Murray D. Smith

Available identifiers

Publication	Date of Publication	Type
mathStatica: Mathematical Statistics with Mathematica	2020-07-15	Paper
Stochastic frontier models with dependent error components	2008-05-29	Paper
Invariance Theorems for Fisher Information	2007-10-24	Paper
On dependency in double-hurdle models	2004-09-22	Paper
Modelling sample selection using Archimedean copulas	2003-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q2783518	2002-04-17	Paper
Comparing approximations to the expectation of a ratio of quadratic forms in normal variables	1999-06-14	Paper
Theory & Methods: Fisher’s Information on the Correlation Coefficient in Bivariate Logistic Models	1999-01-01	Paper
Some consequences of model misspecification for \(t\) testing in a structural equation	1996-11-03	Paper
EXPECTATIONS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES: EVALUATING SOME TOP‐ORDER INVARIANT POLYNOMIALS	1995-01-05	Paper
Exact densities for variance estimators of the structural disturbances in simultaneous equations models	1994-06-16	Paper
Comparing the exact distribution of the t-statistic to student's distribution when its constituent normal and chi-squared variables are dependent	1993-10-04	Paper
On the expectation of a ratio of quadratic forms in normal variables	1989-01-01	Paper
CONVERGENT SERIES EXPRESSIONS FOR INVERSE MOMENTS OF QUADRATIC FORMS IN NORMAL VARIABLES	1988-01-01	Paper
Joint one-sided tests of linear regression coefficients	1986-01-01	Paper

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