The following pages link to Steven T. Garren (Q586186):
Displaying 11 items.
- (Q162667) (redirect page) (← links)
- Maximum likelihood estimation of the correlation coefficient in a bivariate normal model with missing data (Q1265976) (← links)
- Estimating the second largest eigenvalue of a Markov transition matrix (Q1567206) (← links)
- Asymptotic normality in multivariate nonlinear regression and multivariate generalized linear regression models under repeated measurements with missing data (Q1573128) (← links)
- (Q2736942) (← links)
- Evaluating the Effective Degrees of Freedom of the Delete-a-Group Jackknife (Q2876174) (← links)
- Improved Estimation of the Pareto Location Parameter Under Squared Error Loss (Q3435964) (← links)
- General Conditions for Comparing the Reliability Functions of Systems of Components Sharing a Common Environment (Q4393831) (← links)
- Improved estimation of medians subject to order restrictions in unimodal symmetric families (Q4469999) (← links)
- Bootstrap goodness-of-fit test for the beta-binomial model (Q4540885) (← links)
- Asymptotic distribution of estimated affinity between multiparameter exponential families (Q5926200) (← links)
