The following pages link to Murray D. Smith (Q1089715):
Displaying 15 items.
- Joint one-sided tests of linear regression coefficients (Q1089716) (← links)
- On the expectation of a ratio of quadratic forms in normal variables (Q1262655) (← links)
- Exact densities for variance estimators of the structural disturbances in simultaneous equations models (Q1318992) (← links)
- On dependency in double-hurdle models (Q1880334) (← links)
- Some consequences of model misspecification for \(t\) testing in a structural equation (Q1918161) (← links)
- (Q2783518) (← links)
- mathStatica: Mathematical Statistics with Mathematica (Q3298723) (← links)
- CONVERGENT SERIES EXPRESSIONS FOR INVERSE MOMENTS OF QUADRATIC FORMS IN NORMAL VARIABLES (Q3489127) (← links)
- Stochastic frontier models with dependent error components (Q3499434) (← links)
- Comparing the exact distribution of the t-statistic to student's distribution when its constituent normal and chi-squared variables are dependent (Q4202673) (← links)
- EXPECTATIONS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES: EVALUATING SOME TOP‐ORDER INVARIANT POLYNOMIALS (Q4310818) (← links)
- Modelling sample selection using Archimedean copulas (Q4439301) (← links)
- Theory & Methods: Fisher’s Information on the Correlation Coefficient in Bivariate Logistic Models (Q4701038) (← links)
- Comparing approximations to the expectation of a ratio of quadratic forms in normal variables (Q4883728) (← links)
- Invariance Theorems for Fisher Information (Q5421570) (← links)
