nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A note on non-negative minimum bias MINQE in variance components model
|
Chaubey, Yogendra P. |
|
1991 |
11 |
5 |
p. 395-397 3 p. |
artikel |
2 |
Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model
|
Chi, Eric M. |
|
1991 |
11 |
5 |
p. 453-457 5 p. |
artikel |
3 |
Bayes minimax estimators of a multivariate normal mean
|
Li, Tze Fen |
|
1991 |
11 |
5 |
p. 373-377 5 p. |
artikel |
4 |
Convergence to a Gaussian limit as the normalization exponent tends to 1 2
|
Terrin, Norma |
|
1991 |
11 |
5 |
p. 419-427 9 p. |
artikel |
5 |
Distribution theory of runs via exchangeable random variables
|
Schuster, Eugene F. |
|
1991 |
11 |
5 |
p. 379-386 8 p. |
artikel |
6 |
Linear characterizations of the Poisson distribution
|
McKenzie, Ed. |
|
1991 |
11 |
5 |
p. 459-461 3 p. |
artikel |
7 |
On a likelihood ratio test for independence
|
Allaire, Jérôme |
|
1991 |
11 |
5 |
p. 449-452 4 p. |
artikel |
8 |
On the breakdown point of multivariate location estimators based on trimming procedures
|
Gordaliza, A. |
|
1991 |
11 |
5 |
p. 387-394 8 p. |
artikel |
9 |
Optimal block designs with minimal number of observations
|
Bapat, R.B. |
|
1991 |
11 |
5 |
p. 399-402 4 p. |
artikel |
10 |
Recursive estimation of the transition distribution function of a Markov process: A symptotic normality
|
Roussas, George G. |
|
1991 |
11 |
5 |
p. 435-447 13 p. |
artikel |
11 |
Smoothing parameter selection in hazard estimation
|
Sarda, P. |
|
1991 |
11 |
5 |
p. 429-434 6 p. |
artikel |
12 |
Strong limiting bounds for a sequence of moving maxima
|
Rothmann, Mark.D. |
|
1991 |
11 |
5 |
p. 403-410 8 p. |
artikel |
13 |
Theory and counterexamples for confidence limits on system reliability
|
Harris, Bernard |
|
1991 |
11 |
5 |
p. 411-417 7 p. |
artikel |