The following pages link to Doyle L. Hawkins (Q1298899):
Displaying 33 items.
- (Q172022) (redirect page) (← links)
- Inference for the crossing point of two continuous cdf's (Q806862) (← links)
- A minimum average risk approach to shrinkage estimators of the normal mean (Q912518) (← links)
- Testing exponentiality against IDMRL distributions with unknown change point (Q1192969) (← links)
- Detecting shifts in functions of multivariate location and covariance parameters (Q1205461) (← links)
- A note on the asymptotic distribution of a statistic for testing stability of a correlation coefficient (Q1262640) (← links)
- A central limit theorem for certain nonlinear statistics in repeated sampling of a finite population (Q1265997) (← links)
- Truncated multiple inverse sampling in post-stratification (Q1298900) (← links)
- Can the finiteness of a mean be tested? (Q1359802) (← links)
- Multivariate Failure Time Analysis when only the Time to First Failure is Observed (Q3085299) (← links)
- Improved estimators of regression coefficients in measurement error models (Q3135444) (← links)
- On Simulating Wiener Integrals and Their Expectations (Q3416000) (← links)
- Some Practical Problems in Implementing a Certain Sieve Estimator of the Gaussian Mean Function (Q3471407) (← links)
- Estimating changes in a multi-parameter exponential family (Q3473078) (← links)
- A u-i approach to retrospective testing for shifting parameters in a linear model (Q3474071) (← links)
- (Q3497067) (← links)
- (Q3716132) (← links)
- Sequential procedures for monltoring the parameters of the autoregressive model relative to unspecified targets (Q3716133) (← links)
- (Q3745052) (← links)
- Bivariate distributions of some ratios of independent noncentral chi-square random variables (Q3753303) (← links)
- (Q3780254) (← links)
- Retrospective and sequential tests for a change in distribution based on kolmogorov-smirnov-type statistics (Q3805686) (← links)
- A gateaux-scores test of equality versus crossing hazards of two survival distributions (Q3837423) (← links)
- Estimating Transition Probabilities from Aggregate Samples Augmented by Haphazard Recaptures (Q4335687) (← links)
- (Q4384068) (← links)
- Estimating Transition Probabilities from Aggregate Samples Plus Partial Transition Data (Q4670426) (← links)
- Power of analysis of covariance tests under conditional specification (Q4720597) (← links)
- A power comparison of three tests for design effects in a random effects covariance model (Q4725549) (← links)
- A sequential procedure for monitoring the mean of a shot noise process (Q4731997) (← links)
- A smooth adaptive estimator of the mean of a symmetric or asymmetric distribution (Q4843709) (← links)
- An adaptive estimator of location based on the t-family (Q4843759) (← links)
- Statistical considerations in bioequivalence of two area under the concentration–time curves obtained from serial sampling data (Q5129002) (← links)
- A proof of the asymptotic normality of the inverse sampling estimator in finite population sampling (Q5929951) (← links)
