Pages that link to "Item:Q5794396"
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The following pages link to Application of the Method of Mixtures to Quadratic Forms in Normal Variates (Q5794396):
Displaying 35 items.
- On the linear combinations of stochastic variables (Q758791) (← links)
- Component risk in multiparameter estimation (Q1086944) (← links)
- Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures (Q1110214) (← links)
- Some bounds on the distribution functions of linear combinations and applications (Q1137831) (← links)
- On the distribution of a quadratic form in a multivariate normal sample (Q1213261) (← links)
- Sample size problems in ANOVA Bayesian point of view (Q1378808) (← links)
- Improved estimation of the smallest scale parameter of gamma distributions (Q1726166) (← links)
- Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables (Q2002719) (← links)
- On the exact distribution of the difference between two chi-square variables (Q2089395) (← links)
- A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion (Q2092898) (← links)
- Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavity (Q2350048) (← links)
- Estimation of the smallest normal variance with applications to variance components models (Q2406801) (← links)
- Exact critical values for one-way fixed effects models with random sample sizes (Q2423534) (← links)
- On bilateral and unilateral statistics for tests concerning means of normal populations (Q2527112) (← links)
- On mixtures of \(\chi^ 2\)-and \(F\)-distributions which yield distributions of the same family (Q2527597) (← links)
- A comparison of efficient approximations for a weighted sum of chi-squared random variables (Q2628891) (← links)
- The distribution of the non-central Wilks statistic in the complex case (Q2667608) (← links)
- Expressions for the distribution and percentiles of the sums and products of chi-squares (Q2863109) (← links)
- Time varying betas and the unconditional distribution of asset returns (Q2869990) (← links)
- A test for variance-covarianch parameters in normal linear models (Q3711533) (← links)
- Linear generalizations of various matric-t distributions (Q3793541) (← links)
- A mixture approximation to the distribution of a weighted sum of chi-squared variables (Q3949800) (← links)
- Interval estimation in two way nested unbalanced random model (Q4012366) (← links)
- Misspecified T<sup>2</sup> tests. II. series expansions (Q4019228) (← links)
- Robustness of power in the analysis of variance (Q4098508) (← links)
- A simple derivation of the distribution of the multiple correlation coefficient (Q4176824) (← links)
- Distribution of a Sum of Weighted Central Chi-Square Variables (Q4678830) (← links)
- Control of the truncation errors for generalized<i>F</i>distributions (Q4913936) (← links)
- On the Distribution of Linear Combinations of Chi-Square Random Variables (Q5050413) (← links)
- The Mellin Transform to Manage Quadratic Forms in Normal Random Variables (Q5057280) (← links)
- Fixed effects ANOVA: an extension to samples with random size (Q5219494) (← links)
- A system reliability approach to linear programming (Q5641016) (← links)
- Wilks' Integral Equations in Multivariate Distribution Theory (Q5750159) (← links)
- Closed Testing with Globaltest, with Application in Metabolomics (Q6055856) (← links)
- Globaltest confidence regions and their application to ridge regression (Q6064180) (← links)
