The following pages link to (Q4326395):
Displaying 50 items.
- Sensitivity of normal-based triple sampling sequential point estimation to the normality assumption (Q394582) (← links)
- Lower confidence bounds for the probabilities of correct selection (Q544479) (← links)
- Multistage methodologies for fixed-width simultaneous confidence intervals for all pairwise comparisons (Q1299082) (← links)
- Estimation after sequential selection and ranking (Q1359952) (← links)
- A \(k\)-stage sequential sampling procedure for estimation of normal mean (Q1378767) (← links)
- Multiple crossing sequential fixed-size confidence region methodologies for a multivariate normal mean vector (Q1731231) (← links)
- Sequential negative binomial problems and statistical ecology: a selected review with new directions (Q1731374) (← links)
- Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem (Q1786904) (← links)
- On two-stage comparisons with a control under heteroscedastic normal distributions (Q1930613) (← links)
- Some variants of adaptive sampling procedures and their applications (Q1942898) (← links)
- An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions (Q2065485) (← links)
- Purely sequential minimum risk point estimation (MRPE) for a survival function in an exponential distribution: illustration with remission times for bladder cancer patients (Q2081718) (← links)
- Constructions of new classes of one- and two-sample nonparametric location tests (Q2176365) (← links)
- On general asymptotically second-order efficient purely sequential fixed-width confidence interval (FWCI) and minimum risk point estimation (MRPE) strategies for a normal mean and optimality (Q2221228) (← links)
- Purely sequential point estimation of a function of the mean in an exponential distribution (Q2241481) (← links)
- Improving Hall's accelerated sequential procedure: generalized multistage fixed-width confidence intervals for a normal mean (Q2241625) (← links)
- Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data (Q2321986) (← links)
- Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies (Q2329873) (← links)
- On a new interpretation of the sample variance (Q2392700) (← links)
- A conversation with Shelemyahu Zacks (Q2503970) (← links)
- A BOUNDARY CROSSING PROBLEM WITH APPLICATION TO SEQUENTIAL ESTIMATION (Q2747094) (← links)
- Two-Stage Nonparametric Sequential Estimation of the Directional Density with Complete and Missing Observations (Q2787033) (← links)
- A Generalization of the Partition Problem (Q2787036) (← links)
- Confidence Interval Estimation Following SPRT in a Normal Distribution with Equal Mean and Variance (Q2787037) (← links)
- Sensitivity Analysis of Multistage Sampling to Departure of an Underlying Distribution from Normality with Computer Simulations (Q2787038) (← links)
- Multistage point estimation methodologies for a negative exponential location under a modified linex loss function: Illustrations with infant mortality and bone marrow data (Q2816632) (← links)
- On lattice event probabilities for Levin-Robbins-Leu subset selection procedures (Q2830724) (← links)
- Multistage estimation of the difference of locations of two negative exponential populations under a modified Linex loss function: Real data illustrations from cancer studies and reliability analysis (Q2830725) (← links)
- Non-Parametric Sequential Estimation of a Regression Function Based on Dependent Observations (Q2854352) (← links)
- On fixed-accuracy and bounded accuracy confidence interval estimation problems in Fisher’s “Nile” example (Q2958402) (← links)
- Principles of Optimal Sequential Planning (Q3155676) (← links)
- On Sequential Data-Driven Density Estimation (Q3155709) (← links)
- Robustness of a Two-Stage Selection Procedure When Variances Are Unequal (Q3194551) (← links)
- Sequential Design and Estimation in Heteroscedastic Nonparametric Regression (Q3430292) (← links)
- On Two-Stage Selection of the Best Negative Exponential Population with Applications (Q3560809) (← links)
- Does the Selected Normal Population Have the Smallest Variance? (Q3560810) (← links)
- A Three-Stage Selection Procedure With an Exact Consistency (Q3585260) (← links)
- Multistage Tests of Multiple Hypotheses (Q3585262) (← links)
- Plug-In Two-Stage Normal Density Estimation Under MISE Loss: Unknown Variance (Q3630052) (← links)
- On Exact and Asymptotic Properties of Two-Stage and Sequential Estimation of the Normal Mean Under LINEX Loss (Q3645023) (← links)
- On Approximate Optimality of the Sample Size for the Partition Problem (Q3645032) (← links)
- Selecting the Best Component of a Multivariate Normal Population (Q3645037) (← links)
- A SEQUENTIAL PROCEDURE WITH ELIMINATION FOR PARTITIONING A SET OF NORMAL POPULATIONS HAVING A COMMON UNKNOWN VARIANCE (Q4331110) (← links)
- An overview of sequential nonparametric density estimation (Q4378926) (← links)
- Multistage partial piecewise sampling and its applications (Q4384955) (← links)
- A Class of Selection Procedures for Location Parameters Using Sub-sample Medians (Q4439630) (← links)
- Purely sequential bounded-risk point estimation of the negative binomial means under various loss functions: Multi-sample problems (Q4603857) (← links)
- EDA on the asymptotic normality of the standardized sequential stopping times, Part-I: Parametric models (Q4632467) (← links)
- Sequentially estimating the required optimal observed number of tagged items with bounded risk in the recapture phase under inverse binomial sampling (Q4632470) (← 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)
