scientific article; zbMATH DE number 3626409

MaRDI QIDQ4188569zbMATH OpenFDO

Authors P. J. Bickel, Kjell A. Doksum

Publication date 1977

Cited in

(only showing first 100 items - show all)

Bartlett corrections for one-parameter exponential family models
More powerful exact tests of binary matched pairs
Quantum mechanics from focusing and symmetry
On various confidence intervals post-model-selection
General properties and estimation of conditional Bernoulli models
An alternative to Page's test permitting both tied and missing data
Simultaneous test for the mean and variance with an application to the statistical process control
MODIFICATION OF KELLY AND RICE METHOD FOR SYNERGISM TESTS
LQ control under security constraints
Information matrix estimation procedures for cognitive diagnostic models
Tuning parameter selection in penalized generalized linear models for discrete data
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Near universal consistency of the maximum pseudolikelihood estimator for discrete models
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Variance and Sample Size Calculations in Quality‐of‐Life‐Adjusted Survival Analysis (Q‐TWiST)
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Towards a unified definition of maximum likelihood
Progressive type II censored order statistics from exponential distributions
Confidence bands for distribution functions when parameters are estimated from the data: a non-Monte-Carlo approach
Coding of image feature descriptors for distributed rate-efficient visual correspondences
BAYES EMPIRICAL BAYES APPROACH TO ESTIMATION OF THE FAILURE RATE IN EXPONENTIAL DISTRIBUTION
Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
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The statistical properties of the survivor interaction contrast
ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE
Fast inference in generalized linear models via expected log-likelihoods
Exponential screening and optimal rates of sparse estimation
Inverse-gaussian acceptance sampling plans by variables
Asymptotic optimality of Hodges-Lehmann inverse rank likelihood estimators
A statistical information theory approach to compare the homogeneity of several variances
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A class of adaptive distribution-free procedures
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A method to estimate power parameter in exponential power distribution via polynomial regression
Unifying the derivations for the Akaike and corrected Akaike information criteria.
A permutation test for multivariate data with grouped components
The power method transformation: its probability density function, distribution function, and its further use for fitting data
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D-distribution and its applications
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Median Control Charts Based on Bootstrap Method
Variance Reduction Techniques for Digital Simulation
Mean location and sample mean location on manifolds: Asymptotics, tests, confidence regions
Confidence intervals centred on bootstrap smoothed estimators: an impossibility result
Limit theorems for maximum likelihood estimators in the Curie-Weiss-Potts model
A general method for robust Bayesian modeling
Symmetric Tests and Confidence Intervals for Survival Probabilities and Quantiles of Censored Survival Data
Properties of some distributions in randomization theory
The Relative Efficiency of Prediction Intervals
The maximum likelihood degree of toric varieties
Minimum volume confidence sets for parameters of normal distributions
An improved score interval with a modified midpoint for a binomial proportion
Composite difference-MAX programs for modern statistical estimation problems
Central limit theorems for Poisson hyperplane tessellations
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The asymptotic distributions of maximum likelihood ratio test and maximally selected \(\chi^2\)-test in binomial observations
Presentation and Derivation of a Five-Parameter Survival Function Intended to Model Mortality in Modern Female Populations
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The Wald Confidence Interval for a Binomial p as an Illuminating “Bad” Example
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On the efficiency of a semiparametric approach to the one-way layout
Confidence intervals for n in the exponential order statistics problem
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