The following pages link to Australian Journal of Statistics (Q139911):
Displayed 50 items.
- A PERMUTATION PAIRED TEST ALLOWING FOR MISSING VALUES (Q139913) (← links)
- THE COMBINATION OF PROBABILITIES: AN APPLICATION OF ORTHONORMAL FUNCTIONS (Q151940) (← links)
- On a Characterization of Poisson Distribution Through Inequalities of Chernoff-Type (Q3026042) (← links)
- ON THE CONVERGENCE RESULT FOR THE SUPERCRITICAL BELLMAN-HARRIS PROCESS1 (Q3038343) (← links)
- ADMISSIBILITY OF LIKELIHOOD RATIO RULES IN COVARIATE CLASSIFICATION USING DEPENDENT SAMPLES (Q3038371) (← links)
- SPECIAL JOINT DISTRIBUTIONS OF MEIXNER VARIABLES1 (Q3038416) (← links)
- AN ESTIMATION PARADOX ARISING IN POPULATION GENETICS THEORY1 (Q3039137) (← links)
- A STOCHASTIC LOGISTIC MODEL WITH TIME DELAY (Q3040263) (← links)
- Contiguity of Probability Measures (Q3040293) (← links)
- GIL-PELAEZ-ROSÉN TRANSFORMATION OF DATA (Q3040330) (← links)
- MINIMAX ESTIMATION OF A MULTIVARIATE NORMAL MEAN UNDER A CONVEX LOSS FUNCTION (Q3040333) (← links)
- A NOTE ON THE MAXIMUM LIKELIHOOD ESTIMATION OF REGRESSION MODELS WITH FIRST ORDER MOVING AVERAGE ERRORS WITH ROOTS ON THE UNIT CIRCLE (Q3040370) (← links)
- ON THE REDUCTION OF BIAS IN DENSITY ESTIMATES1 (Q3042194) (← links)
- AN ANALYSIS OF CLASSICAL AND TIE-BREAKER TENNIS (Q3042907) (← links)
- THE MINIMUM OF HIGHER ORDER GAPS (Q3049679) (← links)
- A FACTORISATION THEOREM FOR ADEQUATE STATISTICS (Q3051217) (← links)
- ESTIMATION OF REALIZED SIGNAL TO NOISE RATIO FOR A PAIR OF MULTIVARIATE SIGNALS (Q3198721) (← links)
- COVARIANCES FOR FIXED INTERVAL SMOOTHED KALMAN FILTER PARAMETER ESTIMATES (Q3198757) (← links)
- IS THE ASSUMPTION OF UNIFORM INTRA-CLASS CORRELATION EVER NEEDED? (Q3203842) (← links)
- BAYESIAN TEST OF HYPOTHESIS IN THE MULTINOMIAL DISTRIBUTION (Q3207905) (← links)
- ON THE DISTRIBUTION OF SPHERICITY TEST CRITERION IN THE MULTIVARIATE GAUSSIAN DISTRIBUTION (Q3207921) (← links)
- ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS: NON-NORMAL CASE1 (Q3207927) (← links)
- UPPER BOUNDS FOR EFFICIENCY FACTORS IN BLOCK DESIGNS (Q3207944) (← links)
- ESTIMATING VARIANCES AND COVARIANCES OF SAMPLE AUTOCORRELATIONS AND AUTOCOVARIANCES (Q3207953) (← links)
- CONVERGENCE OF LEAST SQUARES ESTIMATES OF AUTOREGRESSIVE PARAMETERS1 (Q3207955) (← links)
- SEQUENTIAL SEARCHING SCHEMES FOR AN OPTIMAL DOSAGE (Q3207969) (← links)
- STATISTICAL STUDY OF A STOCHASTIC LOGARITHMIC MODEL WITH HEREDITARY BINARY INTERACTIONS1 (Q3208487) (← links)
- ON THE VARIANCE-COVARIANCE MATRIX IN MARKOVIAN MANPOWER SYSTEMS IN CONTINUOUS TIME (Q3209962) (← links)
- TESTING THE STABILITY OF REGRESSION COEFFICIENTS USING GENERALIZED RECURSIVE RESIDUALS (Q3210725) (← links)
- ON PPS SAMPLING WITHOUT REPLACEMENT ENSURING SELECTION PROBABILITIES EXACTLY PROPORTIONAL TO SIZES1 (Q3214018) (← links)
- SOME THEORY OF SAMPLING ON SUCCESSIVE OCCASIONS1 (Q3214019) (← links)
- MONOTONE BOUNDS ON THE CHI-SQUARED APPROXIMATION TO THE DISTRIBUTION OF PEARSON'S XSTATISTICS12 (Q3214113) (← links)
- CRITICAL VALUES FOR INFERENCE ABOUT NORMAL DISPERSION1 (Q3214114) (← links)
- A PROCEDURE FOR TESTING THE MEAN OF A NORMAL DISTRIBUTION1 (Q3214226) (← links)
- GROWTH RATE ESTIMATORS FOR ECONOMIC TIME SERIES1 (Q3214238) (← links)
- A TEST FOR THE NONPARAMETRIC TWO SAMPLE SCALE PROBLEM (Q3218932) (← links)
- THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS (Q3221111) (← links)
- CANONICAL VARIATE ANALYSIS-A GENERAL MODEL FORMULATION (Q3223670) (← links)
- STRATEGY, NONTRANSITIVE DOMINANCE AND THE EXPONENTIAL DISTRIBUTION (Q3223685) (← links)
- RANK TESTS FOR MULTIVARIATE TREND (Q3223701) (← links)
- THE CONVERGENCE OF AUTOCORRELATIONS AND AUTOREGRESSIONS1 (Q3223757) (← links)
- GENERATION LIFE TABLES FOR AUSTRALIA (Q3263145) (← links)
- SAMPLING ERRORS OF GENETIC CORRELATION COEFFICIENTS CALCULATED FROM ANALYSES OF VARIANCE AND COVARIANCE (Q3266760) (← links)
- ZERO CORRELATION AND INDEPENDENCE (Q3268668) (← links)
- NOTE ON HARMONIC AND GEOMETRIC MEANS (Q3271904) (← links)
- THE POWER OF A CROSS-OVER TEST FOR THE ARTIFICIAL STIMULATION OF RAIN (Q3272240) (← links)
- MODELS USED IN STATISTICAL STUDIES OF RELATIONS BETWEEN UNCONTROLLED VARIABLES* (Q3272286) (← links)
- ERRORS AND STOCHASTIC VARIATIONS IN LINEAR PROGRAMMING (Q3272325) (← links)
- AN EFFECT OF GENOTYPE X ENVIRONMENT INTERACTIONS ON ESTIMATION OF GENOTYPIC COVARIANCES1 (Q3272890) (← links)
- FIDUCIAL LIMITS FOR PARAMETERS IN COMPOUND HYPOTHESES (Q3274511) (← links)