| Publication | Date of Publication | Type |
|---|
| Probability Models and Applications | 2018-10-24 | Paper |
| A numerical likelihood-based approach to combining correlation matrices | 2012-10-30 | Paper |
| A Calculus for Design of Two-Stage Adaptive Procedures | 2007-08-20 | Paper |
| Assessing uncertainty in measurement | 2003-08-13 | Paper |
| Simex approaches to measurement error in roc studies | 2002-07-28 | Paper |
| On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4353193 | 1998-08-16 | Paper |
| Estimators of slopes in linear errors-in-variables regression models when the predictors have known reliability matrix | 1994-07-26 | Paper |
| A brief biography and appreciation of Ingram Olkin | 1994-07-21 | Paper |
| Improved point and confidence interval estimators of mean response in simulation when control variates are used | 1994-01-20 | Paper |
| The Importance of Assessing Measurement Reliability in Multivariate Regression | 1993-04-01 | Paper |
| Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3210018 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4733250 | 1988-01-01 | Paper |
| The nonexistence of \(100(1-\alpha)\%\) confidence sets of finite expected diameter in errors-in-variables and related models | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3788913 | 1987-01-01 | Paper |
| The limiting distribution of least squares in an errors-in-variables regression model | 1987-01-01 | Paper |
| Inference about comparative precision in linear structural relationships | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3721586 | 1986-01-01 | Paper |
| Minimax estimates of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix | 1986-01-01 | Paper |
| A note on G. R. Dolby's unreplicated ultrastructural model | 1985-01-01 | Paper |
| Exact Power of Goodness-of-Fit Tests of Kolmogorov Type for Discontinuous Distributions | 1985-01-01 | Paper |
| Positive dependence in Markov chains | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3738389 | 1985-01-01 | Paper |
| Comparison of Least Squares and Errors-in-Variables Regression, With Special Reference to Randomized Analysis of Covariance | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3680058 | 1984-01-01 | Paper |
| The effect of dependence on chi-squared and empiric distribution tests of fit | 1983-01-01 | Paper |
| Estimation in a multivariate errors in variables regression model: Large sample results | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3865185 | 1980-01-01 | Paper |
| Minimax estimation of a normal mean vector when the covariance matrix is unknown | 1979-01-01 | Paper |
| Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix | 1977-01-01 | Paper |
| Estimating the Mean of a Normal Distribution with Known Coefficient of Variation | 1976-01-01 | Paper |
| On asymptotically optimal sequential Bayes interval estimation procedures | 1976-01-01 | Paper |
| A Canonical Representation for the Noncentral Wishart Distribution Useful for Simulation | 1976-01-01 | Paper |
| On the distribution of the number of successes in independent trials | 1975-01-01 | Paper |
| A note on Box's general method of approximation for the null distributions of likelihood criteria | 1975-01-01 | Paper |
| Classical asymptotic properties of a certain estimator related to the maximum likelihood estimator | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4057428 | 1975-01-01 | Paper |
| The estimation of the prevalence of delinquency: Two approaches and a correction of the literature† | 1974-01-01 | Paper |
| Estimation of a linear transformation | 1973-01-01 | Paper |
| Approximating circulant quadratic forms in jointly stationary Gaussian time series | 1973-01-01 | Paper |
| MULTIVARIATE STATISTICAL INFERENCE UNDER MARGINAL STRUCTURE | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5640601 | 1972-01-01 | Paper |
| On a New Class of Bounds for the Distribution of Quadratic Forms in Normal Variates | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5667383 | 1970-01-01 | Paper |
| Testing for equality of means, equality of variances, and equality of covariances under restrictions upon the parameter space | 1969-01-01 | Paper |
| On Limiting Distributions for Sums of a Random Number of Independent Random Vectors | 1969-01-01 | Paper |
| On testing a set of correlation coefficients for equality: Some asymptotic results | 1968-01-01 | Paper |
| On monotonicities of the generalized mean ratio and related results | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5558332 | 1966-01-01 | Paper |
| A Note on the Sphericity Test | 1966-01-01 | Paper |
| On the Asymptotic Theory of Fixed-Size Sequential Confidence Bounds for Linear Regression Parameters | 1966-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5620282 | 1966-01-01 | Paper |
| On a Measure of Test Efficiency Proposed by R. R. Bahadur | 1964-01-01 | Paper |
