| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A note on efficient regression estimators with positive breakdown point
|
Morgenthaler, S.
|
|
1991
|
11 |
6 |
p. 469-472
4 p.
|
artikel
|
| 2 |
Author index volume 11 (1991)
|
|
|
1991
|
11 |
6 |
p. 553-556
4 p.
|
artikel
|
| 3 |
Bayesian predictive intervals for a mixture of exponential failure-time distributions with censored samples
|
Sloan, J.A.
|
|
1991
|
11 |
6 |
p. 537-545
9 p.
|
artikel
|
| 4 |
Confidence intervals on ratios of positive linear combinations of variance components
|
Ting, Naitee
|
|
1991
|
11 |
6 |
p. 523-528
6 p.
|
artikel
|
| 5 |
Correcting remarks on “characterization of normality within the class of elliptical contoured distributions”
|
Cacoullos, T.
|
|
1991
|
11 |
6 |
p. 551-552
2 p.
|
artikel
|
| 6 |
Functional limit theorems for inverse bootstrap processes of sample quantiles
|
Falk, Michael
|
|
1991
|
11 |
6 |
p. 529-536
8 p.
|
artikel
|
| 7 |
Large sample distribution of the sample total in a generalized rejective sampling scheme
|
Rao Jammalamadaka, S.
|
|
1991
|
11 |
6 |
p. 463-468
6 p.
|
artikel
|
| 8 |
Limits of Bayes estimators in convex, truncated parameter spaces
|
Charras, Alec
|
|
1991
|
11 |
6 |
p. 479-483
5 p.
|
artikel
|
| 9 |
Lorenz ordering of exponential order statistics
|
Arnold, Barry C.
|
|
1991
|
11 |
6 |
p. 485-490
6 p.
|
artikel
|
| 10 |
Neyman's C(α) test and Rao's efficient score test for composite hypotheses
|
Kocherlakota, S.
|
|
1991
|
11 |
6 |
p. 491-493
3 p.
|
artikel
|
| 11 |
On Ling's binomial and negative binomial distributions of order k
|
Hirano, K.
|
|
1991
|
11 |
6 |
p. 503-509
7 p.
|
artikel
|
| 12 |
Parameter estimation for some time series models without contiguity
|
Davis, Richard A.
|
|
1991
|
11 |
6 |
p. 515-521
7 p.
|
artikel
|
| 13 |
Shannon entropy type measure of departure from uniform association in cross-classifications having ordered categories
|
Tomizawa, Sadao
|
|
1991
|
11 |
6 |
p. 547-550
4 p.
|
artikel
|
| 14 |
Testing for the mean vector of a multivariate normal distribution with a possibly singular dispersion matrix and related results
|
Bhimasankaram, P.
|
|
1991
|
11 |
6 |
p. 473-478
6 p.
|
artikel
|
| 15 |
Testing for the redundancy of variables in principal components analysis
|
Schott, James R.
|
|
1991
|
11 |
6 |
p. 495-501
7 p.
|
artikel
|
| 16 |
Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
|
Jones, M.C.
|
|
1991
|
11 |
6 |
p. 511-514
4 p.
|
artikel
|
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