Publication:3206104

62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics

62-02: Research exposition (monographs, survey articles) pertaining to statistics

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Time series models with asymmetric innovations, A confidence set for the slope in the dolby's ultrastructural model, Testing the equality of location parameters of exponential populations from censored samples, LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING-AVERAGE MODELS WITH ERRORS IN VARIABLES, Coefficients of lee-gurland two-sample test on normal means, The generalized likelihood ratio test for the pearson correlation^∗, Estimation of parameters in the presence of outliers for a burr XII distribution, Sensitivity of computer simulation experiments to errors in input data, Cramér‐von Mises tests of fit for the Poisson distribution, Control charts based on grouped observations, ON IMPROVING THE χ²APPROXIMATION OF SCORE TESTS IN LOCATION-SCALE NONLINEAR MODELS, DESIGNING FISHERY MODELS: A PERSONAL ADVENTURE, On descriptive confidence intervals for the mean of asymmetric populations, The mle algorithm for the matrix normal distribution, Bayesian assessment of goodness of fit against nonparametric alternatives, OPTIMAL EXPERIMENTAL DESIGNS FOR MULTILEVEL MODELS WITH COVARIATES, ESTIMATING PARAMETERS IN AUTOREGRESSIVE MODELS IN NON-NORMAL SITUATIONS: ASYMMETRIC INNOVATIONS, NONNORMAL REGRESSION. I. SKEW DISTRIBUTIONS, ANALYSIS OF VARIANCE IN EXPERIMENTAL DESIGN WITH NONNORMAL ERROR DISTRIBUTIONS, BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS, EstimatingP(Y < X) whenXandYare paired exponential variables, Structure identification of parameter-bounding models by use of noise-structure bounds, Test for the equality of several correlation coefficients, Admissible estimation in an one parameter nonregular family of absolutely continuous distributions, Rank correlation methods for missing data, Robust test statsitics induced from the minimumL₂distance estimation, A new family of random graphs for testing spatial segregation, Lagrangean katz family of distributions, Time series AR(1) model for short-tailed distributions, Instrumental variable estimation based on grouped data, Sampling inspection tables for comparison of two groups using the negative binomial model, An application of sensitivity analysis to a linear programming problem, Partial Moments of Generalized Lambda Distribution, Monitoring linearity of measurement gauges, A revised method of scoring, Ueber einen zweiseitigen Test für die Korrelationszahl einer zweidimensionalen Normalverteilung, Some possible effects of birth control on the incidence of disorders and on the influence of birth order, Comparative analysis of UTA multicriteria methods., Estimating parameters in autoregressive models with asymmetric innovations, A study of ``probabilistic and ``deterministic geostatistics. Comment to: ``Spatial continuity measures for probabilistic anddeterministic geostatistics by E. H. Isaaks and R. M. Srivastava. With a reply by Srivastava and Isaaks, Estimation and hypothesis testing for a nonnormal bivariate distribution with applications, A generalization of some classical time series tools, Correlated linear models for the analysis of familial correlations, Robust estimation of priorities in the AHP, Gravitational-wave data analysis. Formalism and sample applications: the Gaussian Case, On the singularity of the covariance matrix for estimates of multinomial proportions, Goodness of fit for thei ordered categories discrete uniform distribution, On Score Tests in Structural Regression Models, Testing the variance of skewed distributions, Estimating parameters in autoregressive models in non-normal situations: symmetric innovations, Tests for multinormality with applications to time series, Multivariate estimation of floods: the trivariate gumbel distribution, Global optimization of statistical functions with simulated annealing, Inference about comparative precision in linear structural relationships, Differential geometry of Edgeworth expansions in curved exponential family, A general linear model for estimating effect size in the presence of publication bias, A compensatory approach to optimal selection with mastery scores, Robustness of positional scoring over subsets of alternatives, Shannon entropy type measure of departure from uniform association in cross-classifications having ordered categories, Estimating latent distributions, On the null distribution of distance between two groups, using mixed continuous and categorical variables, A theoretical distribution for mental test scores, A definition of estimator efficiency in k-parameter case, The large-sample power of the \(\chi^ 2\) test for multidimensional contingency tables, A normed measure of variability among proportions, Achievement test construction using 0-1 linear programming, A maximum likelihood approach to correlation dimension and entropy estimation, The velocity of spatial population expansion, Robust inference of trees, Simultaneous modelling of the Cholesky decomposition of several covariance matrices, Admissible estimation in an one parameter nonregular family of absolutely continuous distribu\-tions, Special cases of second order Wiener germ approximations, On a family of indeterminate distributions, The analysis of 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case of a piecewise-continuous distribution function, On the detection of a signal in colored noise, A cross-estimation technique for using control variables in stochastic simulations, III-conditioned matrices in linear programming, Some generalized methods of optimal scaling and their asymptotic theories: the case of multiple responses-multiple factors, Generalized hypergeometric, digamma and trigamma distributions, Fiducial intervals for the waiting time in batch and time-sharing systems, The combined inverse binomial sampling procedure, Some aspects of testing non-nested hypotheses, Moments, cumulants, and polygenic dynamics, A locally most powerful unbiased test for the proportion of mixture, Identification and estimation of polynomial errors-in-variables models, Membership size in the educable cooperative facing uncertain demand, Maximum-likelihood estimation of a multivariate Gaussian rating model with excluded data, Edgeworth expansions for errors-in-variables models, Comparing 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trains recorded from the cat's optic tract fibers, Some exact expressions for the mean and higher moments of functions of sample moments, The \(\delta\)-corrected Kolmogorov-Smirnov test for goodness of fit, A note on the asymptotic distribution of a statistic for testing stability of a correlation coefficient, ``Proper binormal ROC curves: Theory and maximum-likelihood estimation, The Condorcet efficiency of approval voting and the probability of electing the Condorcet loser, Consistency of rank tests against some general alternatives, About existence and uniqueness of the restricted total least squares estimation, The contraction of