The following pages link to (Q3311491):
Displayed 33 items.
- A Framework for Random-Effects ROC Analysis: Biases with the Bootstrap and Other Variance Estimators (Q114169) (← links)
- Exact permutation tests for non-nested non-linear regression models (Q275249) (← links)
- Resampling methods for the nonparametric and generalized Behrens-Fisher problems (Q354225) (← links)
- Classifier variability: accounting for training and testing (Q411930) (← links)
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models (Q457054) (← links)
- Computationally simple estimation and improved efficiency for special cases of double truncation (Q509826) (← links)
- Some partially sequential nonparametric tests for detecting linear trend (Q538113) (← links)
- Nonparametric tests for detecting greater residual life times (Q640700) (← links)
- Exact and randomization distributions of Kolmogorov-Smirnov tests two or three samples (Q672013) (← links)
- Two separate effects of variance heterogeneity on the validity and power of significance tests of location (Q713721) (← links)
- Adaptive nonparametric tests for a single sample location problem (Q713790) (← links)
- Simultaneous tests for patterned recognition using nonparametric partially sequential procedure (Q713893) (← links)
- The distribution of the relative arc density of a family of interval catch digraph based on uniform data (Q715495) (← links)
- Maximal inequalities and convergence results for generalized U- statistics (Q908622) (← links)
- Generalized Hodges-Lehmann estimators for the analysis of variance (Q913400) (← links)
- The effects on convergence of substituting parameter estimates into U- statistics and other families of statistics (Q920500) (← links)
- Comparison of aligned Friedman rank and parametric methods for testing interactions in split-plot designs (Q951892) (← links)
- A method for resolving ties in asymptotic relative efficiency (Q979195) (← links)
- Testing the random walk hypothesis through robust estimation of correlation (Q1023580) (← links)
- Empirical likelihood for median regression model with designed censoring variables (Q1041079) (← links)
- A note on testing symmetry with estimated parameters (Q1065477) (← links)
- Inference for thinned point processes, with application to Cox processes (Q1069630) (← links)
- On some significance tests in cluster analysis (Q1072282) (← links)
- A central limit theorem for fuzzy random variables (Q1093982) (← links)
- A class of distribution-free tests for testing homogeneity against ordered alternatives (Q1095532) (← links)
- Rigorous statistical procedures for data from dynamical systems (Q1104024) (← links)
- The product moments of order statistics with applications to characterizations of distributions (Q1116586) (← links)
- Estimation under invariant distributions (Q1118929) (← links)
- Martingales without tears (Q1126011) (← links)
- On rank statistics: An approach via metrics on the permutation group (Q1200661) (← links)
- Asymptotically most powerful rank tests for multivariate randomness against serial dependence (Q1262052) (← links)
- The random set and the cutting of random fuzzy sets (Q1278852) (← links)
- A multivariate control median test. (Q1298935) (← links)