The following pages link to (Q4101268):
Displayed 50 items.
- Adaptive confidence intervals of desired length and power for normal means (Q989256) (← links)
- A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process (Q993808) (← links)
- Comparison of `tail method' exact confidence limits for the difference of binomial probabilities (Q996735) (← links)
- Parameter estimation in semi-linear models using a maximal invariant likelihood function (Q998984) (← links)
- Bayesian goodness-of-fit test for censored data (Q999002) (← links)
- Survival model of a parallel system with dependent failures and time varying covariates (Q1007473) (← links)
- Exact conditional inference for two uniform populations (Q1007493) (← links)
- Tree-structured model diagnostics for linear regression (Q1009312) (← links)
- Homogeneity diagnostics for skew-normal nonlinear regression models (Q1009722) (← links)
- Improved point and interval estimation for a beta regression model (Q1010437) (← links)
- FIM for Arnold and Strauss's bivariate gamma distribution (Q1010509) (← links)
- Models for purchase frequency (Q1011249) (← links)
- On-line predictive linear regression (Q1018652) (← links)
- Information matrix for a mixture of two Laplace distributions (Q1019434) (← links)
- Diagnostics analysis for log-Birnbaum-Saunders regression models (Q1020131) (← links)
- Nonconservative exact small-sample inference for discrete data (Q1020754) (← links)
- Log-Burr XII regression models with censored data (Q1023720) (← links)
- A maximum-likelihood estimator with infinite error (Q1036695) (← links)
- AEGIS---attribute experimentation guiding improvement searches (Q1038838) (← links)
- Tests for normality in classes of skew-\(t\) alternatives (Q1044007) (← links)
- New methods for analyzing structural models of labor force dynamics (Q1050068) (← links)
- Moments and order statistics of extinction times in multitype branching processes and their relation to random selection models (Q1058781) (← links)
- Weighted averaging of species indicator values: Its efficiency in environmental calibration (Q1073529) (← links)
- Inference about a change point in experimental neurophysiology (Q1075967) (← links)
- Likelihood-based confidence regions for log-linear models (Q1077835) (← links)
- Self-selection biases in correlational studies based on questionnaires (Q1081270) (← links)
- An empirical investigation of some effects of sparseness in contingency tables (Q1083805) (← links)
- Testing causality using efficiently parametrized vector ARMA models (Q1086960) (← links)
- Generalised residuals and heterogeneous duration models with applications to the Weibull model (Q1086970) (← links)
- Asymptotic theory of conditional inference for stochastic processes (Q1087283) (← links)
- A general methodology for determining distributional forms with applications in reliability (Q1090046) (← links)
- A shrunken leaving-one-out estimator of error rate (Q1091702) (← links)
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions (Q1092542) (← links)
- The reliability of a test procedure for identifying defective components (Q1097620) (← links)
- The foundations of confounding in epidemiology (Q1104676) (← links)
- Equivariant estimation of a mean vector \(\mu\) of N(\(\mu\) ,\(\Sigma\) ) with \(\mu '\Sigma ^{-1}\mu =1\) or \(\Sigma ^{-}\mu =c\) or \(\Sigma =\sigma\) 2\(\mu\) '\(\mu\) I (Q1105947) (← links)
- Likelihood and other approaches to prediction in dynamic models (Q1105969) (← links)
- Forecasting and testing in co-integrated systems (Q1105971) (← links)
- Distribution-free and link-free estimation for the sample selection model (Q1110950) (← links)
- Unbiased estimation for distributions with shift and scale parameters (Q1111276) (← links)
- Statistical inference in non-nested econometric models (Q1111308) (← links)
- Multivariate contemporaneous ARMA model with hydrological applications (Q1111834) (← links)
- Estimation of functionals of an a priori density (Q1112504) (← links)
- A Bayesian method of parameter identification and prediction of states of linear stationary dynamical systems (Q1117195) (← links)
- On the theory of \(C_{\alpha}\)-tests (Q1117620) (← links)
- Predictive efficiency for simple non-linear models (Q1118295) (← links)
- The \(\chi ^ 2\) process and its application to statistics (Q1118957) (← links)
- Sensitivity analysis and the ``what if'' problem in simulation analysis (Q1124234) (← links)
- Smooth extensions of Pearsons's product moment correlation and Spearman's rho (Q1126115) (← links)
- Information theory as a unifying statistical approach for use in marketing research (Q1127171) (← links)