| Publication | Date of Publication | Type |
|---|
| Random design in regression models | 2024-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5889575 | 2023-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5121833 | 2020-09-22 | Paper |
| Robust estimation in multiple linear regression model with non-Gaussian noise | 2014-03-19 | Paper |
| Estimation and hypothesis testing in BIB design and robustness | 2010-04-01 | Paper |
| A note on the paper by Ahmed Hossain and Andrew R. Willan | 2009-09-18 | Paper |
| Autoregressive models with short-tailed symmetric distributions | 2009-06-15 | Paper |
| Short-tailed distributions and inliers | 2009-05-27 | Paper |
| MMLEs are as good as M-estimators or better | 2009-04-15 | Paper |
| MMLEs are as good as M-estimators or better | 2009-04-01 | Paper |
| Estimating parameters in autoregressive models with asymmetric innovations | 2008-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3538885 | 2008-11-24 | Paper |
| Robust estimation and hypothesis testing under short-tailedness and inliers | 2005-09-01 | Paper |
| Time series AR(1) model for short-tailed distributions | 2005-08-25 | Paper |
| Letter to the Editor: Modified Maximum Likelihood Estimators for Autoregressive Models | 2005-06-14 | Paper |
| ANALYSIS OF VARIANCE IN EXPERIMENTAL DESIGN WITH NONNORMAL ERROR DISTRIBUTIONS | 2002-07-28 | Paper |
| ESTIMATING PARAMETERS IN AUTOREGRESSIVE MODELS IN NON-NORMAL SITUATIONS: ASYMMETRIC INNOVATIONS | 2002-07-28 | Paper |
| CORRIGENDUM: TIME SERIES MODELS WITH ASYMMETRIC INNOVATIONS | 2002-07-28 | Paper |
| Estimation and hypothesis testing for a nonnormal bivariate distribution with applications | 2001-10-03 | Paper |
| Time series models in non-normal situation: symmetric innovations | 2001-09-23 | Paper |
| Time series models with asymmetric innovations | 2001-04-08 | Paper |
| Logistic and Nonlogistic Density Functions in Binary Regression with Nonstochastic Covariates | 2000-03-14 | Paper |
| Estimating parameters in autoregressive models in non-normal situations: symmetric innovations | 1999-12-14 | Paper |
| The effects of covariate adjustment in generalized linear models | 1999-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4347935 | 1999-02-22 | Paper |
| Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions | 1998-10-25 | Paper |
| Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions | 1997-08-28 | Paper |
| Bayesian Inference Based on Robust Priors and MML Estimators: Part II, Skew Location-scale Distributions | 1997-06-26 | Paper |
| A note on a paper by N. Balakrishnan | 1997-01-01 | Paper |
| Confidence Intervals for lk,p,θ Distances | 1995-11-23 | Paper |
| Statistical proofs of some matrix results | 1995-02-09 | Paper |
| Testing the equality of location parameters of exponential populations from censored samples | 1994-01-31 | Paper |
| Estimation and hypothesis testing for a new family of bivariate nonnormal distributions | 1993-10-07 | Paper |
| A new method of estimation for location and scale parameters | 1992-09-27 | Paper |
| Testing equality of location parameters of two exponential distributions from censored samples | 1992-06-25 | Paper |
| Modified maximum likelihood estimators for the bivariate normal based on type ii censored samples | 1989-01-01 | Paper |
| Error Rates of a Robust Classification Procedure Based on Dichotomous and Continuous Random Variables | 1989-01-01 | Paper |
| Robust classification procedures based on the mml estimators | 1989-01-01 | Paper |
| A robust procedure for testing the equality of mean vectors of two bivariate populations with unequal covariance matrices | 1989-01-01 | Paper |
| Order statistics in goodness of fit tests | 1988-01-01 | Paper |
| Modified maximum likelihood estimation for the bivariate normal | 1988-01-01 | Paper |
| Robust classification procedures based on dichotomous and continuous variables | 1988-01-01 | Paper |
