The following pages link to Mark Finster (Q787582):
Displayed 8 items.
- Optimal stopping in the stock market when the future is discounted (Q787583) (← links)
- Estimation in the general linear model when the accuracy is specified before data collection (Q1074276) (← links)
- An analysis of five simulation methods for determining the number of replications in a complex Monte Carlo study (Q1091792) (← links)
- The maximum term and first passage times for autoregressions (Q1168643) (← links)
- Optimal stopping on autoregressive schemes (Q1168644) (← links)
- Statistical theory for the ratio model of paired comparisons (Q1206417) (← links)
- A frequentistic and bayesian analysis of zellner's economic regression model under an informative prior (Q3028126) (← links)
- A Frequentistic Approach to Sequential Estimation in the General Linear Model (Q3660735) (← links)