The following pages link to Christopher S. Withers (Q265131):
Displaying 50 items.
- Approximate moments of extremes (Q265132) (← links)
- Expansions for log densities of multivariate estimates (Q340136) (← links)
- Weighting cusums for increased power near the end points (Q352881) (← links)
- Expansions for quantiles and moments of extremes for distributions of exponential power type (Q354216) (← links)
- Density estimates of low bias (Q361878) (← links)
- Expansions for the distribution of the maximum from distributions with a power tail when a trend is present (Q370889) (← links)
- Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters (Q391631) (← links)
- Further solutions to Schrödinger's equation for the helium atom (Q410675) (← links)
- Reduction of bias and skewness with applications to second order accuracy (Q413994) (← links)
- Cornish-Fisher expansions about the \(F\)-distribution (Q419561) (← links)
- Generalized Cornish-Fisher expansions (Q420541) (← links)
- Unbiased estimates for a lognormal regression problem and a nonparametric alternative (Q421050) (← links)
- New expressions for repeated upper tail integrals of the normal distribution (Q429979) (← links)
- On the dependency for asymptotically independent estimates (Q438673) (← links)
- Moments and cumulants for the complex Wishart (Q450879) (← links)
- Expansions for log densities of asymptotically normal estimates (Q451385) (← links)
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models (Q457054) (← links)
- The spectral decomposition and inverse of multinomial and negative multinomial covariances (Q462132) (← links)
- The integral of the product of a power and Bessel's \(K_{\nu}\) function (Q462145) (← links)
- Simple alternatives for Box-Cox transformations (Q464377) (← links)
- The distribution of the maximum of the multivariate \(\mathrm{AR}(p)\) and multivariate \(\mathrm{MA}(p)\) processes (Q464462) (← links)
- A unified method for constructing expectation tolerance intervals (Q465618) (← links)
- Improving bias in kernel density estimation (Q467004) (← links)
- Expansions about the gamma for the distribution and quantiles of a standard estimate (Q479178) (← links)
- Non-parametric confidence intervals for covariance and correlation (Q483495) (← links)
- The distribution of the maximum of a first order moving average: the continuous case (Q483511) (← links)
- Moments and cumulants of a mixture (Q496943) (← links)
- Accurate confidence intervals for distributions with one parameter (Q594501) (← links)
- The misclassification error of the maximum likelihood procedure when deciding among a finite choice of distributions (Q604643) (← links)
- The distribution of the sample correlation from a complex normal (Q612611) (← links)
- Edgeworth expansions for the product of two complex random matrices each with iid compo\-nents (Q613191) (← links)
- Canonical regression models for exponential families (Q640688) (← links)
- The distribution of the maximum of a first order autoregressive process: The continuous case (Q641767) (← links)
- Estimates of low bias for the multivariate normal (Q643233) (← links)
- Power series solutions to Volterra integral equations (Q654724) (← links)
- Vector differential equations (Q668429) (← links)
- The distribution of the amplitude and phase of the mean of a sample of complex random variables (Q690966) (← links)
- Bias-reduced estimates for skewness, kurtosis, \(L\)-skewness and \(L\)-kurtosis (Q719482) (← links)
- Unbiased estimates for moments and cumulants in linear regression (Q719484) (← links)
- Negentropy as a function of cumulants (Q726316) (← links)
- A test for the independence of two Gaussian processes (Q760741) (← links)
- (Q788417) (redirect page) (← links)
- Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals (Q788418) (← links)
- Tilted Edgeworth expansions for asymptotically normal vectors (Q907061) (← links)
- Expansions for the multivariate normal (Q962224) (← links)
- The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions (Q979199) (← links)
- Moment inequalities for positive random variables (Q984692) (← links)
- Analytic bias reduction for \(k\)-sample functionals (Q987088) (← links)
- Expansions for the joint distribution of the sample maximum and sample estimate (Q987767) (← links)
- Some conditional expectation identities for the multivariate normal (Q990907) (← links)
