The following pages link to J. Arthur Woodward (Q804151):
Displaying 20 items.
- Parameter estimation in linear multinomial models (Q804152) (← links)
- Asymptotic results for a conditional Poisson loglinear model (Q1117619) (← links)
- Application of optimal sign-vectors to reliability and cluster analysis (Q1133863) (← links)
- Inequalities among lower bounds to reliability: with applications to test construction and factor analysis (Q1151217) (← links)
- A simple test for heterogeneity of variance in complex factorial designs (Q1212768) (← links)
- Some developments in multivariate generalizability (Q1226981) (← links)
- On the exact convolution of discrete random variables (Q1354161) (← links)
- Shortest two-tailed confidence intervals (Q1363821) (← links)
- Estimating the Size of Closed Populations Using Inverse Multiple-Recapture Sampling (Q3489027) (← links)
- Minimum chi-square estimator and test for incomplete multidimensional contingency tables (Q3736739) (← links)
- A linear model for estimating the size of a closed population (Q3745135) (← links)
- Closed Form Estimators of Latent Cell Frequencies (Q3747526) (← links)
- The Asymptotic Covariance Matrix of the Maximum Likelihood Parameter Estimator in Conditional Poisson Log-linear Models (Q3747547) (← links)
- A General Statistical Model for Multifactorial Inheritance of Discontinuous Traits (Q3749998) (← links)
- (Q3776394) (← links)
- Analysis of simple main effects in fractional factorial experimental designs of resolution v (Q4275745) (← links)
- Sequential Defect Removal Sampling (Q4319536) (← links)
- The generalized likelihood ratio test for the pearson correlation<sup>∗</sup> (Q4337275) (← links)
- A wald test for the multivariate analysis of variance:small sample critical values (Q4387613) (← links)
- Some Extensions of a Linear Model for Categorical Variables (Q4725530) (← links)
