The following pages link to Eric V. Slud (Q509839):
Displaying 50 items.
- (Q449824) (redirect page) (← links)
- Discussion of ``Impact of frequentist and Bayesian methods on survey sampling practice: a selective appraisal'' by J. N. K. Rao (Q449825) (← links)
- Parametric survival densities from phase-type models (Q509841) (← links)
- Rate of strong uniform convergence of k-NN density estimates (Q792039) (← links)
- Sequential linear rank tests for two-sample censored survival data (Q799060) (← links)
- Multiple Wiener-Itô integral expansions for level-crossing-count functionals (Q909337) (← links)
- Time series discrimination by higher order crossings (Q1052025) (← links)
- A multiparameter strongly superadditive ergodic theorem (Q1058774) (← links)
- Identifying the closest symmetric distribution or density function (Q1099525) (← links)
- The almost sure behavior of maximal and minimal multivariate \(k_ n\)- spacings (Q1103953) (← links)
- The maximal value for coefficients of ergodicity (Q1110917) (← links)
- Estimation and deconvolution when the transfer function has zeros (Q1118312) (← links)
- Clipped Gaussian processes are never M-step Markov (Q1121593) (← links)
- Genetic linkage analysis: An irregular statistical problem (Q1126821) (← links)
- A characterization problem in stationary time series (Q1166219) (← links)
- Best precedence tests for censored data (Q1193810) (← links)
- Distribution inequalities for the binomial law (Q1238345) (← links)
- A note on exchangeable sequences of events (Q1250474) (← links)
- Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems (Q1263157) (← links)
- On autocorrelation estimation in mixed-spectrum Gaussian processes (Q1316600) (← links)
- The moment problem for polynomial forms in normal random variables (Q1317240) (← links)
- Stability of stochastic integrals under change of filtration (Q1327546) (← links)
- MWI representation of the number of curve-crossings by a differentiable Gaussian process, with applications (Q1345603) (← links)
- Chapman-Kolmogorov equation for non-Markovian shift-invariant measures (Q1345615) (← links)
- On geometric ergodicity of nonlinear autoregressive models (Q1347199) (← links)
- Optimal stopping of sequential size-dependent search (Q1354546) (← links)
- Spatial modeling of rainfall accumulated over short periods of time (Q1749988) (← links)
- Efficient semiparametric estimators via modified profile likelihood (Q1765673) (← links)
- Dissimilarity coefficients which are independent of a special set of data (Q1813339) (← links)
- Generalization of an inequality of Birnbaum and Marshall, with applications to growth rates for submartingales (Q1822133) (← links)
- Statistical equilibrium wealth distributions in an exchange economy with stochastic preferences. (Q1867535) (← links)
- Maximin efficiency-robust tests and some extensions (Q1895376) (← links)
- Inaccuracy rates and Hodges-Lehmann large deviation rates for parametric inferences with nuisance parameters (Q1907646) (← links)
- A characterization of mixing processes of type G (Q1908202) (← links)
- Coupling of the GB set property for ergodic averages (Q1908207) (← links)
- On weak solutions of random differential inclusions (Q1908332) (← links)
- Quasilinear analysis of stochastic control systems with multiplicative nonlinearities (Q1920378) (← links)
- Goodness of fit tests for linear mixed models (Q2252893) (← links)
- Small-area estimation based on survey data from a left-censored Fay-Herriot model (Q2276184) (← links)
- Nonexistence of an unbiased estimating function for the Cox model (Q2322642) (← links)
- Central limit theorems of partial sums for large segmental values (Q2366185) (← links)
- Modeling log-linear conditional probabilities for estimation in surveys (Q2404434) (← links)
- Perturbations of random matrix products in a reducible case (Q3040214) (← links)
- (Q3098575) (← links)
- Moderate- and large-deviation probabilities in actuarial risk theory (Q3210744) (← links)
- (Q3313031) (← links)
- Dependent competing risks and summary survival curves (Q3321244) (← links)
- Multivariate dependent renewal processes (Q3333836) (← links)
- Testing separate families of hypotheses using right-censored data (Q3336491) (← links)
- Optimal Consumption by a Bond Investor: The Case of Random Interest Rate Adapted to a Point Process (Q3360773) (← links)
