Entity usage
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This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.
Showing below up to 50 results in range #151 to #200.
- Random Clustering Based on the Conditional Inverse Gaussian-Poisson Distribution: Label: en
- Characterizations of the Distributions of Power Inverse Gaussian and Others Based on the Entropy Maximization Principle: Label: en
- Edgeworth Expansions of Some Statistics Including the LB-statistic and V-statistic: Label: en
- Higher Order Approximation of the Probability Distribution of the Ratio Estimator for a Regression Model: Label: en
- Electrostatic Views of Stein-type Estimation of Location Vectors: Label: en
- On the Threshold Method for Marked Spatial Point Processes: Label: en
- Discrete Duration Model Having Autoregressive Random Effects with Application to Japanese Diffusion Index: Label: en
- ESTIMATIONS OF INCOME DISTRIBUTION PARAMETERS FOR INDIVIDUAL OBSERVATIONS BY MAXIMUM LIKELIHOOD METHOD: Label: en
- FREQUENCY ESTIMATE BASED ON WAVELET TRANSFORM AND FOURIER TRANSFORM: Label: en
- ASYMPTOTIC COMPARISON OF MINIMUM DISCREPANCY ESTIMATORS IN BERKSON'S BIOASSAY MODEL: Label: en
- INTERPRETATION OF THE QUASI-LIKELIHOOD VIA THE TILTED EXPONENTIAL FAMILY: Label: en
- A NONPARAMETRIC TEST FOR NONLINEARITY BY THE WEIGHTED LEAST SQUARES METHOD: Label: en
- AIC-TYPE MODEL SELECTION CRITERION FOR MULTIVARIATE LINEAR REGRESSION WITH A FUTURE EXPERIMENT: Label: en
- SEQUENTIAL FIXED-WIDTH CONFIDENCE INTERVAL ESTIMATION FOR THE PERCENTILES OF A NORMAL DISTRIBUTION: Label: en
- ON SCALE-INVARIANT M-STATISTICS IN MULTIVARIATE K SAMPLES: Label: en
- FURTHER CONSTRUCTIONS OF NESTED GROUP DIVISIBLE DESIGNS: Label: en
- DISTANCE BETWEEN POPULATIONS IN A MIXTURE OF CATEGORICAL AND CONTINUOUS VARIABLES: Label: en
- LARGE DEVIATION PRINCIPLE FOR THE SAMPLE COVARIANCE FUNCTION OF A FIRST ORDER AUTOREGRESSIVE PROCESS: Label: en
- AN EDGEWORTH EXPANSION OF A LINEAR COMBINATION OF U-STATISTICS: Label: en
- SOME STATISTICAL PROPERTIES OF THE HOLTWINTERS SEASONAL FORECASTING METHOD: Label: en
- APPROXIMATION FOR DENSITY OF ESTIMATORS IN GAUSSIAN AR (1) PROCESS: Label: en
- APPROXIMATIONS TO NON-CENTRAL X2 AND F DISTRIBUTIONS: Label: en
- LINEAR HYPOTHESIS TESTING IN A RANDOM EFFECTS GROWTH CURVE MODEL: Label: en
- THE EFFECT OF HETEROSCEDASTICITY ON THE ACTUAL SIZE OF THE CHOW TEST: Label: en
- THE RC (M) ASSOCIATION MODEL AND CANONICAL CORRELATION ANALYSIS: Label: en
- STATISTICAL INFERENCE IN A CANONICAL CORRELATION ANALYSIS WITH LINEAR CONSTRAINTS: Label: en
- STABILITY OF MULTIDIMENSIONAL SCALING WITH AN ERROR MODEL: Label: en
- THE BHATTACHARYYA TYPE BOUND FOR THE VARIANCE OF SEQUENTIAL ESTIMATION PROCEDURES: Label: en
- THE CUSUM TESTS WITH NONPARAMETRIC REGRESSION RESIDUALS: Label: en
- FIXED-SIZE CONFIDENCE REGION BY MULTIVARIATE TWO-STAGE PROCEDURE WHEN THE COVARIANCE MATRIX HAS A STRUCTURE: Label: en
- HIGHER ORDER ASYMPTOTIC THEORY FOR DISCRIMINANT ANALYSIS IN GAUSSIAN STATIONARY PROCESSES: Label: en
- ARMA AND ARIMA APPROACHES TO THE UNIT ROOT ANALYSIS OF MACRO ECONOMIC VARIABLES: Label: en
- ON CHARACTERIZATIONS OF GENERALIZED MIXTURES OF GEOMETRIC AND EXPONENTIAL DISTRIBUTIONS BY CONDITIONAL EXPECTATION OF RECORD VALUES: Label: en
- MODELING LIFE LENGTH DATA USING MIXTURE DISTRIBUTIONS: Label: en
- A POWER APPROXIMATION FOR THE MULTINOMIAL GOODNESS-OF-FIT TEST BASED ON A NORMALIZING TRANSFORMATION: Label: en
- MEASURE OF DEPARTURE FROM CONDITIONAL SYMMETRY FOR SQUARE CONTINGENCY TABLES WITH ORDERED CATEGORIES: Label: en
- ESTIMATION OF REGRESSION COEFFICIENTS IN AN EXPONENTIAL REGRESSION MODEL WITH CENSORED OBSERVATIONS: Label: en
- DENSITY FUNCTION AND RELATIVE EFFICIENCY OF THE MODIFIED GENERALIZED RIDGE REGRESSION ESTIMATORS: Label: en
- SHRINKAGE REGRESSION PREDICTOR IN A GENERALIZED LINEAR MODEL WITH AUTOCORRELATED ERROR TERM: Label: en
- ON THE ASYMPTOTIC EQUIVALENCE OF HELLINGER DISTANCE AND KULLBACK-LEIBLER LOSS: Label: en
- A NON-PARAMETRIC METHOD TO TEST EQUALITY OF INTERMEDIATE LATENT ROOTS OF TWO POPULATIONS IN A PRINCIPAL COMPONENT ANALYSIS: Label: en
- A TEST FOR SYMMETRY BASED ON DENSITY ESTIMATES: Label: en
- ON RELIABILITY ESTIMATION IN THE WEIBULL CASE: Label: en
- IMPROVED BOOTSTRAP THROUGH MODIFIED RESAMPLE SIZE: Label: en
- FIXED-SIZE CONFIDENCE REGION OF THE DIFFERENCE OF TWO MULTINORMAL MEANS WHEN THE COVARIANCE MATRICES HAVE STRUCTURE: Label: en
- THREE STATISTICS FOR HYPOTHESIS TESTING OF INTERMEDIATE LATENT VECTOR OF COVARIANCE MATRIX AND THEIR BOOTSTRAP TESTS: Label: en
- BOUNDED RISK POINT ESTIMATION OF A LINEAR FUNCTION OF K MULTINORMAL MEAN VECTORS: Label: en
- ASYMPTOTIC EXPANSION FOR SAMPLING DISTRIBUTION AND SAMPLE SIZE IN STATISTICAL INFERENCE II: Label: en
- RELATIONSHIP BETWEEN LOGARITHMIC SERIES MODEL AND OTHER SUPERPOPULATION MODELS USEFUL FOR MICRODATA DISCLOSURE RISK ASSESSMENT: Label: en
- A NOTE ON THE CORRECTED SCORE FUNCTION ADJUSTING FOR MISCLASSIFICATION: Label: en