The following pages link to Yoshihiko Maesono (Q261841):
Displayed 50 items.
- Edgeworth expansion for the kernel quantile estimator (Q261842) (← links)
- On the normal approximation of U-statistics of degree two (Q809497) (← links)
- Competitors of the Wilcoxon signed rank test (Q1092556) (← links)
- (Q1109445) (redirect page) (← links)
- A lower bound for the normal approximation of U-statistics (Q1109446) (← links)
- Estimation under invariant distributions (Q1118929) (← links)
- Asymptotic comparisons of several variance estimators and their effects for Studentizations (Q1280560) (← links)
- On the normal approximations of \(V\)- and \(L\)-statistics (Q1338384) (← links)
- Edgeworth expansions of a studentized \(U\)-statistic and a jackknife estimator of variance (Q1360973) (← links)
- Higher-order comparisons of asymptotic confidence intervals (Q1781515) (← links)
- Smoothed nonparametric tests and approximations of \(p\)-values (Q1786898) (← links)
- Improved confidence intervals for quantiles (Q1934477) (← links)
- Higher order normalizing transformations of asymptotic \(U\)-statistics for removing bias, skewness and kurtosis (Q1969137) (← links)
- New type of gamma kernel density estimator (Q2131942) (← links)
- New kernel estimators of the hazard ratio and their asymptotic properties (Q2304242) (← links)
- (Q2844161) (← links)
- (Q2844186) (← links)
- (Q2844188) (← links)
- (Q2903178) (← links)
- OVER-ALL RANK TESTS FOR 1 TO k MATCHED CONTINUOUS DATA IN CASE-CONTROL STUDIES (Q3221201) (← links)
- (Q3362935) (← links)
- CONDITIONAL PROBABILITY DENSITY AND REGRESSION FUNCTION ESTIMATIONS WITH TRANSFORMATION OF DATA (Q3383266) (← links)
- Deficiencies of u-statistics of degree 2 under symmetric distributions (Q3473129) (← links)
- LOWER BOUNDS FOR THE NORMAL APPROXIMATION OF A SUM OF INDEPENDENT RANDOM VARIABLES (Q3489046) (← links)
- Edgeworth Expansion and Normalizing Transformation of Ratio Statistics and Their Application (Q3585242) (← links)
- (Q3713336) (← links)
- SEMI-PARAMETRIC METHOD AND ITS EFFICIENCY IN THE ANALYSIS OF A CASE-CONTROL STUDY (Q3730806) (← links)
- Characterization of probability models by an odds ratio in prospective and retrospective studies (Q3750806) (← links)
- (Q3795049) (← links)
- ASYMPTOTIC MEAN SQUARE ERRORS OF VARIANCE ESTIMATORS FOR U-STATISTICS AND THEIR EDGEWORTH EXPANSIONS (Q4210845) (← links)
- HIGHER ORDER RELATIONS BETWEEN CORNISH-FISHER EXPANSIONS AND INVERSIONS OF SADDLEPOINT APPROXIMATIONS (Q4210846) (← links)
- (Q4240995) (← links)
- A note on biases of jackknife estimators of third central moments (Q4337239) (← links)
- Higher order comparisons of jackknife variance estimators (Q4349874) (← links)
- EDGEWORTH EXPANSIONS FOR FUNCTIONALS OF U-STATISTICS (Q4351492) (← links)
- AN EDGEWORTH EXPANSION OF A LINEAR COMBINATION OF U-STATISTICS (Q4354751) (← links)
- An asymptotic representation of a ratio of two statistics and its applications (Q4385995) (← links)
- (Q4559872) (← links)
- Smoothed alternatives of the two-sample median and Wilcoxon's rank sum tests (Q4580029) (← links)
- (Q4696785) (← links)
- Invariant U-statistics (Q4725493) (← links)
- ON THE NORMAL APPROXIMATIONS OF STUDENTIZED U-STATISTIC (Q4857112) (← links)
- (Q4939449) (← links)
- A Weighted Bootstrap Approach to Bootstrap Iteration (Q4943411) (← links)
- (Q4981582) (← links)
- ON JACKKNIFE VARIANCE ESTIMATOR FOR KERNEL DENSITY ESTIMATOR AND ITS APPLICATION (Q5121412) (← links)
- ERROR REDUCTION FOR KERNEL DISTRIBUTION FUNCTION ESTIMATORS (Q5121424) (← links)
- ON DIRECT KERNEL ESTIMATOR OF DENSITY RATIO (Q5121433) (← links)
- ASYMPTOTIC MEAN SQUARED ERROR OF KERNEL ESTIMATOR OF EXCESS DISTRIBUTION FUNCTION (Q5121436) (← links)
- (Q5250520) (← links)