The following pages link to Kamal C. Chanda (Q689376):
Displaying 50 items.
- Asymptotic properties of serial covariances for nonlinear stationary processes (Q689377) (← links)
- Density estimation for linear processes (Q802245) (← links)
- Sampling properties of \(U\)-statistics for a class of stationary nonlinear processes (Q853838) (← links)
- Asymptotic expansions of the probabilities of misclassification for k-NN discriminant rules (Q916276) (← links)
- Sampling distribution for a class of estimators for nonregular linear processes (Q1061436) (← links)
- Asymptotic estimate of probability of misclassification for discriminant rules based on density estimates (Q1118294) (← links)
- (Q1176295) (redirect page) (← links)
- Curve estimation for \(m_ n\)-decomposable time series including bilinear processes (Q1176296) (← links)
- Bahadur-Kiefer representation properties of intermediate order statistics (Q1340888) (← links)
- Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series (Q1813537) (← links)
- Density estimation for a class of stationary nonlinear processes (Q1881378) (← links)
- Asymptotic properties of estimators for autoregressive models with errors in variables (Q1922415) (← links)
- Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables (Q1962221) (← links)
- (Q2751625) (← links)
- Comparative efficiencies of methods of estimating parameters in linear autoregressive schemes (Q3293780) (← links)
- Probabilities of Large Deviations of Sample Quantiles (Q3871731) (← links)
- Asymptotic Expansion of Quantiles Computed from Mixed Samples <sup>1</sup> (Q3884970) (← links)
- Asymptotic Properties of Classification Rules Based on Wilcoxon-Type Statistics (Q3903894) (← links)
- (Q3945390) (← links)
- Asymptotic Expansion for a Class of Sample Quantiles (Q3963855) (← links)
- STATIONARITY AND CENTRAL LIMIT THEOREM ASSOCIATED WITH BILINEAR TIME SERIES MODELS (Q3985816) (← links)
- Asymptotic Distribution of Sample Quantiles for Exchangeable Random Variables (Q4062494) (← links)
- (Q4064892) (← links)
- Asymptotic Properties of Order Statistics Attracted to Normal Law (Q4107754) (← links)
- Some Comments on the Asymptotic Probability Laws of Sample Quantiles (Q4130763) (← links)
- Some comments on sample quantiles for dependent observations (Q4140186) (← links)
- On some nonparametric estimators for the linear markov scheme (Q4190002) (← links)
- (Q4199381) (← links)
- Asymptotic normality of linear combinations of functions of the concomitant order statistics (Q4202655) (← links)
- (Q4251584) (← links)
- (Q4317934) (← links)
- LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING-AVERAGE MODELS WITH ERRORS IN VARIABLES (Q4324814) (← links)
- (Q4356547) (← links)
- (Q4672347) (← links)
- ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTIONS OF SERIAL CORRELATIONS (Q4727185) (← links)
- Strong mixing properties of linear stochastic processes (Q4766313) (← links)
- AN APPLICATION OF THE SCHUR‐COHN ALGORITHM TO TIME SERIES ANALYSIS (Q4854209) (← links)
- (Q4872824) (← links)
- (Q5317362) (← links)
- Large sample properties of spectral estimators for a class of stationary nonlinear processes (Q5467589) (← links)
- (Q5474862) (← links)
- On the Efficiency of Two-sample Mann-Whitney Test for Discrete Populations (Q5586882) (← links)
- Some Aspects of Estimation of Probability Density Function (Q5600599) (← links)
- Asymptotic Distribution of the Sample Size for a Sequential Probability Ratio Test (Q5623091) (← links)
- Asymptotic Expansions for a Class of Distribution Functions (Q5647688) (← links)
- On Estimation of Tail End Probabilities of the Sample Mean for Linear Stochastic Processes (Q5660971) (← links)
- On Bounds of Serial Correlations (Q5722628) (← links)
- (Q5733965) (← links)
- GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION (Q5751767) (← links)
- (Q5816337) (← links)