Andrew. L. Rukhin

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Person:1423219

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zbMath Open rukhin.andrew-lMaRDI QIDQ1423219

List of research outcomes

PublicationDate of PublicationType
Orthogonal polynomials for self-dual weights2023-03-09Paper
Selecting an augmented random effects model2022-04-04Paper
Estimating heterogeneity variances to select a random effects model2019-08-09Paper
Estimating Heterogeneity Variance in Meta-Analysis2019-05-09Paper
Simultaneous Estimation and Reduction of Nonconformity in Interlaboratory Studies2019-04-30Paper
Estimation of the Common Mean from Heterogeneous Normal Observations with Unknown Variances2018-02-19Paper
Objective Bayes models for compatibility assessment and bias estimation2016-12-22Paper
Confidence regions for comparison of two normal samples2016-10-31Paper
Decision-theoretic issues in heterogeneity variance estimation2016-05-20Paper
Higher order accurate procedures to compare two normal populations2016-03-18Paper
Laplace random effects models for interlaboratory studies2016-01-12Paper
Reducing data nonconformity in linear models2015-07-30Paper
https://portal.mardi4nfdi.de/entity/Q52556162015-06-16Paper
Restricted likelihood representation for multivariate heterogeneous random effects models2015-05-06Paper
Restricted likelihood representation and decision-theoretic aspects of meta-analysis2014-11-11Paper
Bayes estimators of heterogeneity variance and \(T\)-systems2014-10-13Paper
Bounds on elementary symmetric functions2014-04-03Paper
Conservative confidence ellipsoids for linear model parameters2014-03-10Paper
Estimating common mean and heterogeneity variance in two study case meta-analysis2012-08-30Paper
Confidence intervals for treatment effect from restricted maximum likelihood2012-05-18Paper
https://portal.mardi4nfdi.de/entity/Q32240782012-03-29Paper
Estimating common parameters in heterogeneous random effects models2011-06-24Paper
Joint Distribution of Pattern Frequencies and Multivariate Pòlya–Aeppli Law2010-08-11Paper
https://portal.mardi4nfdi.de/entity/Q35611442010-05-25Paper
Sequential Testing to Guarantee the Necessary Sample Size in Clinical Trials2009-11-16Paper
Identities for negative moments of quadratic forms in normal variables2009-04-14Paper
Testing randomness via aperiodic words2009-03-17Paper
Stopping Rules in Balanced Allocation Problems: Exact and Asymptotic Distributions2008-09-30Paper
Codispersion coefficients for spatial and temporal series2008-09-12Paper
https://portal.mardi4nfdi.de/entity/Q34980112008-05-28Paper
Pattern Correlation Matrices for Markov Sequences and Tests of Randomness2008-01-30Paper
Randomization with non-uniform allocations: fulfillment time distributions and bias properties2007-12-03Paper
Normal order statistics and sums of geometric random variables in treatment allocation prob\-lems2007-08-23Paper
Conservative confidence intervals based on weighted means statistics2007-07-23Paper
STOCHASTIC MODEL FOR THE NUMBER OF ATOMS IN A MAGNETO-OPTICAL TRAP2007-04-05Paper
Estimating common vector parameters in interlaboratory studies2007-03-29Paper
Non-parametric inference for balanced randomization designs2007-02-14Paper
Statistical aspects of linkage analysis in interlaboratory studies2006-10-30Paper
Stationary distributions in the atom-on-demand problem2006-10-05Paper
Gamma-distribution order statistics, maximal multinomial frequency and randomization de\-signs2006-05-22Paper
https://portal.mardi4nfdi.de/entity/Q46802772005-06-07Paper
Nonparametric measures of dependence for biometric data studies2005-05-12Paper
Maximum Likelihood Analysis for Heteroscedastic One‐Way Random Effects ANOVA in Interlaboratory Studies2005-04-13Paper
Limiting Distributions in Sequential Occupancy Problem2005-01-18Paper
Bias properties and nonparametric inference for truncated binomial randomization2004-06-22Paper
Covariance identity for multinomial trials.2004-02-14Paper
Distribution of the number of words with a prescribed frequency and tests of randomness2003-10-13Paper
https://portal.mardi4nfdi.de/entity/Q48015662003-06-24Paper
Estimation of a Common Mean and Weighted Means Statistics2003-04-21Paper
Characterization of probability distributions by independence structures2003-02-10Paper
Asymptotic behavior of posterior distribution of the change-point parameter2002-08-28Paper
Recursive Estimation of a Vector Parameter under Bahadur Risk2002-04-25Paper
Perpetuities and asymptotic change-point analysis2002-04-25Paper
Pattern correlation matrices and their properties2002-02-12Paper
Nonparametric covariance estimation in multivariate distributions2002-01-29Paper
Testing Randomness: A Suite of Statistical Procedures2001-10-22Paper
https://portal.mardi4nfdi.de/entity/Q45258202001-06-05Paper
