scientific article; zbMATH DE number 3436463
From MaRDI portal
Publication:4403580
Cited in
(only showing first 100 items - show all)- Robust estimation for the coefficient of a first order autoregressive process
- An estimation of distribution algorithm for scheduling problem of flexible manufacturing systems using Petri nets
- Logarithmic minimum test for independence in three-way contingency table of small sizes
- Tables of percentage points of the distribution of the maximum absolute value of equally correlated normal random variables
- Performance analysis of 13 methods to solve the Galerkin method equations
- Correlation is first order independent of transformation
- A survey of two stage tests of hypotheses: theory and application
- A test for superadditivity of the mean value function of a non- homogeneous Poisson process
- A study of several useful tests for ordered alternatives in the randomized block design
- Classical Analysis of Variance Methods and Nonparametric Counterparts
- Full Bayesian analysis for a model of tail dependence
- Extended tables of the distributions of rank statistics for treatment versus control in randomized block designs
- A comparison of the box-cox transformation method and nonparametric methods for estimating quantiles in clinical data with repeated measures
- A comparison of tests for the one-way ANOVA problem for functional data
- Non-parametric inference for ordered alternatives in a randomized block design
- Accurate probabilities for the sign test
- Recursive confidence band construction for an unknown distribution function
- A sequential integer programming method for discontinuous labor tour scheduling
- Regression Methods for Combining Multiple Classifiers
- Tests for symmetry with right censoring
- Significance probabilities of the wilcoxon signed-rank test
- Spacings-ratio empirical processes
- Some contributions to practice of \(2\times 2\) contingency tables
- Exact nonparametric inference in R
- Approximations of the critical region of the fbietkan statistic
- Nonparametrics: Retrospectives and perspectives*
- Nonparametric estimation for quadratic regression
- Distribution- free test for slope in linear regression model with replications
- Comparison of aligned Friedman rank and parametric methods for testing interactions in split-plot designs
- An omnibus test for the two-sample problem using the empirical characteristic function
- Features and performance of some outlier detection methods
- Distribution‐free confidence intervals
- A Modified Sign Test for Symmetry
- Extending Power and Sample Size Approaches Developed for McNemar's Procedure to General Sign Tests
- Unbiasedness of the Theil–Sen estimator
- Nonlinear behaviors of tail dependence and cross-correlation of financial time series model
- Power analysis of independence testing for three-way contingency tables of small sizes
- Small sample behaviour of some nonparametric multi-sample location tests in the presence of dispersion differences
- The size and power of the exact bivariate symmetry test
- A Monte Carlo study of type I error rates for the two-sample Behrens-Fisher problem with and without rank transformation
- Generalized bootstrap for estimators of minimizers of convex functions
- Fractal analysis of pi normality
- An algorithm for conducting exact Smirnov tests
- Higher order cumulants and Tchebyshev--Markov bounds for \(P\)-values in distribution-free matched-pairs tests
- A historical overview of textbook presentations of statistical science
- Scorpion venom complexity fractal analysis. Its relevance for comparing venoms
- A new approach for solving set covering problem using jumping particle swarm optimization method
- Efficiency of some tests when testing symmetry hypothesis
- Decreasing the temporal complexity for nonlinear, implicit reduced-order models by forecasting
- Recurrence relations mid identities for moments of order statistics, i: arbitrary continuous distribution
- Improved tests of independence in singly-ordered two-way contingency tables
- Strategic bidding in continuous double auctions
- A multi-stage stochastic programming model for managing risk-optimal electricity portfolios
- A new time-varying optimal copula model identifying the dependence across markets
- Using the one-versus-rest strategy with samples balancing to improve pairwise coupling classification
- Extended tables of the exact distribution of a rank statistic for treatments versus control multiple comparisons in one- way layout designs
- A test for correlation based on Kendall's tau
- Adaptive solution of infinite linear systems by Krylov subspace methods
- Nonparametric Bayes Inference for Concordance in Bivariate Distributions
- Approximate transformation trimmed mean methods to the test of simple linear regression slope equality
- Market efficiency and returns to simple technical trading rules: Further evidence from U.S., U.K., Asian and Chinese stock markets
- Extended tables of the exact distribution of a rank statistic for all treatments multiple comparisons in one-way layout designs
- On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior
- Working set generation methods for labor tour scheduling
- Analysis of Means Using Ranks
- EMPIRICAL FUZZY ESTIMATE OF THE SURVIVAL CURVE
- Efficiently learning the preferences of people
- The effects of misconceptions on the properties of Friedman's test
- Independence tests for continuous random variables based on the longest increasing subsequence
- Colour harmonization in car manufacturing processes
- Hybrid test for the hypothesis of symmetry
- Robustness of parameter estimation procedures in multilevel models when random effects are MEP distributed
- A comparison of some approximations to the Wilcoxon-Mann-Whitney distribution
- Efficient computation of bhapkar'sVstatistic and significance points for its use in small samplest†
- Simple exact bounds for distributions of linear signed rank statistics
- One-Sided two-sample and trend tests based on a modified baumgartner-weiss-schindler statistic
- Integrating jackknife into the Theil-Sen estimator in multiple linear regression model
- An Improved Hollander's Distribution-Free Test for Parallelism
- New variants of pairwise classification
- New effective MILP models for PFSPs arising from real applications
- MILP models for the optimization of real production lines
- A class of one sample tests based on the Mann-Whitney-Wilcoxon functional
- Consistency and asymptotic distribution of the Theil-Sen estimator
- ProbabilitiesP (Ss) for the friedman statistic
- On the independence problem and kendall's tau
- Computing Nash equilibria through computational intelligence methods
- Bayesian rank-based hypothesis testing for the rank sum test, the signed rank test, and Spearman's \(\rho\)
- Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
- Implications of random cut-points theory for the Mann-Whitney and binomial tests
- Non-parametric testing for the number of change points in a sequence of independent random variables
- MyPYTHIA: a recommendation portal for scientific software and services
- Combining Information from Similar Experiments: II. Quantifying Qualitative Results
- A survey of nonparametric tests for scale
- Extended and updated tables for the Friedman rank test
- A modified runs test for symmetry
- Optimal design of the Wilcoxon-Mann-Whitney-test
- Nonparametric inference for network data
- Least squares estimation techniques for position tracking of radioactive sources
- Factor Analysis Revisited – How Many Factors are There?
- Estimating the number of groups and group membership using simulation cluster analysis
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4403580)