Dennis D. Boos

Available identifiers

zbMath Open boos.dennis-dWikidataQ102186357 ScholiaQ102186357MaRDI QIDQ251587

List of research outcomes

Publication	Date of Publication	Type
Assessing Variability of Complex Descriptive Statistics in Monte Carlo Studies Using Resampling Methods	2023-11-10	Paper
Pairwise comparisons for Levene-style variability parameters	2023-07-18	Paper
P-Value Precision and Reproducibility	2023-04-03	Paper
Pairwise Comparisons Using Ranks in the One-Way Model	2022-12-14	Paper
Introduction to the bootstrap world	2016-03-02	Paper
FSR methods for second-order regression models	2016-01-12	Paper
Essential Statistical Inference	2012-08-14	Paper
Fast FSR Variable Selection with Applications to Clinical Trials	2009-10-19	Paper
https://portal.mardi4nfdi.de/entity/Q5325828	2009-07-24	Paper
Controlling Variable Selection by the Addition of Pseudovariables	2007-09-18	Paper
Comparing variances and other measures of dispersion	2006-09-22	Paper
The IOS Test for Model Misspecification	2006-06-26	Paper
A note on the use of kernel functions in weighted estimators	2005-08-01	Paper
Variance Estimation in Spatial Regression Using a Non-parametric Semivariogram Based on Residuals	2005-05-20	Paper
https://portal.mardi4nfdi.de/entity/Q4700214	2001-04-08	Paper
Mantel-Haenszel Test Statistics for Correlated Binary Data	2000-03-14	Paper
Generalized cochran-mantel-haenszel test statistics for correlated categorical data	1999-11-10	Paper
Testing for Effects on Variance in Experiments with Factorial Treatment Structure and Nested Errors	1997-10-06	Paper
Type I Error Robustness of ANOVA and ANOVA on Ranks When the Number of Treatments is Large	1995-11-28	Paper
Adjusted power estimates in monte carlo experiments	1995-08-20	Paper
Confidence Statements about the Time Range Over Which Survival Curves Differ	1995-08-17	Paper
Analysis of Dose-Response Data in the Presence of Extrabinomial Variation	1995-08-17	Paper
ANOVA and rank tests when the number of treatments is large	1995-07-03	Paper
P Values Maximized Over a Confidence Set for the Nuisance Parameter	1995-01-19	Paper
Testing hypotheses about covariance matrices using bootstrap methods	1994-11-08	Paper
Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices	1993-04-01	Paper
Robust methods for testing the pattern of a single covariance matrix	1993-01-17	Paper
Proper likelihoods for Bayesian analysis	1992-11-29	Paper
Modifying the t and ANOVA F Tests When Treatment Is Expected to Increase Variability Relative to Controls	1990-01-01	Paper
Resampling from centered data in the two-sample problem	1989-01-01	Paper
Bootstrap Methods for Testing Homogeneity of Variances	1989-01-01	Paper
Tests and Confidence Sets for Comparing Two Mean Residual Life Functions	1988-01-01	Paper
Detecting Skewed Errors from Regression Residuals	1987-01-01	Paper
Rates of convergence for the distance between distribution function estimators	1986-01-01	Paper
Minimum Hellinger Distance Estimation for Multivariate Location and Covariance	1986-01-01	Paper
Comparing K Populations with Linear Rank Statistics	1986-01-01	Paper
A converse to Scheffé's theorem	1985-01-01	Paper
A Test for Asymmetry Associated with the Hodges-Lehmann Estimator	1982-01-01	Paper
Minimum anderson-darling estimation	1982-01-01	Paper
Minimum Distance Estimators for Location and Goodness of Fit	1981-01-01	Paper
A note on differentials and the CLT and LIL for statistical functions, with application to M-estimates	1980-01-01	Paper
A New Method for Constructing Approximate Confidence Intervals from M Estimates	1980-01-01	Paper
A differential for L-statistics	1979-01-01	Paper

Research outcomes over time

Doctoral students

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