Publication:3757131
From MaRDI portal
zbMath0621.62001MaRDI QIDQ3757131
M. G. Kendall, J. Keith Ord, Alan Stuart
Publication date: 1987
tables; bootstrap; gamma; robustness; truncation; exchangeability; subjective probability; exponential family; sum of random variables; censoring; Poisson process; Bayesian inference; pseudo-random numbers; jackknife; exercises; exponential; hypergeometric distribution; diagrams; density smoothing; maximum likelihood principle; Weibull distributions; Edgeworth; frequency distributions; saddle point approximations; choice of location measure; comparisons of means; generalizations of the binomial and the Poisson distribution; Polya urn scheme; stem and leaf plots; uniformative and informative priors
62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62-02: Research exposition (monographs, survey articles) pertaining to statistics
65C10: Random number generation in numerical analysis
62Exx: Statistical distribution theory
Related Items
EXACT GENERAL-LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW-LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE, Beta estimation in the market model: skewness and leptokurtosis, A weighted Kuiper statistic for goodness of fit, Characterizing systems of distributions by quantile measures, Statistical modeling of selected aspects of the childbearing process with application to world fertility survey countries∗, A CHARACTERIZATION OF GENERALIZED PARETO DISTRIBUTIONS BY PROGRESSIVE CENSORING SCHEMES AND GOODNESS-OF-FIT TESTS, Moments of Compound Mixed Poisson Distributions, Approximations for the inverse gaussian probabilities and percentiles, On study of kernel regression function polygons, Predictive performance of missing data methods for logistic regression, classification trees and neural networks, Business cycle asymmetry and duration dependence: An international perspective, Some results for multidimensional stationary independent increment processes, On a data based power transformation for reducing skewness, Some Applications of the Lorenz Curve in Decision Analysis, A new formula for the computation of multivariate factorized moments by using the joint cumulative distribution function, On Mixed and Compound Mixed Poisson Distributions, A study of local linear ridge regression estimators, A unified form of gamma-type distributions, Characteristic functions of \({\mathcal L}_1\)-spherical and \({\mathcal L}_1\)-norm symmetric distributions and their applications, Comparison of test statistics for the correlation coefficient inbivariate normal samples with type II censoring, Triple smoothing estimation of the regression function and its derivatives in nonparametric regression, Fitting a distribution by the first two moments (partial and complete), Are exchange rate changes normally distributed?, Diagnosis of poor control-loop performance using higher-order statistics, From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more, An umbral setting for cumulants and factorial moments, Simulation of stochastic demand data streams for network revenue management problems, Analysis of variance of paired data without repetition of measurement, A probabilistic model for quadrature rules, A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail, A local likelihood method for estimating relative risk functions in case-control studies, Trimmed L-moments, Linear rank tests for independence in bivariate distributions-power comparisons by simulation, An order-statistics-based method for constructing multivariate distributions with fixed margin\-als, A unifying framework for \(k\)-statistics, polykays and their multivariate generalizations, A power comparison and simulation study of goodness-of-fit tests, Mathematical analysis of a muscle architecture model, Improving the performance of kurtosis estimator, Semi-parametric specification tests for mixing distributions, Symbolic computation of moments of sampling distributions, The generalized method of moments as applied to the generalized gamma distribution, Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests, Generating statistically dependent pairs of random variables: A marginal distribution approach, Terminal and intermediate segment lengths in neuronal trees with finite length, The dynamics of infinitesimally rare alleles, applied to the evolution of mutation rates and the expression of deleterious mutations, On the proper bounds of the Gini correlation, On confidence intervals in nonparametric binary regression via Edgeworth expansions, LQ-moments: Analogs of L-moments, A splitting scheme for control variates, The estimation of prior from Fisher information, Dependent versions of a central limit theorem for the squared length of a sample mean, Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process, Continuity corrected approximations for and `exact' inference with Pearson's \(X^ 2\), Comparison between schistosomiasis transmission modelings considering acquired immunity and age-structured contact pattern with infested water, An interpolation method for adapting to sparse design in multivariate nonparametric regression, Formulation of confidence intervals for estimated actual distances, Unified probability density function involving a confluent hypergeometric function of two variables, Computing relations between moments and cumulants, Cumulant dynamics of a population under multiplicative selection, mutation, and drift., The life and work of Gustav Elfving., The maximum negative binomial distribution, Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder), Sol Golomb's 60th birthday symposium. Papers from the symposium, Oxnard, CA, USA, May 29--31, 1992, A comparison of procedures for estimating the parent probability distribution from a given set of fractiles, Stochastic modeling of carcinogenesis: Some new insights, Directly transmitted infections modeling considering an age-structured contact rate, The decay of linkage disequilibrium under random union of gametes: How to calculate Bennett's principal components, Independence characterizations and testing normality against restricted skewness-kurtosis alternatives, Frequency-domain subspace system identification using non-parametric noise models, Describing the spread of biological populations using stochastic compartmental models with births, Properties of nonlinear transformations of fractionally integrated processes., GMM tests for the Katz family of distributions, Single observation unbiased priors, A note on a matrix inequality for generalized means, Estimation of the risk for an unstable behaviour of feedback systems in the presence of nonlinear distortions, Moment estimation for multivariate extreme value distribution, An extension of the generalized Gaussian distribution to include asymmetry, Post-'87 crash fears in the S\&P 500 futures option market, Two kinds of moment ratio diagrams and their applications in hydrology, A symbolic method for \(k\)-statistics, Existence, uniqueness, and global attractivity of positive solutions and MLE of the parameters to the logistic equation with random perturbation, Normal moments and Hermite polynomials, An asymptotic expansion of the distribution of Rao's \(U\)-statistic under a general condition, On some tests of the covariance matrix under general conditions, Almost-exact parametric bootstrap calculation via the saddlepoint approximation, Hitting-Time Densities of a Two-Dimensional Markov Process, Confidence Intervals for the Youden Index and Corresponding Optimal Cut-Point, Analysis of the linear correlation coefficient using pseudo-likelihoods, Modeling and simulation of a nonhomogeneous poisson process having cyclic behavior, Approximating an unknown distribution when distribution information is extremely limited
