divergence family of statistics, Business cycle asymmetry and duration dependence: An international perspective, EXACT GENERAL-LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW-LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE, A SPECTRUM OF SERIES–PARALLEL GRAPHS WITH MULTIPLE EDGE EVOLUTION, The Lorenz Curve in the Classroom, Beta estimation in the market model: skewness and leptokurtosis, EXPANSIONS FOR SUMS OF RAYLEIGHS, Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses, The containment profile of hyper-recursive trees, Center of mass distribution of the Jacobi unitary ensembles: Painlevé V, asymptotic expansions, Non-gaussianities for primordial black hole formation, An empirically based just linear income tax system, Sums of powers of roots via Bell polynomials, Predicting Tactical Solutions to Operational Planning Problems Under Imperfect Information, Modeling and simulation of a nonhomogeneous poisson process having cyclic behavior, Stein's method for functions of multivariate normal random variables, The generalized Pearson family of distributions and explicit representation of the associated density functions, On normal approximations to symmetric hypergeometric laws, On a data based power transformation for reducing skewness, Bi-additive models for extremes, Bias reduction when data are rounded, Evolution of non-stationary processes and some maximum entropy principles, A Gini-based time series analysis and test for reversibility, Empirical Bayes on a shoestring and other applications, The confidence density for correlation, Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes, Moment-based density estimation of confidential micro-data: a computational statistics approach, Minimax estimation of the mode of functional data, Some Applications of the Lorenz Curve in Decision Analysis, A competitive design‐based spatial predictor, Spatio‐temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference, Signal analysis of impulse response functions in MR and CT measurements of cerebral blood flow, The Generalized Johnson Quantile-Parameterized Distribution System, Generalized distribution-moment approximation for kinetic theories of muscular contraction, A generalized skewness statistic for stationary ergodic martingale differences, Measuring bidirectional mutation, Methods of constructing characterizations by constancy of regression on the sample mean and related problems for NEF's, The total bootstrap median: a robust and efficient estimator of location and scale for small samples, The distribution of the bit error rate for an \(M\) branch antenna with \(N\) interferers, A weighted Kuiper statistic for goodness of fit, Characterizing systems of distributions by quantile measures, The dual multivariate Charlier and Edgeworth expansions, Statistical modeling of selected aspects of the childbearing process with application to world fertility survey countries∗, Existence, uniqueness, and global attractivity of positive solutions and MLE of the parameters to the logistic equation with random perturbation, Elementary expressions for moments of truncated negative binomial random variables, On Semiparametric Mode Regression Estimation, Analysis of swaps in radix selection, A study of local linear ridge regression estimators, A unified form of gamma-type distributions, Normal moments and Hermite polynomials, Characteristic functions of \({\mathcal L}_1\)-spherical and \({\mathcal L}_1\)-norm symmetric distributions and their applications, An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition, Unnamed Item, Expectation of quadratic forms in normal and nonnormal variables with applications, On Mixed and Compound Mixed Poisson Distributions, A new formula for the computation of multivariate factorized moments by using the joint cumulative distribution function, Comparison of test statistics for the correlation coefficient inbivariate normal samples with type II censoring, The Gini mean difference and variance, Analysis of the linear correlation coefficient using pseudo-likelihoods, Triple smoothing estimation of the regression function and its derivatives in nonparametric regression, On some tests of the covariance matrix under general conditions, Risk Measures from Risk-Reducing Experiments, Some results for multidimensional stationary independent increment processes, Counting faces of randomly projected polytopes when the projection radically lowers dimension, Targeted testing for bias in order assignment, with an application to Texas election ballots, A CHARACTERIZATION OF GENERALIZED PARETO DISTRIBUTIONS BY PROGRESSIVE CENSORING SCHEMES AND GOODNESS-OF-FIT TESTS, Variance-stabilizing and Confidence-stabilizing Transformations for the Normal Correlation Coefficient with Known Variances, Moments of Compound Mixed Poisson Distributions, Unnamed Item, High-order block support spatial simulation method and its application at a gold deposit, Almost-exact parametric bootstrap calculation via the saddlepoint approximation, Hitting-Time Densities of a Two-Dimensional Markov Process, Approximations for the inverse gaussian probabilities and percentiles, Bivariate q -normal distribution for transition matrix elements in quantum many-body systems, Estimation in additive models and ANOVA-like applications, Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices data, Approximating an unknown distribution when distribution information is extremely limited, Comparison of the alternative parameter estimators of Pearson distributions by robustness criteria, A New Exponential GOF Test for Data Subject to Multiply Type II Censoring, On study of kernel regression function polygons, A reciprocal relation for Hermite polynomials