https://portal.mardi4nfdi.de/entity/Q47629952001-02-26Paper
Survey of Soviet work in reliability. With discussion and a reply by the authors2001-02-07Paper
Restricted maximum likelihood estimation of a common mean and the Mandel-Paule algorithm2000-09-10Paper
https://portal.mardi4nfdi.de/entity/Q44941442000-08-10Paper
Distribution of the number of visits of a random walk2000-02-15Paper
Approximate entropy for testing randomness2000-01-01Paper
Statistical estimation of a subspace in a complex space1999-09-02Paper
Lehmann-unbiased decision rules: Admissibility and invariance1999-07-13Paper
Change-Point Estimation as a Nonlinear Regression Problem1999-07-04Paper
https://portal.mardi4nfdi.de/entity/Q42107731998-09-27Paper
https://portal.mardi4nfdi.de/entity/Q38431641998-08-30Paper
Information-type divergence when the likelihood ratios are bounded1998-08-18Paper
Large deviations probabilities for recursive m-estimators1998-04-29Paper
Change-point estimation: Linear statistics and asymptotic Bayes risk1998-04-05Paper
Asymptotic behavior of confidence regions in the change-point problem1997-11-23Paper
https://portal.mardi4nfdi.de/entity/Q43479321997-11-13Paper
https://portal.mardi4nfdi.de/entity/Q43488241997-10-19Paper
The error probability, entropy, and equivocation when the number of input messages increases1997-10-09Paper
https://portal.mardi4nfdi.de/entity/Q48928051996-11-07Paper
The rates of convergence of Bayes estimators in change-point analysis1996-11-06Paper
Statistical estimation of exponential-type functions: Admissibility and Tauberian theorems1996-10-28Paper
Admissibility: Survey of a Concept in Progress1996-09-16Paper
https://portal.mardi4nfdi.de/entity/Q48927961996-09-01Paper
https://portal.mardi4nfdi.de/entity/Q48729121996-04-16Paper
Linear statistics in change‐point estimation and their asymptotic behaviour1996-01-01Paper
https://portal.mardi4nfdi.de/entity/Q48443601995-11-12Paper
https://portal.mardi4nfdi.de/entity/Q48399821995-10-18Paper
Adaptive decision making for stochastic processes1995-09-10Paper
https://portal.mardi4nfdi.de/entity/Q48429431995-08-16Paper
Lower Bound on the Error Probability for Families with Bounded Likelihood Ratios1995-07-03Paper
Recursive testing of multiple hypotheses: Consistency and efficiency of the Bayes rule1995-06-29Paper
https://portal.mardi4nfdi.de/entity/Q42796471995-03-12Paper
Adaptive testing of multiple hypotheses for stochastic processes1995-01-19Paper
Estimating lognormal hazard function1994-12-18Paper
https://portal.mardi4nfdi.de/entity/Q43061871994-10-13Paper
Asymptotic properties of tests for a class of diffusion processes: Optimality and adaptation1994-10-10Paper
https://portal.mardi4nfdi.de/entity/Q42936791994-05-31Paper
https://portal.mardi4nfdi.de/entity/Q42940941994-05-24Paper
Estimating normal density and normal distribution function: is Kolmogorov's estimator admissible?1994-04-12Paper
Asymptotic Estimation of Variance1994-01-09Paper
Asymptotic distribution of the normal sample range1993-10-28Paper
Bahadur Efficiency of Tests of Separate Hypotheses and Adaptive Test Statistics1993-10-28Paper
Estimation of the noncentrality parameter of an \(F\)-distribution1993-06-29Paper
Adaptive tests for stochastic processes in the ergodic case1993-05-16Paper
Influence of the prior distribution on the risk of the Bayes rule1993-05-16Paper
Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean1993-04-01Paper
https://portal.mardi4nfdi.de/entity/Q40255681993-02-18Paper
Linear estimators of a location parameter and canonical parameter estimators for a Poisson distribution1992-09-27Paper
Characterization of some types of completeness resp. total completeness and their conservation under direct products1992-06-28Paper
Risk behavior of variance estimators in multivariate normal distribution1992-06-28Paper
Generalized Bayes estimators of a normal discriminant function1992-06-28Paper
Decision‐Theoretic Estimation of the Product of Gamma Scales and Generalized Variance1992-06-28Paper
Admissible polynomial estimators for quadratic polynomials of normal parameters1992-06-27Paper
https://portal.mardi4nfdi.de/entity/Q39854671992-06-27Paper
Asymptotic variance estimation in multivariate distributions1992-06-25Paper
Bayes estimators whose range has convex hull of zero prior probability1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33497791991-01-01Paper
A class of minimax estimators of the scale parameter of the uniform distribution1990-01-01Paper
Kolmogorov's contributions to mathematical statistics1990-01-01Paper
Inadmissibility of the maximum likelihood estimator of the inverse Gaussian mean1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33623471990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34866571990-01-01Paper
Admissible estimators of binomial probability and the inverse Bayes rule map1989-01-01Paper
