| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A note on conditions for the asymptotic normality of the conditional maximum likelihood estimator in log odds ratio regression
|
Forbes, Andrew B.
|
|
1993
|
18 |
2 |
p. 137-146
10 p.
|
article
|
| 2 |
A resampling design for computing high-breakdown regression
|
Rousseeuw, Peter J.
|
|
1993
|
18 |
2 |
p. 125-128
4 p.
|
article
|
| 3 |
Bayesian interim analysis of censored exponential observations
|
Geisser, Seymour
|
|
1993
|
18 |
2 |
p. 163-168
6 p.
|
article
|
| 4 |
Convergence of random power series with pairwise independent Banach-space-valued coefficients
|
Roters, Markus
|
|
1993
|
18 |
2 |
p. 121-123
3 p.
|
article
|
| 5 |
Estimating coefficients of two-phase linear regression model with autocorrelated errors
|
Lee, Tze-San
|
|
1993
|
18 |
2 |
p. 113-120
8 p.
|
article
|
| 6 |
Intervention analysis with nonlinear dependent noise variation
|
Sarkar, A.
|
|
1993
|
18 |
2 |
p. 91-103
13 p.
|
article
|
| 7 |
On a counting variable in the theory of discrete-parameter Markov chains
|
Csenki, Attila
|
|
1993
|
18 |
2 |
p. 105-112
8 p.
|
article
|
| 8 |
On a stochastic differentiation formula for Hilbert-Schmidt valued stochastic integrals
|
Pérez, Josefa Linares
|
|
1993
|
18 |
2 |
p. 129-135
7 p.
|
article
|
| 9 |
Pitman closeness for Stein-rule estimators of regression coefficients
|
Srivastava, A.K.
|
|
1993
|
18 |
2 |
p. 85-89
5 p.
|
article
|
| 10 |
Sooner and later waiting time problems for Markovian Bernoulli trials
|
Balasubramanian, K.
|
|
1993
|
18 |
2 |
p. 153-161
9 p.
|
article
|
| 11 |
When will the sample paths be step function for two-parameter stochastic processes
|
Zhou, Xiao-Wen
|
|
1993
|
18 |
2 |
p. 147-151
5 p.
|
article
|
Journal description