Michael A. Stephens

From MaRDI portal
Person:1866227

Available identifiers

zbMath Open stephens.michael-aMaRDI QIDQ1866227

List of research outcomes

PublicationDate of PublicationType
On the use of priors in goodness‐of‐fit tests2020-04-28Paper
The distribution of a sum of independent binomial random variables2017-08-14Paper
Goodness-of-fit and sufficiency: exact and approximate tests2013-01-11Paper
Exact conditional tests and approximate bootstrap tests for the von Mises distribution2011-04-18Paper
Asymptotic power of CvM statistics for exponentiality against Weibull and gamma alternatives2011-04-18Paper
https://portal.mardi4nfdi.de/entity/Q36452632009-11-16Paper
Use of the Gibbs Sampler to Obtain Conditional Tests, with Applications2009-02-26Paper
https://portal.mardi4nfdi.de/entity/Q34980842008-05-28Paper
Cramér‐von Mises statistics for discrete distributions with unknown parameters2007-10-22Paper
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
Tests for the response distribution in a Poisson regression model2003-04-03Paper
Tests of Fit for the Laplace Distribution, with Applications2002-07-30Paper
Goodness-of-fit tests for the hyperbolic distribution2001-11-18Paper
Sign Invariance in Goodness-of-Fit Tests for Time Series2001-09-23Paper
https://portal.mardi4nfdi.de/entity/Q42148461998-11-18Paper
Cramér‐von Mises tests of fit for the Poisson distribution1998-06-25Paper
https://portal.mardi4nfdi.de/entity/Q43703831998-04-07Paper
Tests for the Analysis of Variance of Crossover Designs with Correlated Errors1997-11-09Paper
https://portal.mardi4nfdi.de/entity/Q48919801997-03-06Paper
The continuous and discrete Brownian bridges: Representations and applications1997-01-01Paper
On Making the Shortlist for the Selection of Candidates1995-11-28Paper
https://portal.mardi4nfdi.de/entity/Q43179181995-02-16Paper
Cramér‐von Mises statistics for discrete distributions1994-10-30Paper
https://portal.mardi4nfdi.de/entity/Q42989211994-06-29Paper
https://portal.mardi4nfdi.de/entity/Q32038681990-01-01Paper
Algorithm AS 248: Empirical Distribution Function Goodness-of-Fit Tests1989-01-01Paper
A goodness-of-fit test using Moran's statistic with estimated parameters1989-01-01Paper
Transforming Censored Samples for Testing Fit1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47319701988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37714141987-01-01Paper
Relations between statistics for testing exponentiality and uniformity1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37795851986-01-01Paper
Test for the extreme value and weibull distributions based on normalized spacings1986-01-01Paper
Tests of fit for the von Mises distribution1985-01-01Paper
An Approximation to the Distribution of the Sample Variance1983-01-01Paper
On neyman's statistic for testing uniformity1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33275001982-01-01Paper
Monte Carlo simulation of the renewal function1981-01-01Paper
Further Percentage Points for Greenwood's Statistic1981-01-01Paper
Approximations to densities in geometric probability1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39220651980-01-01Paper
Tests of fit for the logistic distribution based on the empirical distribution function1979-01-01Paper
Estimation of Parameters of Zero-One Processes by Interval Sampling: An Adaptive Strategy1979-01-01Paper
Vector correlation1979-01-01Paper
Algorithm AS 128: Approximating the Covariance Matrix of Normal Order Statistics1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41515841978-01-01Paper
On the W Test for Exponentiality with Origin Known1978-01-01Paper
Whitworth runs on a circle1977-01-01Paper
Estimation of Parameters of Zero-One Processes by Interval Sampling1977-01-01Paper
Distribution of a Sum of Weighted Chi-Square Variables1977-01-01Paper
Goodness of fit for the extreme value distribution1977-01-01Paper
The covariance matrix of normal order statistics1977-01-01Paper
The Kolmogorov-Smirnov Goodness-of-Fit Statistic with Discrete and Grouped Data1977-01-01Paper
Asymptotic results for goodness-of-fit statistics with unknown parameters1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40956791976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40579401975-01-01Paper
A new test for the modal vector of the Fisher distribution1975-01-01Paper
Asymptotic properties for covariance matrices of order statistics1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40484061974-01-01Paper
Multisample Tests for the von Mises Distribution1972-01-01Paper
Tests for randomness of directions against equatorial and bimodal alternatives1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55959331970-01-01Paper
A goodness-of-fit statistic for the circle, with some comparisons1969-01-01Paper
Tests for the von Mises distribution1969-01-01Paper
Multi-sample tests for the Fisher distribution for directions1969-01-01Paper
Results from the Relation Between Two Statistics of the Kolmogorov-Smirnov Type1969-01-01Paper
The $V_{NM}$ Two-Sample Test1968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q53453871965-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55868801965-01-01Paper
The ratio of range to standard deviation in the same normal sample1964-01-01Paper
https://portal.mardi4nfdi.de/entity/Q53368071964-01-01Paper
Random walk on a circle1963-01-01Paper
Random walk on a circle1963-01-01Paper
https://portal.mardi4nfdi.de/entity/Q53285081962-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56260621962-01-01Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Michael A. Stephens