Donald Ylvisaker

Available identifiers

zbMath Open ylvisaker.donaldMaRDI QIDQ245403

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5369137	2017-10-13	Paper
After 50+ years in statistics, an exchange	2016-02-16	Paper
Counting the homeless in Los Angeles County	2009-05-22	Paper
Bayesian designs from asymptotics	2002-03-06	Paper
https://portal.mardi4nfdi.de/entity/Q4844376	1996-01-02	Paper
Asymptotic Bayes criteria for nonparametric response surface design	1995-06-29	Paper
Asymptotically optimum experimental designs for prediction of deterministic functions given derivative information	1995-01-05	Paper
Bayesian Design and Analysis of Computer Experiments: Use of Derivatives in Surface Prediction	1994-04-26	Paper
Existence of smoothed stationary processes on an interval	1990-01-01	Paper
Another look at adaptation on the average	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3473958	1988-01-01	Paper
Prediction and design	1987-01-01	Paper
Confidence Bands for Regression Functions	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3827377	1985-01-01	Paper
Some model robust designs in regression	1984-01-01	Paper
Model robust confidence intervals	1982-01-01	Paper
L- and R-estimation and the minimax property	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3687508	1982-01-01	Paper
Asymptotically optimum kernels for density estimation at a point	1981-01-01	Paper
Variance estimation for approximately linear models	1981-01-01	Paper
Conjugate priors for exponential families	1979-01-01	Paper
Linear estimation for approximately linear models	1978-01-01	Paper
Strong laws for the maxima of stationary Gaussian processes	1976-01-01	Paper
Limit distributions for the maxima of stationary Gaussian processes	1975-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4089683	1975-01-01	Paper
A Note on Huber's Robust Estimation of a Location Parameter	1972-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4042533	1970-01-01	Paper
Designs for Regression Problems with Correlated Errors III	1970-01-01	Paper
Designs for Regression Problems With Correlated Errors: Many Parameters	1968-01-01	Paper
A Note on the Absence of Tangencies in Gaussian Sample Paths	1968-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5564790	1967-01-01	Paper
Designs for Regression Problems with Correlated Errors	1966-01-01	Paper
On a Theorem of Cramer and Leadbetter	1966-01-01	Paper
The Expected Number of Zeros of a Stationary Gaussian Process	1965-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5332894	1964-01-01	Paper
Lower Bounds for Minimum Covariance Matrices in Time Series Regression Problems	1964-01-01	Paper
On Linear Estimation for Regression Problems on Time Series	1962-01-01	Paper
A Generalization of a Theorem of Balakrishnan	1961-01-01	Paper
On the Wilson tests	1960-01-01	Paper

Research outcomes over time

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