The following pages link to (Q3160233):
Displaying 10 items.
- A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems (Q387663) (← links)
- Step-up and step-down methods for testing multiple hypotheses in sequential experiments (Q419332) (← links)
- Theory and applications of a new methodology for the random sequential probability ratio test (Q713878) (← links)
- Empirical likelihood ratio tests with power one (Q1644202) (← links)
- Some variants of adaptive sampling procedures and their applications (Q1942898) (← links)
- Cornish-Fisher expansions for functionals of the weighted partial sum empirical distribution (Q2157408) (← links)
- Cornish-Fisher expansions for functionals of the partial sum empirical distribution (Q2360931) (← links)
- (Q4625046) (← links)
- Two-stage estimation for a normal mean having a known lower bound of variance with final sample size defined via Gini’s mean difference and mean absolute deviation (Q4689944) (← links)
- Sequential probability ratio test for zero inflation in counting data (Q6171859) (← links)
