scientific article; zbMATH DE number 3829019

MaRDI QIDQ3673832zbMATH OpenFDO

Authors Jean-René Barra

Publication date 1981

zbMATH Keywords

decision theorybasic conceptsAlgol algorithmslinear normal theory

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Cited in

(13)

• Nuisance parameters in statistics of finance
• On some statistical models with a random number of observations
• On Conditional Risk Assessments in Scenario Optimization
• A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic
• Specification and identification issues in models involving a latent hierarchical structure
• A real-time system-adapted anomaly detector
• A note on the effect of simple equicorrelation in detecting a spurious multivariate observation
• Wishart processes
• Nonatomic total rewards Markov decision processes with multiple criteria
• Identifiability of structural characteristics: how relevant is it for the Bayesian approach?
• Minimization of systematic and random errors in linear estimation problems for big data processing
• Modeling of subjective judgments made by a researcher-modeler about the model of the research object
• On normality and the linear regression model

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