The following pages link to Lionel Weiss (Q1171842):
Displaying 50 items.
- (Q749101) (redirect page) (← links)
- (Q1058227) (redirect page) (← links)
- Empirical likelihood ratio confidence regions (Q749102) (← links)
- A Bahadur-type representation for empirical quantiles of a large class of stationary, possibly infinite-variance, linear processes (Q749105) (← links)
- Asymptotic distribution of rank statistics under dependencies with multivariate application (Q753322) (← links)
- Maximum likelihood estimation of a translation parameter of a truncated distribution (Q758826) (← links)
- Asymptotic risk comparison of improved estimators for normal covariance matrix (Q788430) (← links)
- Universal estimators of a vector parameter (Q791240) (← links)
- Stabilité et instabilité du risque minimax pour des variables indépendantes équidistribuées (Q795430) (← links)
- Estimating linear statistical relationships (Q795440) (← links)
- On bootstrapping two-stage least-squares estimates in stationary linear models (Q795447) (← links)
- Asymptotically minimax tests of some nonstandard composite hypotheses (Q808123) (← links)
- Cube root asymptotics (Q916274) (← links)
- Weak convergence of partial sums of absolutely regular sequences (Q1058228) (← links)
- Asymptotically efficient adaptive allocation rules (Q1060517) (← links)
- Structure of discrete order statistics (Q1071420) (← links)
- Parametric estimation of the covariance density for a stationary point process on \({\mathbb{R}}^ d\) (Q1077118) (← links)
- A note on small-sample maximum probability estimation (Q1077830) (← links)
- Two LIL-type results for the Brownian bridge (Q1079868) (← links)
- Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality (Q1079869) (← links)
- Transformations preserving normality and Wishart-ness (Q1082008) (← links)
- Invariance and independence in multivariate distribution theory (Q1082009) (← links)
- Simple linear approximations to the likelihood equation for combining evidence in multiple 2\(\times 2\) tables: A critique of conventional procedures (Q1087275) (← links)
- Asymptotics of special functions and the central limit theorem on the space \({\mathcal P}_ n\) of positive \(n\times n\) matrices (Q1092357) (← links)
- Restricted domains of attraction of \(\exp (-e^{-x})\) (Q1092501) (← links)
- Proportionaliy of covariance matrices (Q1093288) (← links)
- Dimensions of spaces of homogeneous zero regression polynomials (Q1094782) (← links)
- Estimating normal means with symmetric gain functions (Q1099526) (← links)
- Joint stable attraction of two sums of products (Q1102026) (← links)
- Rate of convergence in bootstrap approximations (Q1109447) (← links)
- Asymptotic normality of trimmed means in higher dimensions (Q1110210) (← links)
- Small-sample properties of maximum probability estimators (Q1171843) (← links)
- Weak convergence of infinite order U-processes (Q1181095) (← links)
- Central limit theorems for \(L_ p\) distances of kernel estimators of densities under random censorship (Q1184207) (← links)
- On the limiting behavior of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist (Q1185541) (← links)
- Approximate distributions of order statistics. With applications to nonparametric statistics (Q1187652) (← links)
- Goodness-of-fit statistics for discrete multivariate data (Q1188515) (← links)
- Complete convergence of moving average processes (Q1198995) (← links)
- Neyman's \(C({\alpha{}})\) test as a GLRT (Q1200744) (← links)
- Optimal sequentially planned decision procedures. With the assistance of Günter Duscha, Josef Lübbert and Thomas Meyerthole (Q1202175) (← links)
- Maximum probability estimators and related topics (Q1214222) (← links)
- Sequential tests on a multinomial distribution and a Markov chain (Q1240507) (← links)
- Pivotal measures in statistical experiments and sufficiency (Q1320431) (← links)
- A decomposition for the exponential dispersion model generated by the invariance measure on the hyperboloid (Q1322505) (← links)
- The analysis of cross-classified data having ordered and/or unordered categories: Association models, correlation models, and asymmetry models for contingency tables with or without missing entries (Q1819501) (← links)
- On estimation of matrix of normal mean (Q1820529) (← links)
- Testing for normality in arbitrary dimension (Q1820530) (← links)
- Inequalities for a class of positively dependent random variables with a common marginal (Q1822826) (← links)
- The asymptotic sufficiency of a relatively small number of order statistics in tests of fit (Q1845276) (← links)
- Marginalization and collapsibility in graphical interaction models (Q2277717) (← links)
- Sequential Bayes procedures which never observe more than a bounded number of observations (Q2394082) (← links)
