The following pages link to Leon Jay Gleser (Q1131803):
Displaying 50 items.
- (Q579803) (redirect page) (← links)
- Inference about comparative precision in linear structural relationships (Q579804) (← links)
- (Q800062) (redirect page) (← links)
- The effect of dependence on chi-squared and empiric distribution tests of fit (Q800065) (← links)
- Positive dependence in Markov chains (Q1063328) (← links)
- The limiting distribution of least squares in an errors-in-variables regression model (Q1091692) (← links)
- The nonexistence of \(100(1-\alpha)\%\) confidence sets of finite expected diameter in errors-in-variables and related models (Q1099532) (← links)
- Minimax estimation of a normal mean vector when the covariance matrix is unknown (Q1131804) (← links)
- Estimation in a multivariate ''errors in variables'' regression model: Large sample results (Q1169995) (← links)
- Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation (Q1205800) (← links)
- On the distribution of the number of successes in independent trials (Q1215850) (← links)
- On asymptotically optimal sequential Bayes interval estimation procedures (Q1231367) (← links)
- Classical asymptotic properties of a certain estimator related to the maximum likelihood estimator (Q1236849) (← links)
- Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix (Q1237469) (← links)
- A note on Box's general method of approximation for the null distributions of likelihood criteria (Q1243973) (← links)
- A brief biography and appreciation of Ingram Olkin (Q1322857) (← links)
- Assessing uncertainty in measurement (Q1400103) (← links)
- Estimators of slopes in linear errors-in-variables regression models when the predictors have known reliability matrix (Q1802433) (← links)
- Minimax estimates of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix (Q1819480) (← links)
- On monotonicities of the generalized mean ratio and related results (Q2527300) (← links)
- Testing for equality of means, equality of variances, and equality of covariances under restrictions upon the parameter space (Q2534961) (← links)
- Approximating circulant quadratic forms in jointly stationary Gaussian time series (Q2559127) (← links)
- A Numerical Likelihood-Based Approach to Combining Correlation Matrices (Q3168380) (← links)
- (Q3210018) (← links)
- Estimation of a linear transformation (Q3214174) (← links)
- A note on G. R. Dolby's unreplicated ultrastructural model (Q3675356) (← links)
- (Q3680058) (← links)
- Exact Power of Goodness-of-Fit Tests of Kolmogorov Type for Discontinuous Distributions (Q3704740) (← links)
- Comparison of Least Squares and Errors-in-Variables Regression, With Special Reference to Randomized Analysis of Covariance (Q3704760) (← links)
- (Q3721586) (← links)
- (Q3738389) (← links)
- (Q3788913) (← links)
- (Q3865185) (← links)
- The Importance of Assessing Measurement Reliability in Multivariate Regression (Q4031052) (← links)
- (Q4057428) (← links)
- Estimating the Mean of a Normal Distribution with Known Coefficient of Variation (Q4104707) (← links)
- A Canonical Representation for the Noncentral Wishart Distribution Useful for Simulation (Q4110468) (← links)
- On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions (Q4269486) (← links)
- Improved point and confidence interval estimators of mean response in simulation when control variates are used (Q4275715) (← links)
- (Q4353193) (← links)
- Simex approaches to measurement error in roc studies (Q4541671) (← links)
- (Q4733250) (← links)
- On a Measure of Test Efficiency Proposed by R. R. Bahadur (Q4765871) (← links)
- The estimation of the prevalence of delinquency: Two approaches and a correction of the literature† (Q4767149) (← links)
- Probability Models and Applications (Q4961443) (← links)
- MULTIVARIATE STATISTICAL INFERENCE UNDER MARGINAL STRUCTURE (Q5180208) (← links)
- On the Asymptotic Theory of Fixed-Size Sequential Confidence Bounds for Linear Regression Parameters (Q5509340) (← links)
- A Note on the Sphericity Test (Q5512604) (← links)
- (Q5558332) (← links)
- On testing a set of correlation coefficients for equality: Some asymptotic results (Q5567536) (← links)
