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2. Statistical Inference for Chi-square Statistics or F-Statistics Based on Multiple Imputation

3. Bootstrap inference for unbalanced one-way classification model with skew-normal random effects.

4. On Bayesian Hotelling's T2 test for the mean.

5. Directed likelihood statistic to test the concentration parameter in von Mises regressions.

6. Testing nonlinearity of heavy-tailed time series.

7. Modelling and diagnostic tests for Poisson and negative-binomial count time series.

8. Higher-order asymptotic refinements in a multivariate regression model with general parameterization.

9. Estimation and hypothesis test for varying coefficient single-index multiplicative models.

10. Testing many constraints in possibly irregular models using incomplete U-statistics.

11. Covariance structure tests for multivariate t-distribution.

12. Goodness-of-fit tests for the one-sided Lévy distribution based on quantile conditional moments.

13. A Stationary Proportional Hazard Class Process and its Applications.

14. Types of Stickiness in BHV Phylogenetic Tree Spaces and Their Degree

15. Weighted least squares: A robust method of estimation for sinusoidal model.

16. Group sequential hypothesis tests with variable group sizes: Optimal design and performance evaluation.

17. Uniformly most accurate confidence intervals under weak restrictions.

18. On local power of likelihood-based tests in von Mises regressions.

19. Goodness-of-fit test for the one-sided Lévy distribution.

20. Confidence distributions and hypothesis testing.

21. Some additional remarks on statistical properties of Cohen's d in the presence of covariates.

22. Estimating changepoints in extremal dependence, applied to aviation stock prices during COVID-19 pandemic.

23. Goodness-of-fit tests for multinomial models with inverse sampling.

24. Power of goodness-of-fit tests and some competitive proposals based on progressively type-II censored data from a location-scale distribution.

25. On classes of consistent tests for the Type I Pareto distribution based on a characterization involving order statistics.

26. Subexponential-Time Algorithms for Sparse PCA.

27. The evaluation of the p-value as an estimator for the null hypothesis in the exponential distribution.

28. Uniformly most powerful tests under weak restrictions.

29. Bounds on generalized family-wise error rates for normal distributions.

30. Post-selection Inference in Multiverse Analysis (PIMA): an inferential framework based on the sign flipping score test

35. Flexible control of the median of the false discovery proportion

36. Time series regression models for zero-inflated proportions.

37. Behavior of FWER in Normal Distributions.

38. Epidemic change-point detection in general integer-valued time series.

39. Testing distribution for multiplicative distortion measurement errors.

40. Testing for main fixed effects: The symmetry assumption and monotone incomplete data.

41. Constrained Bayesian method for testing composite hypotheses concerning normal distribution with equal parameters.

42. Central limit theorems for functional Z-estimators with functional nuisance parameters.

43. Combining independent tests for a common parameter of several continuous distributions: a new test and power comparisons.

44. Testing powers of the ratio of variances of two normal populations with a common mean.

45. Scaling by subsampling for big data, with applications to statistical learning.

48. Fundamental Frequency and its Harmonics Model: A Robust Method of Estimation.

49. Explicit Non-Asymptotic Bounds for the Distance to the First-Order Edgeworth Expansion.

50. On Weighted Least Squares Estimators for Chirp Like Model.

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