Leon Jay Gleser

Available identifiers

zbMath Open gleser.leon-jayWikidataQ102078726 ScholiaQ102078726MaRDI QIDQ1131803

List of research outcomes

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
Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation	1993-04-01	Paper
The Importance of Assessing Measurement Reliability in Multivariate Regression	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 limiting distribution of least squares in an errors-in-variables regression model	1987-01-01	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
Inference about comparative precision in linear structural relationships	1986-01-01	Paper
Minimax estimates of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3721586	1986-01-01	Paper
Positive dependence in Markov chains	1985-01-01	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
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/Q3738389	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
On asymptotically optimal sequential Bayes interval estimation procedures	1976-01-01	Paper
Estimating the Mean of a Normal Distribution with Known Coefficient of Variation	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
Classical asymptotic properties of a certain estimator related to the maximum likelihood estimator	1975-01-01	Paper
A note on Box's general method of approximation for the null distributions of likelihood criteria	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
Approximating circulant quadratic forms in jointly stationary Gaussian time series	1973-01-01	Paper
Estimation of a linear transformation	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 monotonicities of the generalized mean ratio and related results	1968-01-01	Paper
On testing a set of correlation coefficients for equality: Some asymptotic results	1968-01-01	Paper
On the Asymptotic Theory of Fixed-Size Sequential Confidence Bounds for Linear Regression Parameters	1966-01-01	Paper
A Note on the Sphericity Test	1966-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5558332	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

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Leon Jay Gleser