UB Paderborn / Katalog / Suche / in CDI

A Strong Representation for Linear Combinations of Order Statistics with Application to Fixed-Width Confidence Intervals for Location and Scale Parameters

Scandinavian journal of statistics, 1983-01, Vol.10 (2), p.97-115

1983

Volltextzugriff (PDF)

Evaluating Correlation with Proper Bounds

Biometrics, 1992-12, Vol.48 (4), p.1207-1213

1992

Volltextzugriff (PDF)

Parameter Estimation for Differential Equation Models Using a Framework of Measurement Error in Regression Models

Journal of the American Statistical Association, 2008-12, Vol.103 (484), p.1570-1583

2008

Volltextzugriff (PDF)

Nonparametric Estimation With Recurrent Event Data

Journal of the American Statistical Association, 2001-12, Vol.96 (456), p.1299-1315

2001

Volltextzugriff (PDF)

Multidimensional Residual Analysis of Point Process Models for Earthquake Occurrences

Journal of the American Statistical Association, 2003-12, Vol.98 (464), p.789-795

Schoenberg, Frederic Paik

2003

Volltextzugriff (PDF)

Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models

Scandinavian journal of statistics, 2003-06, Vol.30 (2), p.277-295

2003

Volltextzugriff (PDF)

Semi-Parametric Models for the Multivariate Tail Dependence Function - the Asymptotically Dependent Case

Scandinavian journal of statistics, 2008-12, Vol.35 (4), p.701-718

2008

Volltextzugriff (PDF)

A Space-Time Conditional Intensity Model for Evaluating a Wildfire Hazard Index

Journal of the American Statistical Association, 2005-03, Vol.100 (469), p.26-35

2005

Volltextzugriff (PDF)

Statistical Inference under Symmetry

International statistical review, 2004-12, Vol.72 (3), p.409-422

Helland, Inge S.

2004

Volltextzugriff (PDF)

Bayesian Model Selection in Finite Mixtures by Marginal Density Decompositions

Journal of the American Statistical Association, 2001-12, Vol.96 (456), p.1316-1332

2001

Volltextzugriff (PDF)

Studies in the history of probability and statistics XLVI. Measure into probability: from Lebesgue to Kolmogorov

Biometrika, 2000-03, Vol.87 (1), p.145-156

Bingham, N. H.

2000

Volltextzugriff (PDF)

Dot Plots

The American statistician, 1999-08, Vol.53 (3), p.276-281

Wilkinson, Leland

1999

Volltextzugriff (PDF)

Finite Groups of Matrices Whose Entries Are Integers

The American mathematical monthly, 2002-02, Vol.109 (2), p.173-186

2002

Volltextzugriff (PDF)

Asymptotic Posterior Normality for Stochastic Processes Revisited

Journal of the Royal Statistical Society. Series B, Statistical methodology, 1987-01, Vol.49 (2), p.215-222

1987

Volltextzugriff (PDF)

Resistant Smoothing Using the Fast Fourier Transform

Applied statistics, 1987, Vol.36 (1), p.104-111

Härdle, W.

1987

Volltextzugriff (PDF)

A Test of Exponentiality Vs. Monotone-Hazard Alternatives Derived from the Empirical Characteristic Function

Journal of the Royal Statistical Society. Series B, Statistical methodology, 1986-01, Vol.48 (2), p.206-213

1986

Volltextzugriff (PDF)

Menü

Weitere Dienste

Einstellungen

A Strong Representation for Linear Combinations of Order Statistics with Application to Fixed-Width Confidence Intervals for Location and Scale Parameters

Evaluating Correlation with Proper Bounds

Parameter Estimation for Differential Equation Models Using a Framework of Measurement Error in Regression Models

Nonparametric Estimation With Recurrent Event Data

Multidimensional Residual Analysis of Point Process Models for Earthquake Occurrences

Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models

Semi-Parametric Models for the Multivariate Tail Dependence Function - the Asymptotically Dependent Case

A Space-Time Conditional Intensity Model for Evaluating a Wildfire Hazard Index

Statistical Inference under Symmetry

Bayesian Model Selection in Finite Mixtures by Marginal Density Decompositions

Studies in the history of probability and statistics XLVI. Measure into probability: from Lebesgue to Kolmogorov

Dot Plots

Finite Groups of Matrices Whose Entries Are Integers

Asymptotic Posterior Normality for Stochastic Processes Revisited

Resistant Smoothing Using the Fast Fourier Transform

A Test of Exponentiality Vs. Monotone-Hazard Alternatives Derived from the Empirical Characteristic Function

Aktive Filter

Suchergebnisse filtern