On the ratio integral formula for the likelihood ratio of a maximal invariant1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42074791989-01-01Paper
Improved estimation in lognormal regression models1988-01-01Paper
Loss functions for loss estimation1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30317561988-01-01Paper
Estimating the loss of estimators of a binomial parameter1988-01-01Paper
Quadratic estimators of quadratic functions of normal parameters1987-01-01Paper
A characterization of the multivariate normal distribution and some remarks on linear estimators1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37681481987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37825821987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37888961987-01-01Paper
Admissibility and minimaxity results in the estimation problem of exponential quantiles1986-01-01Paper
Adaptive tests in statistical problems with finite nuisance parameter1986-01-01Paper
Estimating normal tail probabilities1986-01-01Paper
Improved Estimation in Lognormal Models1986-01-01Paper
Estimating a ratio of normal parameters1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37133111985-01-01Paper
Universal estimators of a vector parameter1984-01-01Paper
Adaptive Classification Procedures1984-01-01Paper
Inference about permutation parameter in large samples1983-01-01Paper
Convergence rates of large deviations probabilities for point estimators1983-01-01Paper
A class of minimax estimators of a normal quantile1983-01-01Paper
Convergence rates of estimators of a finite parameter: How small can error probabilities be?1983-01-01Paper
Adaptive procedures in multiple decision problems and hypothesis testing1982-01-01Paper
The solution of the functional equation of d'Alembert's type for commutative groups1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37095961982-01-01Paper
Estimating a Quantile of an Exponential Distribution1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39438141981-01-01Paper
D'Alembert's Functional Equation on Groups1979-01-01Paper
Universal Bayes estimators1978-01-01Paper
Statistical properties of the normal law on groups and invariant sufficiency1978-01-01Paper
Strongly symmetrical families and statistical analysis of their parameters1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41556481978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41768111978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41957671978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41515511977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41556811977-01-01Paper
Charakterisierung der Transformationsparameterfamilie1977-01-01Paper
[1]1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41271831975-01-01Paper
Invariant Statistics and Characterizations of Probability Distributions1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41314351975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41379221975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41602401975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38959721974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40424371974-01-01Paper
On Families of Distributions with Location Parameter Admitting a Sufficient Statistic of Rank Not Greater Than Two1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41255581974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32140451973-01-01Paper
Estimation of a rotation parameter on a sphere1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32140271972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56575681972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56700891972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56813341972-01-01Paper
Monotonic convex matrix loss functions in statistics1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q44031631971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56492631971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56562741971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56783341971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56814361971-01-01Paper
Some statistical and probabilistic problems on groups1970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56055381970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56390591970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56461691970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56632281970-01-01Paper
On a theorem of S. N. Bernshtein1970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32141361969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55761121969-01-01Paper
On the Estimation of a Scale Parameter1967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55464171967-01-01Paper

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