The following pages link to Thomas J. Fisher (Q389303):
Displaying 15 items.
- A new test for sphericity of the covariance matrix for high dimensional data (Q149043) (← links)
- (Q160300) (redirect page) (← links)
- Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
- On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size (Q643409) (← links)
- Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (Q901577) (← links)
- Detecting and modeling changes in a time series of proportions (Q2135370) (← links)
- An analysis of crash-safety ratings and the true assessment of injuries by vehicle (Q2666990) (← links)
- ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714) (← links)
- AN IMPROVED MEASURE FOR LACK OF FIT IN TIME SERIES MODELS (Q4571209) (← links)
- New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing (Q4916512) (← links)
- Testing for correlation between two time series using a parametric bootstrap (Q5861478) (← links)
- A Cheap Trick to Improve the Power of a Conservative Hypothesis Test (Q5868189) (← links)
- An analysis of the impact of rent control on New York City housing (Q6148376) (← links)
- Immigrant residency and happiness in New York City (Q6148377) (← links)
- A spatial extension of weather forecasts (Q6178869) (← links)
