Person:509839

Available identifiers

zbMath Open slud.eric-vMaRDI QIDQ509839

List of research outcomes

Publication	Date of Publication	Type
Assessment of zeroes in survey-estimated tables via small-area confidence bounds	2024-09-05	Paper
Combining estimators of a common parameter across samples	2023-03-07	Paper
Multi-outcome longitudinal small area estimation – a case study	2023-03-07	Paper
Nonexistence of an unbiased estimating function for the Cox model	2019-09-05	Paper
Spatial modeling of rainfall accumulated over short periods of time	2018-05-17	Paper
Modeling log-linear conditional probabilities for estimation in surveys	2017-09-18	Paper
Parametric survival densities from phase-type models	2017-02-21	Paper
Goodness of fit tests for linear mixed models	2014-07-24	Paper
Discussion of ``Impact of frequentist and Bayesian methods on survey sampling practice: a selective appraisal by J. N. K. Rao	2012-09-01	Paper
https://portal.mardi4nfdi.de/entity/Q3098575	2011-11-17	Paper
Small-area estimation based on survey data from a left-censored Fay-Herriot model	2011-08-01	Paper
Mean-Squared Error Estimation in Transformed Fay–Herriot Models	2006-11-14	Paper
https://portal.mardi4nfdi.de/entity/Q5471872	2006-06-14	Paper
Efficient semiparametric estimators via modified profile likelihood	2005-02-23	Paper
Consistency of the NPML Estimator in the Right-Censored Transformation Model	2004-11-24	Paper
Statistical equilibrium wealth distributions in an exchange economy with stochastic preferences.	2003-04-02	Paper
https://portal.mardi4nfdi.de/entity/Q4218224	1999-05-26	Paper
Testing for Imperfect Debugging in Software Reliability	1999-03-08	Paper
Miscellanea. Semiparametric two-sample tests in clinical trials with a post-randomisation response indicator	1998-03-05	Paper
Optimal stopping of sequential size-dependent search	1997-08-03	Paper
Mixing for stationary processes with finite-order multiple Wiener-Itô integral representation	1997-03-03	Paper
Stability of stochastic integrals under change of filtration	1997-01-27	Paper
Robust covariate-adjusted logrank tests	1997-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4884156	1996-11-07	Paper
Inaccuracy rates and Hodges-Lehmann large deviation rates for parametric inferences with nuisance parameters	1996-09-18	Paper
Analysis of Factorial Survival Experiments	1995-11-28	Paper
Maximin efficiency-robust tests and some extensions	1995-09-10	Paper
MWI representation of the number of curve-crossings by a differentiable Gaussian process, with applications	1995-08-15	Paper
https://portal.mardi4nfdi.de/entity/Q4839359	1995-07-17	Paper
On autocorrelation estimation in mixed-spectrum Gaussian processes	1994-10-11	Paper
The moment problem for polynomial forms in normal random variables	1994-05-24	Paper
https://portal.mardi4nfdi.de/entity/Q4026606	1993-02-21	Paper
Best precedence tests for censored data	1992-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q4012357	1992-09-27	Paper
Relative efficiency of the log rank test within a multiplicative intensity model	1992-06-27	Paper
Multiple Wiener-Itô integral expansions for level-crossing-count functionals	1991-01-01	Paper
Optimal Consumption by a Bond Investor: The Case of Random Interest Rate Adapted to a Point Process	1991-01-01	Paper
Clipped Gaussian processes are never M-step Markov	1989-01-01	Paper
Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems	1989-01-01	Paper
Moderate- and large-deviation probabilities in actuarial risk theory	1989-01-01	Paper
How Dependent Causes of Death Can Make Risk Factors Appear Protective	1988-01-01	Paper
Generalization of an inequality of Birnbaum and Marshall, with applications to growth rates for submartingales	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3725236	1986-01-01	Paper
Stability of Exponential Rate of Growth of Products of Random Matrices Under Local Random Perturbations	1986-01-01	Paper
Inefficiency of inferences with the partial likelihood	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3681715	1985-01-01	Paper
Sequential linear rank tests for two-sample censored survival data	1984-01-01	Paper
Multivariate dependent renewal processes	1984-01-01	Paper
On the product of symmetric random variables	1984-01-01	Paper
Dependent competing risks and summary survival curves	1983-01-01	Paper
Testing separate families of hypotheses using right-censored data	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3660793	1983-01-01	Paper
Time series discrimination by higher order crossings	1982-01-01	Paper
A characterization problem in stationary time series	1982-01-01	Paper
Perturbations of random matrix products in a reducible case	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3313031	1982-01-01	Paper
Consistency and efficiency of inferences with the partial likelihood	1982-01-01	Paper
Correction to “entropy and maximal spacings for random partitions”	1982-01-01	Paper
Two-Sample Repeated Significance Tests Based on the Modified Wilcoxon Statistic	1982-01-01	Paper
On goodness of fit of time series models: An application of higher order crossings	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3951426	1981-01-01	Paper
A note on exchangeable sequences of events	1978-01-01	Paper
Entropy and maximal spacings for random partitions	1978-01-01	Paper
Distribution inequalities for the binomial law	1977-01-01	Paper
Relative extinction times for independent branching processes	1977-01-01	Paper

Research outcomes over time

This page was built for person: Eric V. Slud