The following pages link to (Q4847217):
Displaying 50 items.
- Experimental Evaluation of Individualized Treatment Rules (Q112156) (← links)
- Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations (Q295567) (← links)
- Information-probabilistic description of the universe (Q332601) (← links)
- Practical implications of higher moments in risk management (Q413990) (← links)
- Investigation on the skewness for independent component analysis (Q415964) (← links)
- Scheduling in a dynamic heterogeneous distributed system using estimation error (Q436905) (← links)
- On the generalization of the Edgeworth/Gram-Charlier series (Q551819) (← links)
- Cornish-Fisher expansions using sample cumulants and monotonic transformations (Q642218) (← links)
- On the joint distribution of tree height and tree length under the coalescent (Q725147) (← links)
- A nonparametric two-sample Wald test of equality of variances (Q764795) (← links)
- Variance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap (Q816376) (← links)
- A method of calculating the downside risk by multivariate nonnormal distributions (Q842821) (← links)
- Moments of utility functions and their applications (Q869192) (← links)
- A new powerful version of the BUS test of normality (Q893019) (← links)
- Calculation of a formal moment generating function by using a differential operator (Q932802) (← links)
- Conditional VaR estimation using Pearson's type IV distribution (Q933511) (← links)
- Near-wall measurements of turbulence statistics in a fully developed channel flow with a novel laser Doppler velocity profile sensor (Q950521) (← links)
- On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests (Q955145) (← links)
- A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation (Q956985) (← links)
- A normal approximation for the chi-square distribution (Q957159) (← links)
- A large deviation approach to normality testing (Q957241) (← links)
- Confidence interval for a coefficient of quartile variation (Q959384) (← links)
- Analysis of high-dimensional repeated measures designs: the one sample case (Q961127) (← links)
- The choice of the number of bins for the \(M\) statistic (Q961830) (← links)
- Statistical results for system identification based on quantized observations (Q976217) (← links)
- Sensor analytics: Radioactive gas concentration estimation and error propagation (Q997246) (← links)
- A goodness-of-fit test for normality based on polynomial regression (Q1023550) (← links)
- Efficient and accurate approximate Bayesian inference with an application to insurance data (Q1023590) (← links)
- Estimation of autoregressive models with epsilon-skew-normal innovations (Q1026363) (← links)
- A partial-postponement decision cost model (Q1044133) (← links)
- The likelihood of various stock market return distributions. II: Empirical results (Q1360232) (← links)
- Simulation methods for mean and median bias reduction in parametric estimation (Q1361614) (← links)
- Edgeworth approximations to the distribution of the sample mean under simple random sampling (Q1380661) (← links)
- The variation of non-parametric estimates in closed-loop. (Q1421410) (← links)
- De Finetti's contribution to probability and statistics (Q1596111) (← links)
- A test of normality with high uniform power. (Q1614832) (← links)
- A mixture of generalized Tukey's \(g\) distributions (Q1658023) (← links)
- A family of the information criteria using the phi-divergence for categorical data (Q1662860) (← links)
- A new heuristic for workload balancing on identical parallel machines and a statistical perspective on the workload balancing criteria (Q1762126) (← links)
- A generalized Pearson system useful in reliability analysis (Q1871696) (← links)
- An approximation to the generalized hypergeometric distribution (Q1880328) (← links)
- Logarithmic quasi-homothetic preferences (Q1929066) (← links)
- Approximation of the Garrett-Munk internal wave spectrum (Q1933043) (← links)
- Modelling and simulating Lenski's long-term evolution experiment (Q1999487) (← links)
- Comparative risk aversion with two risks (Q2057256) (← links)
- Approximation of SDE solutions using local asymptotic expansions (Q2093297) (← links)
- Automated and distributed statistical analysis of economic agent-based models (Q2097979) (← links)
- Planktonic encounter rates in homogeneous isotropic turbulence: the case of predators with limited fields of sensory perception (Q2177173) (← links)
- Conservation effort and assessment of population size in fluctuating environments (Q2177339) (← links)
- A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables (Q2180065) (← links)
