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Richard A. Lockhart - MaRDI portal

Richard A. Lockhart

From MaRDI portal
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Person:442079

Available identifiers

zbMath Open lockhart.richard-aDBLP72/7030WikidataQ59542453 ScholiaQ59542453MaRDI QIDQ442079

List of research outcomes





PublicationDate of PublicationType
Michael Arthur Stephens, 1927--20192025-01-22Paper
Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines2023-03-02Paper
Cramér‐von Mises tests for change points2022-10-06Paper
On the use of priors in goodness‐of‐fit tests2020-04-28Paper
On comparison of estimators for proportional error nonlinear regression models in the limit of small measurement error2019-11-20Paper
A frequency-calibrated Bayesian search for new particles2018-11-15Paper
Sparse estimation for functional semiparametric additive models2018-10-16Paper
Bayesian optimality for Beran's class of tests of uniformity around the circle2018-06-21Paper
Comments on: ``High-dimensional simultaneous inference with the bootstrap2018-02-02Paper
Comments on `High-dimensional simultaneous inference with the bootstrap'2017-03-29Paper
Inefficient Best Invariant Tests2016-08-21Paper
Adjusting for undercoverage of access-points in creel surveys with fewer overflights2016-05-30Paper
Correction: Rejoinder to ``A significance test for the lasso2014-12-12Paper
A significance test for the lasso2014-07-03Paper
Rejoinder: ``A significance test for the lasso2014-07-03Paper
Methods to Distinguish Between Polynomial and Exponential Tails2014-05-26Paper
Penalized regression, mixed effects models and appropriate modelling2013-06-20Paper
Conditional limit laws for goodness-of-fit tests2012-08-09Paper
https://portal.mardi4nfdi.de/entity/Q31736372011-10-10Paper
The life and work of Michael A. Stephens: a conversation with Richard A. Lockhart and John J. Spinelli2011-04-18Paper
Exact conditional tests and approximate bootstrap tests for the von Mises distribution2011-04-18Paper
Bent-cable regression with autoregressive noise2010-09-20Paper
Bent-cable regression with autoregressive noise2010-08-31Paper
https://portal.mardi4nfdi.de/entity/Q53236272009-07-23Paper
On the zeros of cosine polynomials: solution to a problem of Littlewood2009-07-14Paper
Marginal analysis of panel counts through estimating functions2009-06-17Paper
Use of the Gibbs Sampler to Obtain Conditional Tests, with Applications2009-02-26Paper
Cramér‐von Mises statistics for discrete distributions with unknown parameters2007-10-22Paper
Bent-Cable Regression Theory and Applications2007-08-20Paper
A note on Moore's conjecture2005-09-28Paper
Asymptotic theory for bent-cable regression -- the basic case2004-11-29Paper
An omnibus test for the time series model AR(1).2004-01-26Paper
Box-Cox transformations in linear models: Large sample theory and tests of normality2003-06-24Paper
Bent-cable asymptotics when the bend is missing.2003-05-07Paper
Tests for the response distribution in a Poisson regression model2003-04-03Paper
Weak convergence of the empirical process of residuals in linear models with many parameters2002-11-14Paper
The expected $L_{p}$ norm of random polynomials2001-02-19Paper
https://portal.mardi4nfdi.de/entity/Q42148461998-11-18Paper
Tests of Independence in Time Series1998-08-09Paper
Box‐Cox transformed linear models: A parameter‐based asymptotic approach1998-06-02Paper
Cramér‐von Mises statistics for discrete distributions1994-10-30Paper
https://portal.mardi4nfdi.de/entity/Q42989211994-06-29Paper
Overweight tails are inefficient1992-06-28Paper
Estimation in sparsely sampled random walks1989-01-01Paper
On the asymptotic distributions of high-order spacings statistics1989-01-01Paper
On the asymptotic distribution of quadratic forms in uniform order statistics1988-01-01Paper
Testing for normal errors in designs with many blocks1988-01-01Paper
On the asymptotic efficiency of certain correlation tests of fit1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37795851986-01-01Paper
Test for the extreme value and weibull distributions based on normalized spacings1986-01-01Paper
A coupling proof of weak convergence1985-01-01Paper
The asymptotic distribution of the correlation coefficient in testing fit to the exponential distribution1985-01-01Paper
Tests of fit for the von Mises distribution1985-01-01Paper
Classical hierarchies form a modern standpoint. Part III. BP-sets1983-01-01Paper
On the non-existence of consistent estimates in Galton-Watson processes1982-01-01Paper
Statistics of Extremes: An Alternate Method with Application to Bridge Design Codes1979-01-01Paper

Research outcomes over time

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