Moti L. Tiku

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Person:956364

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zbMath Open tiku.moti-lalMaRDI QIDQ956364

List of research outcomes

PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q58895752023-04-27Paper
https://portal.mardi4nfdi.de/entity/Q51218332020-09-22Paper
Robust estimation in multiple linear regression model with non-Gaussian noise2014-03-19Paper
Estimation and hypothesis testing in BIB design and robustness2010-04-01Paper
A note on the paper by Ahmed Hossain and Andrew R. Willan2009-09-18Paper
Autoregressive models with short-tailed symmetric distributions2009-06-15Paper
Short-tailed distributions and inliers2009-05-27Paper
MMLEs are as good as M-estimators or better2009-04-15Paper
MMLEs are as good as M-estimators or better2009-04-01Paper
Estimating parameters in autoregressive models with asymmetric innovations2008-11-25Paper
https://portal.mardi4nfdi.de/entity/Q35388852008-11-24Paper
Robust estimation and hypothesis testing under short-tailedness and inliers2005-09-01Paper
Time series AR(1) model for short-tailed distributions2005-08-25Paper
Letter to the Editor: Modified Maximum Likelihood Estimators for Autoregressive Models2005-06-14Paper
ESTIMATING PARAMETERS IN AUTOREGRESSIVE MODELS IN NON-NORMAL SITUATIONS: ASYMMETRIC INNOVATIONS2002-07-28Paper
ANALYSIS OF VARIANCE IN EXPERIMENTAL DESIGN WITH NONNORMAL ERROR DISTRIBUTIONS2002-07-28Paper
CORRIGENDUM: TIME SERIES MODELS WITH ASYMMETRIC INNOVATIONS2002-07-28Paper
Estimation and hypothesis testing for a nonnormal bivariate distribution with applications2001-10-03Paper
Time Series Models in Non-Normal Situations: Symmetric Innovations2001-09-23Paper
Time series models with asymmetric innovations2001-04-08Paper
Logistic and Nonlogistic Density Functions in Binary Regression with Nonstochastic Covariates2000-03-14Paper
Estimating parameters in autoregressive models in non-normal situations: symmetric innovations1999-12-14Paper
The effects of covariate adjustment in generalized linear models1999-11-28Paper
https://portal.mardi4nfdi.de/entity/Q43479351999-02-22Paper
Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions1998-10-25Paper
Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions1997-08-28Paper
Bayesian Inference Based on Robust Priors and MML Estimators: Part II, Skew Location-scale Distributions1997-06-26Paper
A note on a paper by N. Balakrishnan1997-01-01Paper
Confidence Intervals for lk,p Distances1995-11-23Paper
Statistical proofs of some matrix results1995-02-09Paper
Testing the equality of location parameters of exponential populations from censored samples1994-01-31Paper
Estimation and hypothesis testing for a new family of bivariate nonnormal distributions1993-10-07Paper
A new method of estimation for location and scale parameters1992-09-27Paper
Testing equality of location parameters of two exponential distributions from censored samples1992-06-25Paper
Error Rates of a Robust Classification Procedure Based on Dichotomous and Continuous Random Variables1989-01-01Paper
Modified maximum likelihood estimators for the bivariate normal based on type ii censored samples1989-01-01Paper
A robust procedure for testing the equality of mean vectors of two bivariate populations with unequal covariance matrices1989-01-01Paper
Robust classification procedures based on the mml estimators1989-01-01Paper
Robust classification procedures based on dichotomous and continuous variables1988-01-01Paper
Generalization of the robust bivariate t2statistic to multivariate populations1988-01-01Paper
Order statistics in goodness of fit tests1988-01-01Paper
Robust hotelling-type T2statistics based on the modified maximum likelihood estimators1988-01-01Paper
Robust Hotelling-TypeT2 Statistics1988-01-01Paper
Modified maximum likelihood estimation for the bivariate normal1988-01-01Paper
A robust procedure for testing an assumed value of the population correlation coefficient1987-01-01Paper
A robust test for testing the correlation coefficient1986-01-01Paper
Testing the equality of variance-covariance matrices the robust way1985-01-01Paper
Robust Univariate Two-Way Classification1985-01-01Paper
Robust multivariate classification procedures based on the mml estimators1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37253371984-01-01Paper
Exact efficiencies of some robust estimators in sample survey1983-01-01Paper
Testing Linear Contrasts of Means in Experimental Design Without Assuming Normality and Homogeneity of Variances1982-01-01Paper
Usefulness of robust estimators in sample survey1982-01-01Paper
Robust statistics for testing equality of means or variances1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39352781981-01-01Paper
A Goodness of Fit Statistic Based on the Sample Spacings for Testing a Symmetric Distribution Against Symmetric Alternatives1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39453851981-01-01Paper
Robustness of MML estimators based on censored samples and robust test statistics1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38899281980-01-01Paper
GOODNESS OF FIT STATISTICS BASED ON THE SPACINGS OF COMPLETE OR CENSORED SAMPLES1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30512541978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41763131978-01-01Paper
Rejoinder: "Comment on 'a new Statistic for Testing Suspected Outliers'"1977-01-01Paper
A new statistic for testing suspected outliers1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40696081975-01-01Paper
Testing normality and exponentiality in multi-sample situations1974-01-01Paper
A new statistic for testing for normality1974-01-01Paper
More Tables of the Power of the F-Test1972-01-01Paper
ON THE DISTRIBUTIONS OF ORDER STATISTICS11972-01-01Paper
A NOTE ON THE DISTRIBUTION OF THE DOUBLY NON‐CENTRAL F DISTRIBUTION11972-01-01Paper
Estimating the means and standard deviation from two censored normal samples1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56202651971-01-01Paper
Student's Distribution Under Non‐Normal Situations1971-01-01Paper
Power Function of the F-Test Under Non-Normal Situations1971-01-01Paper
Monte Carlo study of some simple estimators in censored normal samples1970-01-01Paper
Some notes on the relationship between the distributions of central and non-central F1970-01-01Paper
DOUBLY NON‐CENTRAL t DISTRIBUTION1969-01-01Paper
Estimating the Parameters of Log-Normal Distribution from Censored Samples1968-01-01Paper
A NOTE ON ESTIMATING THE LOCATION AND SCALE PARAMETERS OF THE EXPONENTIAL DISTRIBUTION FROM A CENSORED SAMPLE1967-01-01Paper
Tables of the Power of the F-Test1967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q53454221965-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55126381965-01-01Paper
SERIES EXPANSIONS FOR THE DOUBLY NON‐CENTRAL F‐DISTRIBUTION11965-01-01Paper
https://portal.mardi4nfdi.de/entity/Q53398781964-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57348341964-01-01Paper
Approximating the general non-normal variance-ratio sampling distributions1964-01-01Paper
A Note on the Negative Moments of a Truncated Poisson Variate1964-01-01Paper

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