Bruce M. Brown

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Person:485947

Available identifiers

zbMath Open brown.bruce-mMaRDI QIDQ485947

List of research outcomes





PublicationDate of PublicationType
Detecting changes in task length due to task‐switching in the presence of repeated length‐biased sampling2023-10-04Paper
A Non-Parametric Cramér-von Mises Penalty Function Smoother2019-06-03Paper
Confidence Intervals for Proportions and Related Measures of Effect Size. By Robert G. Newcombe. CRC Press, Boca Raton, Florida, 2012. 442 pages. £57.99 (hardback). ISBN 978-1-4398-1278-5.2016-04-27Paper
Smoothed rank-based procedure for censored data2015-01-14Paper
Wilson Confidence Intervals for the Two-Sample Log-Odds-Ratio in Stratified 2 × 2 Contingency Tables2012-10-29Paper
A Boundary-Respecting Confidence Interval Method for a General Effect Size Measure in Paired Experiments2012-08-02Paper
The logit-stable distributions and latent utility scales in categorical data applications2009-10-13Paper
Non-null semi-parametric inference for the Mann–Whitney measure2009-08-13Paper
https://portal.mardi4nfdi.de/entity/Q35116062008-07-11Paper
AN EXCLUSIVE REGRESSORS BINARY MIXTURE MODEL WITH AN APPLICATION TO LABOUR SUPPLY2007-03-20Paper
Standard errors and covariance matrices for smoothed rank estimators2005-09-05Paper
Kruskal–Wallis, Multiple Comparisons and Efron Dice2005-04-11Paper
Theory & Methods: On the importance of being smooth2003-08-06Paper
On the estimation of integral \(f\)-squared2003-04-03Paper
The smoothed median and the bootstrap2002-05-13Paper
https://portal.mardi4nfdi.de/entity/Q43786682000-04-06Paper
Clustering and abundance estimation for Neyman-Scott models and line transect surveys2000-02-21Paper
Beta-Bernstein Smoothing for Regression Curves with Compact Support1999-08-10Paper
Combined and least squares empirical likelihood1999-06-29Paper
Normal Scores, Normal Plots, and Tests for Normality1998-02-08Paper
On the effect of inliers on the spatial median1997-12-15Paper
https://portal.mardi4nfdi.de/entity/Q48951531996-10-13Paper
Regular Redescending Rank Estimates1995-01-04Paper
https://portal.mardi4nfdi.de/entity/Q42804321994-06-28Paper
CONVERSATIONS WITH EDWIN J.G. PITMAN1993-06-29Paper
On Certain Bivariate Sign Tests and Medians1993-04-01Paper
https://portal.mardi4nfdi.de/entity/Q38303611989-01-01Paper
KENDALL'S TAU AND CONTINGENCY TABLES1988-01-01Paper
Finite full transformation semigroups as collections of random functions1988-01-01Paper
Lipschitz constants for the Bernstein polynomials of a Lipschitz continuous function1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37995051987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36858521985-01-01Paper
RANK TESTS FOR MULTIVARIATE TREND1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47466691983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39638731982-01-01Paper
Robustness Against Inequality of Variances1982-01-01Paper
Distribution-Free Methods in Regression11982-01-01Paper
High-Efficiency Estimation for the Positive Stable Laws1981-01-01Paper
MEDIAN ESTIMATES IN SIMPLE LINEAR REGRESSION1980-01-01Paper
ESTIMATION FOR THE POSITIVE STABLE LAWS, I1979-01-01Paper
Outlier-detection tests and robust estimators based on signs of residuals1979-01-01Paper
Reduced U-statistics and the Hodges-Lehmann estimator1978-01-01Paper
Expansions for the positive stable laws1978-01-01Paper
ASYMPTOTICALLY EQUIVALENT FORMS OF HODGES‐LEHMANN‐TYPE ESTIMATES IN REGRESSION1978-01-01Paper
Extreme values of independent stochastic processes1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41159491976-01-01Paper
Inference for the diffusion branching process1975-01-01Paper
Asymptotic likelihood theory for diffusion processes1975-01-01Paper
A short-cut test for outliers using residuals1975-01-01Paper
Generalized Wald equations in discrete time1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40425481974-01-01Paper
On the central limit problem for sums with random coefficients1973-01-01Paper
Simpler conditions for Wald equations1973-01-01Paper
Martingale Convergence to Infinitely Divisible Laws with Finite Variances1972-01-01Paper
Erratum: A General Three-Series Theorem1972-01-01Paper
Formulae for absolute moments1972-01-01Paper
A conditional setting for some theorems associated with the strong law1971-01-01Paper
An invariance principle and some convergence rate results for branching processes1971-01-01Paper
A Note on Convergence of Moments1971-01-01Paper
A General Three-Series Theorem1971-01-01Paper
Martingale Central Limit Theorems1971-01-01Paper
Characteristic Functions, Moments, and the Central Limit Theorem1970-01-01Paper
Behavior of Moments of Row Sums of Elementary Systems1970-01-01Paper
On the Departure from Normality of a Certain Class of Martingales1970-01-01Paper
Moments of a Stopping Rule Related to the Central Limit Theorem1969-01-01Paper

Research outcomes over time

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