an isolated mono-component system, A generalization of the non-parametric Henriksson-Merton test of market timing, Higher order cumulants and cumulant spectra, Feasibility study of parameter estimation of random sampling jitter using the bispectrum, Active sonar detection in multipath: A new bispectral analysis approach, Characterization of spectral 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of the empirical transfer function estimator for stochastic input signals., Structural decompositions of multivariate distributions with applications in moment and cumulant., On the rate of convergence to asymptotic independence between order statistics., Mode testing in difficult cases, Recognition of nonextensive statistical distributions by the eigencoordinates method, Approximating the distribution of the maximum partial sum of normal deviates, A decision rule for discarding principal components in regression, Rank tests of association for exchangeable paired data, Non-unbiasedness of Cramér-von Mises test, Bernoulli Related Polynomials and Numbers, Consistency of modified MLE in EV model with replicated observations, From stochastic dominance to mean-risk models: Semideviations as risk measures, Simulation input data modeling, Initial transient detection in simulations using the second-order cumulant spectrum, Robust exploratory factor analysis, A note on the simple structural 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critical observations of the test information function as a measure of local accuracy in ability estimation, Consistency of a rank test against general alternatives of change points (surfaces) and continuous trend, A new family of goodness-of-fit statistics for discrete multivariate data, On the grouped LSE under an errors-in-variables model, Comparing consistent estimators in comparative calibration models, Bargaining through agents: An experimental study of delegation and commitment, On a statistic arising in testing correlation, A generalization of the Bernoulli model occurring in order statistics. I, Ordinal data AHP analysis: A proposed coefficient of consistency and a nonparametric test, The multilinear algebra of the moments of distributions in the analysis of nonlinear stochastic systems, Some remarks on classical and Bayesian reliability estimation of binomial and Poisson distribu\-tions, Assessing the goodness-of-fit of statistical distributions when data are grouped, Investment volatility: A critique of standard beta estimation and a simple way forward, A note on constrained estimation in the simple linear measurement error model, Estimating the slope in measurement error models -- a different perspective, The power of Efron's biased coin design, Nonparametric estimation for quadratic regression, Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series, Universal codes as a basis for nonparametric testing of serial independence for time series, A probability model for errors of classification. II: Particular cases, Tippett's formulas and other results on sample range and extremes, On unbiased estimates of the population mean based on the sample stratified by means of ordering, Power function of the likelihood ratio test when range depends upon the parameter, Some contributions to maximum likelihood factor analysis, Logical probability, mathematical statistics, and the problem of induction, Statistical methods for a general theory of all-or-none learning, Schema di prove ripetute 'senza rimessa' a due variabili ed a due alternative per ciascuna variabile, Estimating item parameters and latent ability when responses are scored in two or more nominal categories, Practical note on estimation of population means based on samples stratified by means of ordering, Further results on asymptotic normality. I, A unified treatment of the weighting problem, Comments on the lens model equation and the analysis of multiple-cue judgment, Statistical interferences about the error variance, A convergent asymptotic expansion for Mill's ratio and the normal probability integral in terms of rational functions, Correspondence analysis of incomplete contingency tables, Some properties of two measures of multivariate association, Testing the assumptions underlying tetrachoric correlations, Measurement error and ANCOVA: Functional and structural relationship approaches, Optimal appropriateness measurement, Unnamed Item, Unnamed Item, Unnamed Item, A Measure of partial association between disease and genotype for the two-parent problem, Simultaneous bootstrap confidence bands in regression, Improved estimators of regression coefficients in measurement error models, On testing linear hypotheses on linear functional and structural relationships, Pattern recognition methods in human-assisted reproduction, Una solucion bayesiana a la Paradoja de Stein, Better nonparametric bootstrap confidence intervals for the correlation coefficient, Statistical choice of non-separated one-parameter models, Hypothesis Testing in Functional Comparative Calibration Models, Standard and robust orthogonal regression, Dempster's combination rule and sufficient statistics, Large-sample comparisons of calibration procedures when both measurements are subject to error: the unreplicated case, Collinearity in generalized linear models, A functional data-analytic approach to the classification of species according to their spatial dispersion. Application to a marine macrobenthic community from the Bay of Morlaix (Western English Channel), Robust 2^kfactorial design with Weibull error distributions, Graphical solutions for structural regression assist errors-in-variables modelling, Robust Estimation and Hypothesis Testing of Linear Contrasts in Analysis of Covariance with Stochastic Covariates, On the generalization and estimation for the double poisson distribution, Exact distributions associated with an i×j×k contingency table, A perspective on variance reduction in dynamic simulation experiments, Unnamed Item, Unnamed Item, A method of selecting the levels of regressor variables in lognormal regression model, Confidence limits of identified frequency responses of multivariable systems, Note on a class of alternatives for the equal probabilitiesX 2 test, Spezifikationsfehler beim Messen der Abhängigkeit in Kontingenztabellen, Problem of estimation when the outliers are present, Unnamed Item, Simulated annealing: An initial application in econometrics, A unimodal hazard rate function and its failure distribution, Numerical solution of robust regression problems: computational aspects, a comparison, The exact distributions of the serial correlation coefficients and an evaluation on some approximate distributions, On bivariate truncated poisson distribution, A procedure to test hypotheses for nonlinear models, A reformulation of the Austrian theory of capital and its application to the debate on reswitching and related paradoxa, A combined estimator in the simple errors-in-variables model, Comparison of total least squares and instrumental variable methods for parameter estimation of transfer function models