Dean M. Young

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Person:310623

Available identifiers

zbMath Open young.dean-mMaRDI QIDQ310623

List of research outcomes





PublicationDate of PublicationType
An integrated‐likelihood‐ratio confidence interval for a proportion based on underreported and infallible data2024-02-08Paper
A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions2023-08-21Paper
Bayesian adaptive two-stage design for determining person-time in Phase II clinical trials with Poisson data2020-12-03Paper
Bayesian Predictive Probability Functions for Count Data that are Subject to Misclassification2020-09-23Paper
Bayesian Methods for Regression Using Surrogate Variables2020-09-23Paper
An alternative matrix skew-normal random matrix and some properties2020-04-15Paper
Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models2019-03-18Paper
Confidence intervals for the ratio of two Poisson rates under one-way differential misclassification using double sampling2018-08-15Paper
https://portal.mardi4nfdi.de/entity/Q45908302017-11-20Paper
Characterizations of noncentral chi-squared-generating covariance structures for a normally distributed random vector2017-01-25Paper
On the independence of singular multivariate skew-normal sub-vectors2017-01-16Paper
A derivation of the multivariate singular skew-normal density function2016-09-08Paper
https://portal.mardi4nfdi.de/entity/Q34521522015-11-18Paper
Bayesian Interval Estimation for the Difference in TPRs and FPRs of Two Diagnostic Tests with Unverified Negatives2015-06-03Paper
Likelihood-Based Confidence Intervals for Complementary Poisson Rate Parameters with Misclassified Data2014-07-31Paper
Interval estimation for misclassification rate parameters in a complementary Poisson model2013-04-16Paper
Imputation techniques for incomplete data in quadratic discriminant analysis2013-03-21Paper
Likelihood-based confidence intervals for the risk ratio using double sampling with over-reported binary data2012-09-15Paper
Bayesian interval estimation for the difference of two independent Poisson rates using data subject to under-reporting2011-08-19Paper
Bayesian inference for comparing two Poisson rates using data subject to underreporting and validation data2011-04-27Paper
Classic group testing with cost for grouping and testing2010-06-28Paper
Credible sets for risk ratios in over-reported two-sample binomial data using the double-sampling scheme2010-04-06Paper
https://portal.mardi4nfdi.de/entity/Q53242772009-08-03Paper
Confidence intervals for parameters of two diagnostic tests in the absence of a gold standard2009-06-12Paper
https://portal.mardi4nfdi.de/entity/Q35980832009-01-30Paper
Confidence intervals for a binomial parameter based on binary data subject to false-positive misclassification2008-12-11Paper
Parameter subset selection and multiple comparisons of Poisson rate parameters with misclassification2008-11-26Paper
https://portal.mardi4nfdi.de/entity/Q35307562008-10-20Paper
MAXIMUM LIKELIHOOD ESTIMATION FOR A POISSON RATE PARAMETER WITH MISCLASSIFIED COUNTS2008-04-28Paper
https://portal.mardi4nfdi.de/entity/Q54228992007-10-30Paper
Bayesian sample-size determination for one and two Poisson rate parameters with applications to quality control2007-09-13Paper
A BAYESIAN HIERARCHICAL MODEL FOR POISSON RATE AND REPORTING-PROBABILITY INFERENCE USING DOUBLE SAMPLING2007-03-20Paper
Maximum Likelihood Estimation of Two Inversely Related Poisson Rate Parameters with Misclassified Data2006-08-09Paper
https://portal.mardi4nfdi.de/entity/Q54728242006-06-14Paper
https://portal.mardi4nfdi.de/entity/Q33657312006-01-23Paper
https://portal.mardi4nfdi.de/entity/Q53159982005-09-12Paper
Estimation-Equivalent Covariance Structures for the Least Squares and Minque Estimators of the Linear Model Variance2005-05-23Paper
https://portal.mardi4nfdi.de/entity/Q46548852005-03-10Paper
Bayesian Sample Size Determination for Estimating a Poisson Rate with Underreported Data2005-01-17Paper
A note on tests for interaction in quantal response data2004-11-11Paper
Results in statistical discriminant analysis: A review of the former Soviet Union literature.2004-03-14Paper
Statistical inference with partial prior information based on a Gauss-type inequality2003-10-15Paper
Independence distribution preserving joint covariance structures for the multivariate two-group case2002-10-23Paper
Maybe the Price Doesn't Have to Be Right: Analysis of a Popular TV Game Show2002-10-17Paper
