Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article; zbMATH DE number 1391242 - MaRDI portal

scientific article; zbMATH DE number 1391242

From MaRDI portal
Publication:4935982

zbMath0935.62002MaRDI QIDQ4935982

Keith Knight

Publication date: 20 January 2000


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (36)

An extension of Bar-Hen's preliminary test procedureConfidence Intervals for the Scale Parameter of Exponential Family of DistributionsMean, What do You Mean?Understanding and Addressing the Unbounded “Likelihood” ProblemThe Mean Relative Entropy: An Invariant Measure of Estimation ErrorConfidence regions near singular information and boundary points with applications to mixed modelsSampling properties of homozygosity-based statistics for linkage disequilibriumProbabilistic models for stochastic elliptic partial differential equationsConsistency of MLE, LSE and M-estimation under mild conditionsBootstrap choice of non-nested autoregressive model with non-normal innovationsAdaptive stochastic approximation algorithmAsymptotic predictive inference of negative lower tail index distributionsPower-law distribution in pieces: a semi-parametric approach with change point detectionPractical identifiability of HIV dynamics modelsWeighted least squares estimation for exchangeable binary dataMultivariate normal distribution approaches for dependently truncated dataFuzzy \(p\)-value in testing fuzzy hypotheses with crisp dataTesting fuzzy hypotheses based on vague observations: a \(p\)-value approachAn alternative procedure for performing a power analysis of Mantel's testUnnamed ItemEfficient parametric inference for stochastic biological systems with measured variabilityComparison of bootstrap estimation intervals to forecast arithmetic mean and median air passenger demandCapturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrationsDe-risking strategy: longevity spread buy-inModel misspecification effects for biased samplesA goodness-of-fit test for parametric models based on dependently truncated dataRobust maximum likelihood estimation in the linear modelOmnibus tests for the error distribution in the linear regression modelWhen is `nearest neighbour' meaningful: A converse theorem and implicationsA Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating functionMaximum likelihood estimation for a special exponential family under random double-truncationCALIBRATION OF LÉVY PROCESSES USING OPTIMAL CONTROL OF KOLMOGOROV EQUATIONS WITH PERIODIC BOUNDARY CONDITIONSLikelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copulaParametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approachA Bounded-Confidence Model of Opinion Dynamics on HypergraphsA Few Counter Examples Useful in Teaching Central Limit Theorems




This page was built for publication: