scientific article; zbMATH DE number 3103824

Publication date: 1946

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

statistical inference regression significance tests

Parametric hypothesis testing (62F03) Point estimation (62F10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Application to estimating the parameters of a covariance function ⋮ On the simultaneous ANOVA and MANOVA tests ⋮ Some results based on a general stochastic model for mental tests ⋮ Numerical techniques for the non-linear prediction problem ⋮ On a class of $c$-sample weighted rank-sum tests for location and scale ⋮ Some comments in connection with Rozeboom's linear correlation theory ⋮ On stochastic processes whose trajectories have no discontinuities of the second kind ⋮ Necessary conditions for the convergence of Kullback-Leibler's mean information ⋮ A consistent estimator for the mean deviation of the Pearson type distribution ⋮ Tippett's formulas and other results on sample range and extremes ⋮ A new approach to the formulation and testing of learning models ⋮ Estimation of parameters of doubly truncated normal distribution from first four sample moments ⋮ On Cramer's theorems concerning weak convergence of distributions ⋮ On the variance parameter estimator in general linear models ⋮ The multiple Cantelli inequalities ⋮ Effects of the coherence on the parameter estimation in a quantum metrology scheme with driving fields ⋮ Asymptotic normality of the optimal solution in response surface methodology ⋮ How robust is the modified sequential triangular test of a correlation coefficient against nonnormality of the basic variables? ⋮ Robustness of the test of a product moment correlation coefficient under nonnormality ⋮ Distribution free testing of goodness of fit in a one dimensional parameter space ⋮ Information geometry and sufficient statistics ⋮ Statistical Inference for Damaged Poisson Distribution ⋮ Signal-to-interference-plus-noise ratio estimation for wireless communication systems: Methods and analysis ⋮ Higher-Order Approximations for Testing Neglected Nonlinearity ⋮ Goodness-of-fit testing: the thresholding approach ⋮ Characterization of the normal distribution. II ⋮ Theory of lower bounds for risk functions in estimation ⋮ The prediction of averages ⋮ Erzeugung von betaverteilten und gammaverteilten Zufallszahlen ⋮ On the statistical estimation of frequency response functions ⋮ To the history of the appearance of the notion of the $\varepsilon$-entropy of an authomorphism of a Lebesgue space and $(\varepsilon,T)$-entropy of a dynamical system with continuous time ⋮ Spread measures and their relation to aggregation functions ⋮ Tuning positive feedback for signal detection in noisy dynamic environments ⋮ On the empirical distribution function of residuals in autoregression with outliers and Pearson's chi-square type tests ⋮ On Future Directions in Statistical Methodologies - Some Speculations ⋮ Random walk with persistence and external bias ⋮ Distribution-free tests against serial dependence: Signed or unsigned ranks? ⋮ On the strong consistency of asymptotic $M$-estimators ⋮ Unified derivation of the limit shape for multiplicative ensembles of random integer partitions with equiweighted parts ⋮ Über die Verteilungszahl ⋮ Yield trials with backcross derived lines of wheat ⋮ Certain Fourier transforms of distributions ⋮ On empirical spectral analysis of stochastic processes ⋮ On Toeplitz forms and stationary processes ⋮ On the many-dimensional distribution functions ⋮ On some limit theorems of probability distributions ⋮ A study of the stratified random sampling ⋮ Manoeuvring target tracking in a cluttered environment from noisy images by an adaptive probabilistic data association filter ⋮ Automated learning of mixtures of factor analysis models with missing information ⋮ Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach ⋮ A study of linear model alysis by an error contour emulation ⋮ On the estimation of the Bernoulli regression function using Bernstein polynomials for group observations ⋮ Optimalmethoden für die Summenapproximation in Jecklins F-Methode ⋮ Optimal estimation of parameters for scalar field in an expanding spacetime exhibiting Lorentz invariance violation ⋮ Enhancing phase sensitivity with number state filtered coherent states ⋮ Foundations of Statistical Mechanics ⋮ Entanglement and Fisher information for a two-atom system interacting with deformed fields in correlated two-mode states ⋮ Dynamics of quantum Fisher information in the two-qubit systems constructed from the Yang-Baxter matrices ⋮ On the asymptotic optimality of orthoregressional estimators ⋮ GHZ states as near-optimal states for reference frame alignment ⋮ Geometric distinguishability measures limit quantum channel estimation and discrimination ⋮ Über die Wahrscheinlichkeitstheoretische Behandlung der Anodenstromschwankungen von Elektronenröhren ⋮ Description of States in Quantum Mechanics by Density Matrix and Operator Techniques ⋮ On the use of the Helmert transformation, and its applications in panel data econometrics ⋮ On mixing sequences of sets ⋮ On measures of dependence ⋮ Preferred measurements: optimality and stability in quantum parameter estimation ⋮ NEYMAN’S C(α) TEST FOR UNOBSERVED HETEROGENEITY ⋮ Estimation by Periodogram ⋮ Quantum interferometric power and the role of nonclassical correlations in quantum metrology for a special class of two-qubit states ⋮ Inequality indices: theoretical and empirical aspects of their asymptotic behaviour ⋮ Some asymptotic behaviour of the bootstrap estimates on a finite sample ⋮ Derivation of the Prior Distribution in Bayesian Analysis from the Principle of Statistical Equivalence ⋮ The Use of Inequalities of Camp-Meidell Type in Nonparametric Statistical Process Monitoring ⋮ Bias-reduced maximum likelihood estimation of the zero-inflated Poisson distribution ⋮ Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution ⋮ A modified Bessel function model in life testing ⋮ Ban linear estimates of the parameters of the normal distribution from censored samples ⋮ Statistical Length Scale in Weibull Strength Theory and Its Interaction with Other Scaling Lengths in Quasibrittle Failure ⋮ A variation on the minimum chi-square test ⋮ Some applications of Loewner's ordering on symmetric matrices ⋮ Statistical theory for logistic mental test models with a prior distribution of ability ⋮ Asymptotic equivalence of real probability distributions ⋮ Some statistical methods for large scale and preliminary data analyses ⋮ Nonparametric estimation in Markov processes ⋮ Maximum probability estimators ⋮ Statistics, induction, and lawlikeness: Comments on Dr. Vetter's paper ⋮ Estimation of the transition distributions of a Markov renewal process ⋮ On the homogeneous planar Poisson point process ⋮ On Some Properties of the Normal and Gamma Distributions ⋮ Computational algorithms for discrete detection and likelihood ratio computation ⋮ On the statistical processing of experimental data for indirect measurements ⋮ A generalization of Wilcoxon's test ⋮ Maximum probability estimators and asymptotic sufficiency ⋮ Spherical convergence, bounded variation, and singular integrals on the N-torus ⋮ Note on the estimation of the standardized covariance matrix ⋮ Estimation by minimum-discrepancy methods ⋮ On the geometrical moments of skew-regular simplices in hyperspherical space, with some applications in geometry and mathematical statistics ⋮ On system parameter identifiability ⋮ Numerical simulation of plasmas with periodic smoothing in phase space ⋮ Some Helly Theorems for Monotone Functions ⋮ On the observability of non-linear systems with applications to non- linear regression analysis ⋮ Generalized Analytic Functions ⋮ On the distribution of large prime divisors ⋮ Use of numerically inverted Laplace transforms in time-dependent transport calculations ⋮ A Tauberian theorem for random walk ⋮ Multivariate stable distributions ⋮ The recognition problem: Application to sum of exponentials ⋮ Multidimensional scaling of measures of distance between partitions ⋮ On asymptotic independence of order statistics ⋮ Residence times in compartmental systems and the moments of a certain distribution ⋮ Rank inversions in scoring multipart examinations ⋮ István Vincze (1912--1999) and his contribution to lattice path combinatorics and statistics ⋮ Least Squares Bias in Time Series with Moderate Deviations from a Unit Root ⋮ Empirical processes with estimated parameters under auxiliary information ⋮ Unnamed Item ⋮ Approximation of quantiles of components of diffusion processes. ⋮ Unnamed Item ⋮ Rate of convergence for the distribution of the spearman-karber estimator ⋮ Fixed-width sequential confidence interval for the correlation coefficient of a bivariate normal distribution ⋮ Unnamed Item ⋮ The cumulants of an analogue of pearson's chi-squared ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts ⋮ ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION ⋮ On the efficiencies of some common quick estimators ⋮ Error Normality Testing in a Two‐way Split‐plot Design ⋮ Unnamed Item ⋮ Unnamed Item ⋮ On Blest’s Measure of Kurtosis Adjusted for Skewness ⋮ Basic structure of the asymptotic theory in dynamic nonlinear econometric models ⋮ Unnamed Item ⋮ A survey of two stage tests of hypotheses: theory and application ⋮ Analysis of Trends in Proportions with an Ordinally Scaled Determinant ⋮ Robust inference in contingency tables. I ⋮ SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration ⋮ Some aspects of statistical inference on the lagrange (generalized) poisson distribution ⋮ Unbiased estimation of a nonlinear function a normal mean with application to measurement err oorf models ⋮ Some further aspects of the löwner-ordering antitonicity of the moore-penrose inverse ⋮ Some Results on the Estimation of a Higher Order Markov Chain ⋮ The behavior of sequential confidence intervals under contamination ⋮ Unnamed Item ⋮ Unbiased asymptotically optimal estimates for the problem of the nile ⋮ The population-sample decomposition approach to multivariate estimation methods ⋮ A New Statistical Goodness-of-Fit Test Based on Graphical Representation ⋮ Second Order Asymptotic Risks of Smoothed Linear Estimators in Nonparametric Regression Models ⋮ Unnamed Item ⋮ On assessing the precision of simulations ⋮ Convolution of uniform distributions and ruin probability ⋮ Inference in stochastic processes. II ⋮ Zur zweckmÄ\igen Wahl von Sterblichkeitsgrundlagen 1. Ordnung in der Lebensversicherung ⋮ Asymptotic design-cum-model approach for convex weighting of direct and indirect components of small domain predictors ⋮ Distribution of smallest log-normal and gamma extremes ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Consistency and asymptotic normality of maximum likelyhood estimators ⋮ Multiple comparison and the likelihood ratio testing ⋮ Testing a tolerance hypothesis by means of an information distance ⋮ Quantum Statistics of Nonideal Systems ⋮ Some remarks on independance of statistics ⋮ A Method to Generate Multivariate Data with the Desired Moments ⋮ Data-Informed Modeling in the Health Sciences ⋮ Dynamic Phase Diagram of the REM ⋮ Über Wahrscheinlichkeiten großer Abweichungen standardisierter Summen unabhängiger Zufallsvektoren ⋮ Unnamed Item ⋮ Maximum likelihood estimation for stochastic processes - a martingale approach ⋮ Information geometric analysis of phase transitions in complex patterns: the case of the Gray-Scott reaction–diffusion model ⋮ Control charts for exponentially distributed product life ⋮ Unnamed Item ⋮ An operative extension of the likelihood ratio test from fuzzy data ⋮ Mean Value Estimation of a Covariance Stationary, Continuous-Time Process, with Simulation Output Applications ⋮ Mean square invariant forecasters for the weibull distribution ⋮ Unnamed Item ⋮ Efficient non-parametric estimation in the analysis of variance ⋮ Mathematical techniques for quantum communication theory ⋮ Unnamed Item ⋮ A Remark on the Strong Law of Large Numbers ⋮ Estimation of the order of autoregressive process ⋮ Asymptotically efficient non-parametric estimators of location and scale parameters. II ⋮ Discrimination between the binomial and hypergeometric models ⋮ Errors in variables: consistent adjusted least squares (cals) estimation ⋮ Analysis of the linear correlation coefficient using pseudo-likelihoods ⋮ The probability integral of the sample correlation coefficient ⋮ Unnamed Item ⋮ A modified one-sample Q-Q plot and a test for normality ⋮ Inadmissibility of the uniformly minimum variance unbiased estimator of the inverse gaussian variance ⋮ On bivariate truncated poisson distribution ⋮ Monte carlo estimates of the distributions of the random polygons of the voronoi tessellation with respect to a poisson process ⋮ Asymptotic normality of the maximum likelihood estimate in arbitrary stochastic processes ⋮ Abstract credibility ⋮ Implementation of the direct representation for the maximum likelihood estimator of a gaussian moving average process ⋮ Cramér-Rao lower bounds for estimators based on censored data ⋮ Estimation of the Distribution of a Genetically Determined Enzyme Polymorphism by a Stochastical Outside Criterion ⋮ Reliability growth of repairable systems ⋮ Statistische Analyse des homogenen und des inhomogenen Poissonprozesses ⋮ Toward a Unified Framework for Cognitive Maps ⋮ A comparison of some approximations to the Wilcoxon-Mann-Whitney distribution ⋮ Coherent measurements in quantum metrology ⋮ General chi-square goodness-of-fit tests with data-dependent cells ⋮ The moments of products of quadratic forms in normal variables ⋮ Unnamed Item ⋮ Financial Data Analysis with Two Symmetric Distributions ⋮ Two Nonequivalent Conditions for Weight Functions ⋮ Confidence levels using noral approxiation to modifiedt-Statistics for dependent Variables ⋮ Bivariate and multivariate normal characterizations: a brief survey ⋮ An estimator for spread ⋮ Entropies of Mixing (EOM) and the Lorenz Order ⋮ Geometric characterization of planar regression ⋮ Measuring relationships in the log-linear probability model by some compact measures of association ⋮ Approximate tests of hypotheses in regression models with grouped data ⋮ Unnamed Item ⋮ Characterizations for the original observations with linearity of regression in additive damage models ⋮ Convergence of continuous-time partitioned adaptive state estimators ⋮ Statistical distance and the geometry of quantum states ⋮ Simple large sample estimators of scale and location parameters based on blocks of order statistics ⋮ A connection between the partial correlation coefficient and the correlation coefficient of certain residuals ⋮ On the exact distribution of the sum of the largestn−kout ofnnormal random variables with differing mean values ⋮ On the Asymptotic Distribution of the Likelihood Ratio Statistic ⋮ Quantum Tomography for Imaging ⋮ A condition for best asymptotic normality in a regular family of distributions ⋮ Generation of random bivariate normal deviates and computation of related integrals ⋮ The probabilistic nature of Wallis's formula ⋮ Measuring association between nominal categorical variables: an alternative to the Goodman–Kruskal lambda ⋮ On a tobit–Birnbaum–Saunders model with an application to medical data ⋮ Some contributions to the asymptotic theory of Bayes solutions ⋮ Taming singularities of the quantum Fisher information ⋮ Contribution à l'analyse statistique des tableaux de corrélation ⋮ A moment recursive formula for a class of distributions ⋮ Parameter Estimation for Models with Unknown Parameters in Variance ⋮ On the distribution of winners’ scores in a round-robin tournament ⋮ Kurtosis of von Neumann entanglement entropy ⋮ Analysis of a stage-dependent epidemic model based on a non-Markov random process ⋮ An efficient adaptive algorithm for edge detection based on the likelihood ratio test ⋮ Testing for normality with panel data ⋮ Uncertainty and trade-offs in quantum multiparameter estimation ⋮ Skewness of von Neumann entanglement entropy ⋮ Lossless, scalable implicit likelihood inference for cosmological fields ⋮ Unnamed Item ⋮ Correlation as probability: applications of Sheppard’s formula to financial assets ⋮ Environmental Applications Based on Birnbaum–Saunders Models ⋮ Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ ⋮ Unnamed Item ⋮ A Necessary and Sufficient Condition for Convergence in Law of Random Sums of Random Variables Under Nonrandom Centering ⋮ Credibility pseudo-estimators ⋮ An alternative to Cramér's coefficient of association ⋮ On a Problem Connected with Beta and Gamma Distributions ⋮ COMPARISON OF APPROXIMATIONS FOR COMPOUND POISSON PROCESSES ⋮ On estimating the Bernoulli regression function using Bernstein polynomials ⋮ Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models ⋮ The shape of partial correlation matrices ⋮ Concentration Ellipsoids, Their Planes of Support, and the Linear Regression Model ⋮ Finite mixture modeling using shape mixtures of the skew scale mixtures of normal distributions ⋮ The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples ⋮ The multivariate Markov and multiple Chebyshev inequalities ⋮ Linear algebra and multivariate analysis in statistics: development and interconnections in the twentieth century ⋮ Ein Verfahren zur Bemessung der Maximal-Schwankungsrückstellung und der Zuführung zur Schwankungsrückstellung der Versicherungsunternehmen ⋮ Nonparametric two-sample tests for dispersion differences based on placements ⋮ A variational note on tatonnement;Una Nota sobre elTatonnement ⋮ Optimal system supply ⋮ On the Cover Time of the Emerging Giant ⋮ Asymptotic expansions at work ⋮ The generalized Pearson family of distributions and explicit representation of the associated density functions ⋮ Linearly Constrained Nonsmooth Optimization for Training Autoencoders ⋮ On a New Estimation Method of the Bernoulli Regression Function ⋮ A new data adaptive elastic net predictive model using hybridized smoothed covariance estimators with information complexity ⋮ Statistical inference for a repairable system subject to shocks: classical vs. Bayesian ⋮ A bimodal gamma distribution: properties, regression model and applications ⋮ Quantum enhanced metrology of Hamiltonian parameters beyond the Cramèr–Rao bound ⋮ A CLT for infinitely stratified estimators, with applications to debiased MLMC ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Information gain when measuring an unknown qubit ⋮ Binomial-${\chi^2}$ Vector Random Fields ⋮ A comparison of non-homogeneous Markov regression models with application to Alzheimer's disease progression ⋮ Unnamed Item ⋮ Linear regression model with new symmetric distributed errors ⋮ Random effects regression mixtures for analyzing infant habituation ⋮ Unnamed Item ⋮ On multidimensional record patterns ⋮ Measures of macroscopicity for quantum spin systems ⋮ Coefficient of variation: the second-order alternative ⋮ Identifying intraclass correlations necessitating hierarchical modeling ⋮ Bias‐reduced marginal Akaike information criteria based on a Monte Carlo method for linear mixed‐effects models ⋮ Thermodynamic work cost of quantum estimation protocols ⋮ Quantum estimation via sequential measurements ⋮ On deviations between kernel-type estimators of a distribution density in p ⩾ 2 independent samples ⋮ THEORETICALLY EFFECTIVE ASYMPTOTICALLY OPTIMAL UNIVERSAL CODING OF PARTIALLY DEFINED SOURCES ⋮ Long range dependence of heavy-tailed random functions ⋮ Unconscious Biases in Neural Populations Coding Multiple Stimuli ⋮ Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling ⋮ Unnamed Item ⋮ Improved maximum-likelihood estimation of the shape parameter in the Nakagami distribution ⋮ The small sample performance of estimators of the standard errors of structural equation models ⋮ Estimation in Discretely Observed Diffusions Killed at a Threshold ⋮ Improving parameter estimation using constrained optimization methods ⋮ A weighted cramér-von mises statistic, with some applications to clinical trials ⋮ Applied statistical analysis for strange attractors and related problems ⋮ Applications of a Kullback-Leibler divergence for comparing non-nested models ⋮ ANALYTICAL PATH-INTEGRAL PRICING OF DETERMINISTIC MOVING-BARRIER OPTIONS UNDER NON-GAUSSIAN DISTRIBUTIONS ⋮ On a new family of shifted logarithmic transformations ⋮ Measure of location-based estimators in simple linear regression ⋮ Calculation of the deficiency of some statistical estimators constructed from samples with random sizes ⋮ THE MINIMUM INACCURACY PRINCIPLE IN ESTIMATING POPULATION PARAMETERS FROM GROUPED DATA ⋮ Asymptotic Expansions and Estimation of the Expected Error Rate for Equal‐Mean Discrimination with Uniform Covariance Structure ⋮ Schätzung von Ausscheidewahrscheinlichkeiten bei kleineren Beständen ⋮ LINEAR REGRESSION WITH NON-NORMAL ERRORS ⋮ On the estimation of the variance of the median used in L₁linear inference procedures ⋮ Hardy, Littlewood and probability ⋮ The Use of a Symbol Processing Computer Language in Point Estimation of Parameters and in Construction of Confidence Intervals ⋮ Tontines with mixed cohorts ⋮ Unnamed Item ⋮ Decision results for the parameters of the extreme value (Gumbel) distribution based on the mean and the standard deviation ⋮ On the Consistency of the Maximum Likelihood Estimator Through its Uniform Consistency ⋮ On the likelihood function of small time variance Gamma Lévy processes ⋮ Convergence of types in k-space ⋮ New version of the probabilistic generalization of the large sieve ⋮ Statistical inference on markov process of neuronal impulse sequences ⋮ On the asymptotic normality of some unbiased estimates ⋮ Binary Time Series Models in Change Point Detection Tests ⋮ On the bias of a simplified estimate of correlogram ⋮ Stochastic processes and statistical inference ⋮ An Essential Property of the Fourier Transforms of Distribution Functions ⋮ On a simplified method of the estimation of the correlogram for a stationary Gaussian process. III. ⋮ On a simplified estimate of correlogram for a stationary non-Gaussian process ⋮ Iterated Limits and the Central Limit Theorem for Dependent Variables ⋮ Asymptotic normality in a coupon collector's problem ⋮ Random central limit theorems for martingales ⋮ A Central Limit Theorem for Uniformly Bounded Orthonormal Systems ⋮ Unnamed Item ⋮ Asymptotic properties of stationary point processes with generalized clusters ⋮ A class of limiting distributions of high level excursions of Gaussian processes ⋮ On the Bahadur representation of sample quantiles in some stationary multivariate autoregressive processes ⋮ Asymptotic expansion of the distribution of the Z statistic in discriminant analysis ⋮ New closed-form efficient estimators for a bivariate Weibull distribution ⋮ Sharp inequalities of Bienaymé-Chebyshev and Gauß type for possibly asymmetric intervals around the mean ⋮ Improved inference for a boundary parameter ⋮ Efficient nonparametric estimation for skewed distributions ⋮ Improving Quantum Metrology via Purifying and Distilling Noisy Probe States ⋮ Distributional properties of continuous time processes: from CIR to bates ⋮ Hierarchical disjoint principal component analysis ⋮ A study of the analysis and control of the flow of air traffic: Part III ⋮ Association between nominal categorical variables: new measure formulation based on metric distances and value validity ⋮ Estimating the optimal timing of surgery from observational data ⋮ A history of the delta method and some new results ⋮ C. Radhakrishna Rao: A Century in Statistical Science ⋮ Flexible resources for quantum metrology ⋮ Robust polychoric correlation ⋮ A specification test for the composed error term in the stochastic frontier model ⋮ On the estimation of finite population variance for a mail survey design in the presence of non-response using new conventional and calibrated estimators ⋮ Bivariate log-symmetric models: distributional properties, parameter estimation and an application to public spending data ⋮ Gram matrices of quantum channels via quantum Fisher information with applications to decoherence and uncertainty ⋮ A historical overview of textbook presentations of statistical science ⋮ Robust Estimation of Large Panels with Factor Structures ⋮ Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ Reliability estimation for Kumaraswamy distribution under block progressive type-II censoring ⋮ Gaussian Sample Functions: Uniform Dimension and Hölder Conditions Nowhere ⋮ Optimal inventory policies in contagious demand models ⋮ Local Times and Sample Function Properties of Stationary Gaussian Processes ⋮ Application of the least squares method to a model which is nonlinear with respect to the parameters ⋮ A new test statistic for searching hidden periodicities in time series and the derivation and numerical calculation of its power function ⋮ Testing One Hypothesis Multiple Times: The Multidimensional Case ⋮ Unnamed Item ⋮ Assessing Variability of Complex Descriptive Statistics in Monte Carlo Studies Using Resampling Methods ⋮ Unnamed Item ⋮ Statistical Study of Digits of Some Square Roots of Integers in Various Bases ⋮ On the Maximum Partial Sums of Sequences of Independent Random Variables ⋮ Testing an hypothesis about differences in poverty estimated from grouped data ⋮ Die Annäherung guter Strategien bei einer gewissen Klasse von Spielen ⋮ Some problems and models for time‐phased transport requirements. Chance constrained programs with normal deviates and linear decision rules ⋮ Some problems in finite dams with an application to insurance risk ⋮ Information Geometry ⋮ Rényi information, loglikelihood and an intrinsic distribution measure ⋮ High breakdown analogs of the trimmed mean ⋮ Die Annäherung guter Strategien bei einer gewissen Klasse von Spielen ⋮ Distribution approximation and modelling via orthogonal polynomial sequences ⋮ 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 ⋮ Waiting times to appearance and dominance of advantageous mutants: Estimation based on the likelihood ⋮ Unnamed Item ⋮ Maximum likelihood characterization of distributions ⋮ Rao's score, Neyman's $C(\alpha)$ and Silvey's LM tests: an essay on historical developments and some new results ⋮ How many moments can be estimated from a large sample? ⋮ Einstein's gravitational action and Fisher's information measure ⋮ Fisher information in a Tsallis non-extensive environment ⋮ Unitary transformations, empirical processes and distribution free testing ⋮ Quantum metrology in correlated environments ⋮ On multiple normal probabilities of rectangles ⋮ Limiting Distributions for Critical Multitype Branching Processes with Discrete Time ⋮ Order statistics ⋮ Unnamed Item ⋮ A remark on the efficiency of the designs of weighing experiments ⋮ Un ejemplo de distribucion bidimensional ⋮ Range Straggling of a Nonrelativistic Charged Particle ⋮ Derdoppelseitige und die einseitigen (Iχ)2-Tests und ihre Leistungsfähigkeit für die wahr=scheinlichkeitstheoretische Überprüfung von Sterbetafeln ⋮ Stochastic processes and statistical inference ⋮ Degradation and Range Straggling of High-Energy Radiations ⋮ Fluctuations and Irreversible Processes ⋮ On the theory of order statistics ⋮ Bewertung von Sterblichkeitsbeobachtungen an kleinem Material ⋮ On the Bayes approach in general multiple autoregressive series ⋮ On secondary processes generated by a Poisson process and their applications in physics ⋮ Note on the Quantum Theory of Irreversible Processes ⋮ Über gewisse Eigenschaften orthogonaler Systeme der KlasseL 2 und die Eigenfunktionen Sturm-Liouvillescher Differentialgleichungen ⋮ Valid lower bound for all estimators in quantum parameter estimation ⋮ Unravelling the noise: the discrimination of wave function collapse models under time-continuous measurements ⋮ A new class of skew distributions with climate data analysis ⋮ The Inversion of a General Class of Convolution Transforms ⋮ On the Size of Certain Number-Theoretic Functions ⋮ Some Improvements on Markov's Theorem with Extensions ⋮ On the discontinuity of the quantum Fisher information for quantum statistical models with parameter dependent rank ⋮ Comparison of the alternative parameter estimators of Pearson distributions by robustness criteria ⋮ Some Limiting Distributions Related to the Sum of a Random Number of Random Variables ⋮ On the Strong Law of Large Numbers ⋮ One from many: estimating a function of many parameters ⋮ Gaussian quantum estimation of the loss parameter in a thermal environment ⋮ Who Invented the Delta Method? ⋮ The Mean Value Theorem and Taylor’s Expansion in Statistics ⋮ New Statistical Tests for Detecting Disparate Impact Arising From Two-Stage Selection Processes ⋮ Kurtosis as Peakedness, 1905–2014.R.I.P. ⋮ The Influence of the Maximum Term in the Addition of Independent Random Variables ⋮ On the properties of the asymptotic incompatibility measure in multiparameter quantum estimation ⋮ Maximal quantum Fisher information matrix ⋮ On the Convergence Rate in Precise Asymptotics ⋮ Geometrical Insights for Implicit Generative Modeling ⋮ Moment-based density estimation of confidential micro-data: a computational statistics approach ⋮ Fidelity and Fisher information on quantum channels ⋮ A criterion for environmental assessment using Birnbaum–Saunders attribute control charts ⋮ Thermal quantum Fisher information and influence of magnetic field distribution in a two-qubit XXZ spin model ⋮ Improving the accuracy of estimating indexes in contingency tables using Bayesian estimators ⋮ The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests