nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A central limit theorem for functionals of the Kaplan—Meier estimator
|
Yang, Song |
|
1994 |
21 |
5 |
p. 337-345 9 p. |
artikel |
2 |
A Kolmogorov inequality for U-statistics based on Bernoulli kernels
|
Christofides, Tasos C. |
|
1994 |
21 |
5 |
p. 357-362 6 p. |
artikel |
3 |
A note on necessary and sufficient conditions for proving that a random symmetric matrix converges to a given limit
|
Strawderman, Robert L. |
|
1994 |
21 |
5 |
p. 367-370 4 p. |
artikel |
4 |
A quasi-likelihood approach to the REML estimating equations
|
Heyde, C.C. |
|
1994 |
21 |
5 |
p. 381-384 4 p. |
artikel |
5 |
Author index for volume 21 (1994)
|
|
|
1994 |
21 |
5 |
p. 421-422 2 p. |
artikel |
6 |
Berry—Esseen bounds for finite-population t-statistics
|
Rao, C.R. |
|
1994 |
21 |
5 |
p. 409-416 8 p. |
artikel |
7 |
Cramér's estimate for Lévy processes
|
Bertoin, J. |
|
1994 |
21 |
5 |
p. 363-365 3 p. |
artikel |
8 |
Equivalence of relations for order statistics for exchangeable and arbitrary cases
|
Balasubramanian, K. |
|
1994 |
21 |
5 |
p. 405-407 3 p. |
artikel |
9 |
Estimation of the autocorrelation coefficient in the presence of a regression trend
|
Schick, Anton |
|
1994 |
21 |
5 |
p. 371-380 10 p. |
artikel |
10 |
Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices
|
Young, Dean M. |
|
1994 |
21 |
5 |
p. 395-403 9 p. |
artikel |
11 |
Maxima of bivariate random vectors: Between independence and complete dependence
|
Hüsler, J. |
|
1994 |
21 |
5 |
p. 385-394 10 p. |
artikel |
12 |
Minimum distance estimation in linear models with long-range dependent errors
|
Mukherjee, Kanchan |
|
1994 |
21 |
5 |
p. 347-355 9 p. |
artikel |
13 |
Selecting variables for discrimination when covariance matrices are unequal
|
Paranjpe, S.A. |
|
1994 |
21 |
5 |
p. 417-419 3 p. |
artikel |