A comparison of parametric conditional error-rate estimators for the two-group linear discriminant function2002-03-11Paper
Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal2000-11-21Paper
Independence distribution preserving covariance structures for the multivariate linear model1999-05-26Paper
A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic1998-08-24Paper
INDEPENDENCE DISTRIBUTION‐PRESERVING NONNEGATIVE‐DEFINITE COVARIANCE STRUCTURES FOR THE SAMPLE VARIANCE1997-09-17Paper
https://portal.mardi4nfdi.de/entity/Q48540201996-02-04Paper
https://portal.mardi4nfdi.de/entity/Q48540931995-12-11Paper
A Kolmogorov inequality for the sum of independent Bernoulli random variables with unequal means1995-10-31Paper
ON THE INDEPENDENCE OF THE SAMPLE MEAN AND TRANSLATION‐INVARIANT STATISTICS FOR MATRIX NORMAL DISTRIBUTIONS1995-10-10Paper
A characterization of discrete unimodality with applications to variance upper bounds1995-07-03Paper
Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices1995-01-09Paper
https://portal.mardi4nfdi.de/entity/Q43018571994-08-18Paper
A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic1993-10-07Paper
https://portal.mardi4nfdi.de/entity/Q40056531992-09-27Paper
Improved Kolmogorov inequalities for the binomial distribution1992-06-28Paper
Conditions for invariance of the multivariate versions of Grubb's test and Bartlett's test under a general dependency structure1992-06-25Paper
Estimator models for combining vector estimators1989-01-01Paper
On the robustness of the extreme deviate test for a single multivariate outlier against heavy-tailed distributions1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34761291989-01-01Paper
Estimation and prediction in a semi-markov model for evasive vehicle movement along a fixed path1989-01-01Paper
On the effect of correlation and unequal variances in detecting a spurious observation1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q52034201989-01-01Paper
A comparison of several biased estimators for improving the expected error rate of the sample quadratic discriminant function1988-01-01Paper
Extended critical vawes of the multivariate extreme deviate test for detecting a single spurious observation1988-01-01Paper
Probability inequalities for continuous unimodal random variables with finite support1988-01-01Paper
Predictive discrimination for autoregressive processes1988-01-01Paper
A Calculus Based Approach to the Blood Testing Problem1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38114381988-01-01Paper
A Note on a Kolmogorov Inequality for the Binomial Distribution1988-01-01Paper
Polyhedron graphs for displaying multivariate data1987-01-01Paper
Comparisons of several graphical methods for representing multivariate data1987-01-01Paper
Quadratic discrimination: Some results on optimal low-dimensional representation1987-01-01Paper
A note on a Kolmogorov inequality1987-01-01Paper
Some Results on Error Rates for Quadratic Discrimination with Known Population Parameters1987-01-01Paper
The Euclidean distance classifier: an alternative to the linear discriminant function1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37747371987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37772341987-01-01Paper
A note on the effect of simple equicorrelation in detecting a spurious multivariate observation1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38039851987-01-01Paper
Asymptotic Expansions and Estimation of the Expected Error Rate for Equal‐Mean Discrimination with Uniform Covariance Structure1987-01-01Paper
Dimension reduction for predictive discrimination1986-01-01Paper
A note on improved variance bounds for certain bounded unimodal distributions1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30298971986-01-01Paper
A note on the rubustness of the lilliefors test for univariate normality with respect to equicorrelated data1986-01-01Paper
Feature-subset selection for statistical classification problems involving unequal covariance matrices1986-01-01Paper
Maximum variance unimodal distributions1985-01-01Paper
Optimal linear feature selection for a general class of statistical pattern recognition models1985-01-01Paper
A formulation and comparison of two linear feature selection techniques applicable to statistical classification1984-01-01Paper
Linear dimension reduction and Bayes classification with unknown population parameters1982-01-01Paper

Research outcomes over time

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