| Generalization of the robust bivariate t2statistic to multivariate populations | 1988-01-01 | Paper |
| Robust Hotelling-TypeT2 Statistics | 1988-01-01 | Paper |
| Robust hotelling-type T2statistics based on the modified maximum likelihood estimators | 1988-01-01 | Paper |
| A robust procedure for testing an assumed value of the population correlation coefficient | 1987-01-01 | Paper |
| A robust test for testing the correlation coefficient | 1986-01-01 | Paper |
| Testing the equality of variance-covariance matrices the robust way | 1985-01-01 | Paper |
| Robust Univariate Two-Way Classification | 1985-01-01 | Paper |
| Robust multivariate classification procedures based on the mml estimators | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3725337 | 1984-01-01 | Paper |
| Exact efficiencies of some robust estimators in sample survey | 1983-01-01 | Paper |
| Usefulness of robust estimators in sample survey | 1982-01-01 | Paper |
| Robust statistics for testing equality of means or variances | 1982-01-01 | Paper |
| Testing Linear Contrasts of Means in Experimental Design Without Assuming Normality and Homogeneity of Variances | 1982-01-01 | Paper |
| A Goodness of Fit Statistic Based on the Sample Spacings for Testing a Symmetric Distribution Against Symmetric Alternatives | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3945385 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3935278 | 1981-01-01 | Paper |
| Robustness of MML estimators based on censored samples and robust test statistics | 1980-01-01 | Paper |
| GOODNESS OF FIT STATISTICS BASED ON THE SPACINGS OF COMPLETE OR CENSORED SAMPLES | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3889928 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4176313 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3051254 | 1978-01-01 | Paper |
| Rejoinder: "Comment on 'a new Statistic for Testing Suspected Outliers'" | 1977-01-01 | Paper |
| A new statistic for testing suspected outliers | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4069608 | 1975-01-01 | Paper |
| Testing normality and exponentiality in multi-sample situations | 1974-01-01 | Paper |
| A new statistic for testing for normality | 1974-01-01 | Paper |
| More Tables of the Power of the F-Test | 1972-01-01 | Paper |
| A NOTE ON THE DISTRIBUTION OF THE DOUBLY NON‐CENTRAL F DISTRIBUTION1 | 1972-01-01 | Paper |
| ON THE DISTRIBUTIONS OF ORDER STATISTICS1 | 1972-01-01 | Paper |
| Power Function of the F-Test Under Non-Normal Situations | 1971-01-01 | Paper |
| Student's Distribution Under Non‐Normal Situations | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5620265 | 1971-01-01 | Paper |
| Estimating the means and standard deviation from two censored normal samples | 1971-01-01 | Paper |
| Monte Carlo study of some simple estimators in censored normal samples | 1970-01-01 | Paper |
| Some notes on the relationship between the distributions of central and non-central F | 1970-01-01 | Paper |
| DOUBLY NON‐CENTRAL t DISTRIBUTION | 1969-01-01 | Paper |
| Estimating the Parameters of Log-Normal Distribution from Censored Samples | 1968-01-01 | Paper |
| Tables of the Power of the F-Test | 1967-01-01 | Paper |
| A NOTE ON ESTIMATING THE LOCATION AND SCALE PARAMETERS OF THE EXPONENTIAL DISTRIBUTION FROM A CENSORED SAMPLE | 1967-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5512638 | 1965-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5345422 | 1965-01-01 | Paper |
| SERIES EXPANSIONS FOR THE DOUBLY NON‐CENTRAL F‐DISTRIBUTION1 | 1965-01-01 | Paper |
| A Note on the Negative Moments of a Truncated Poisson Variate | 1964-01-01 | Paper |
| Approximating the general non-normal variance-ratio sampling distributions | 1964-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5734834 | 1964-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5339878 | 1964-01-01 | Paper |
