The following pages link to (Q5511769):
Displayed 50 items.
- Relative efficiency of estimates and the use of Chebyshev polynomials in a model of pairwise overlapping samples (Q912514) (← links)
- Matrix properties of an interbattery factor analytic model (Q912539) (← links)
- Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models (Q930652) (← links)
- Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression (Q943616) (← links)
- \(L\) -optimal designs in the trigonometric regression model on the full circle (Q945999) (← links)
- Statistical analysis of non-inferiority via non-zero risk difference in stratified matched-pair studies (Q951073) (← links)
- Regression with strongly correlated data (Q953868) (← links)
- Choosing the best Rukhin goodness-of-fit statistics (Q957231) (← links)
- Admissibility for linear estimators of regression coefficient in a general Gauss-Markoff model under balanced loss function (Q989262) (← links)
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← links)
- Asymptotic properties of a conditional quantile estimator with randomly truncated data (Q1000581) (← links)
- Robust directed tests of normality against heavy-tailed alternatives (Q1019899) (← links)
- Relativistic effects on information measures for hydrogen-like atoms (Q1044631) (← links)
- Canonical analysis of longitudinal and repeated measures data with stationary weights (Q1052022) (← links)
- Is the prediction error of a regression model white? (Q1052027) (← links)
- Diversity and dissimilarity coefficients: A unified approach (Q1052964) (← links)
- Optimal estimation for a finite population of unknown size (Q1056155) (← links)
- Application of the model of two-factor analysis of variance without interactions (Q1059964) (← links)
- The asymptotic distribution of a goodness of fit statistic for factorial invariance (Q1069622) (← links)
- A note on the inequality b\(\geq t\) for block designs (Q1070722) (← links)
- A note on the usefulness of linguistic variables for differentiating between some respiratory diseases (Q1071463) (← links)
- On the superiority of the nested multi-dimensional block designs, relative to the classical incomplete block designs (Q1074992) (← links)
- A note on optimum spacing of observations from a continuous time simple Markov process (Q1078960) (← links)
- Admissibility of an estimate obtained by the method of moments in the presence of a nuisance shift parameter (Q1081238) (← links)
- Minimax linear regression estimation with symmetric parameter restrictions (Q1082019) (← links)
- Some estimation theory on the sphere (Q1086943) (← links)
- On component analyses (Q1086952) (← links)
- Conjunctive item response theory kernels (Q1086967) (← links)
- Grouping data by using the weighted entropy (Q1090021) (← links)
- On combining quasi-likelihood estimating functions (Q1098208) (← links)
- Asymptotic crossing rates for stationary Gaussian vector processes (Q1105278) (← links)
- Chebyshev polynomials and least squares estimation based on one-dependent random variables (Q1107936) (← links)
- On the second order local comparison between perturbed maximum likelihood estimators and Rao's statistic as test statistics (Q1109448) (← links)
- Optimal robust estimation for discrete time stochastic processes (Q1109468) (← links)
- The components of chi-squared statistics for goodness-of-fit tests (Q1114268) (← links)
- Parameter estimation in infinite-dimensional stochastic differential equations (Q1124979) (← links)
- Models, prior information, and Bayesian analysis (Q1126460) (← links)
- Two problems in multivariate analysis: BLUS residuals and testability of linear hypothesis (Q1136183) (← links)
- A maximum likelihood approach to the ''test of inclusion'' (Q1136467) (← links)
- Asymptotic theory for analyzing dose-response survival data with application to the low-dose extrapolation problem (Q1138876) (← links)
- A unified approach to coordinate-free multivariate analysis (Q1139338) (← links)
- Die Nichtkonsistenz der M.-L. Schätzer im ''Switching Regression'' Problem (Q1142517) (← links)
- Some generalized methods of optimal scaling and their asymptotic theories: the case of multiple responses-multiple factors (Q1143103) (← links)
- Some concepts of positive dependence for bivariate interchangeable distributions (Q1145935) (← links)
- A feasible method for standard errors of estimate in maximum likelihood factor analysis (Q1146960) (← links)
- Approximate maximum likelihood estimation with data sets that exceed computer limits (Q1149722) (← links)
- On testing the correlation coefficient of a bivariate normal distribution (Q1152652) (← links)
- A moving average model for sequenced reaction-time data (Q1152927) (← links)
- Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models (Q1158917) (← links)
- The power of the likelihood ratio test for additional information in a multivariate linear model (Q1162084) (← links)