The following pages link to (Q5663198):
Displaying 50 items.
- Diagnostic testing and evaluation of maximum likelihood models (Q115750) (← links)
- New method of randomized forecasting using entropy-robust estimation: application to the world population prediction (Q272136) (← links)
- Estimation of the correlation coefficient in a bivariate probit model using the method of moments (Q374998) (← links)
- A bias-correction for Cramér's \(V\) and Tschuprow's \(T\) (Q395873) (← links)
- Statistical calibration of qRT-PCR, microarray and RNA-Seq gene expression data with measurement error models (Q400646) (← links)
- Entropy propagation analysis in stochastic structural dynamics: application to a beam with uncertain cross sectional area (Q487739) (← links)
- Asymptotic variance-covariance matrices for the linear structural model (Q537289) (← links)
- An optimal property of the Gauss-Markov estimator (Q581967) (← links)
- Stochastic specification and the estimation of share equations (Q599473) (← links)
- The geometry of enhancement in multiple regression (Q658143) (← links)
- Simulation of stopped diffusions (Q703771) (← links)
- Structurally determined inequality constraints on correlations in the cycle of linear dependencies (Q722030) (← links)
- Estimating fixed-effect panel stochastic frontier models by model transformation (Q736522) (← links)
- On tests of independence in a trivariate exponential distribution (Q792716) (← links)
- Are robust estimation methods useful in the structural errors-in- variables model? (Q794087) (← links)
- Analysis of the accuracy of the linear regression model for a change in the number of parameters (Q918608) (← links)
- Estimating a difference of Kullback-Leibler risks using a normalized difference of AIC (Q958337) (← links)
- Error-free milestones in error prone measurements (Q985011) (← links)
- Assortative mating for a quantitative character (Q1051570) (← links)
- The occurrence of outliers in the explanatory variable considered in an errors-in-variables framework (Q1062392) (← links)
- Weighted inversion numbers, restricted growth functions, and standard Young tableaux (Q1066903) (← links)
- Bayesian estimation in the two-parameter logistic model (Q1067736) (← links)
- A survey of algorithms for exact distributions of test statistics in r\(\times c\) contingency tables with fixed margins (Q1071432) (← links)
- The non-null distribution of the beta statistic in the test of the univariate general linear hypothesis, when the error distribution is spherically symmetric (Q1100823) (← links)
- An output error model and algorithm for electromagnetic system identification (Q1101051) (← links)
- Estimation of the slope in a linear functional relationship (Q1112499) (← links)
- The components of chi-squared statistics for goodness-of-fit tests (Q1114268) (← links)
- Constructing a usable overlapping cells \(X^ 2\) goodness of fit test (Q1115058) (← links)
- Maximum likelihood estimation of econometric frontier functions (Q1141445) (← links)
- Granger-causality in multiple time series (Q1162337) (← links)
- Restoring rank and consistency by orthogonal projection (Q1169252) (← links)
- Local Chernoff and Hodges-Lehmann efficiencies of linear rank tests for symmetry (Q1179890) (← links)
- Hodges-Lehmann and Chernoff efficiencies of linear rank statistics (Q1193962) (← links)
- A robust method of estimation based on the MML estimators for a simple linear regression model (Q1193993) (← links)
- The number of two-way tables satisfying certain additivity axioms (Q1224405) (← links)
- On the maximum likelihood estimation of a linear structural relationship when the intercept is known (Q1258144) (← links)
- Some statistical bounds for the accuracy of distance-based pattern classification (Q1258574) (← links)
- Two-stage procedure for the control of reliability by one control level (Q1269943) (← links)
- Observations of unequal accuracy in the Behrens-Fisher problem (Q1270446) (← links)
- Chernoff efficiency of the sign and Wilcoxon tests for testing the symmetry hypothesis (Q1313647) (← links)
- Linear methods in multimode data analysis for decision making (Q1318512) (← links)
- Parameter estimation in a stationary autoregressive process with correlated multiple observations (Q1330190) (← links)
- The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence (Q1359733) (← links)
- Type I error rates, power, and sample sizes for two-stage solutions to the Behrens-Fisher problem when population distributions are non-normal (Q1361518) (← links)
- Exact small-sample inference in stationary, fully regular, dynamic demand models (Q1580339) (← links)
- On multidimensional contingency tables with categories defined by the empirical quantiles of the marginal data (Q1589679) (← links)
- Asymptotical tests in \(2\times 2\) comparative trials: (unconditional approach). (Q1608909) (← links)
- Implicative analysis for multivariate binary data using an imprecise Dirichlet model (Q1611806) (← links)
- On association measures for continuous variables and correction for chance (Q1657892) (← links)
- Mastering uncertainty in industry. I: A global methodological approach based on examples (Q1732735) (← links)
