UB Paderborn / Katalog / Suche / in CDI

Sortiert nach

Einfacher Volltextzugriff von (fast) überall

Installieren Sie die LibKey Nomad-Browsererweiterung und erhalten Sie von vielen Webseiten einfachen Zugriff auf lizenzierte Volltexte oder Open Access Publikationen. Mehr erfahren...

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)

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)

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)

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)

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)

Statistical Inference under Symmetry

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

Helland, Inge S.

2004

Volltextzugriff (PDF)

The Early History of the Cumulants and the Gram-Charlier Series

International statistical review, 2000-08, Vol.68 (2), p.137-153

Hald, Anders

2000

Volltextzugriff (PDF)

Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models

Journal of the Royal Statistical Society. Series B, Statistical methodology, 1984-07, Vol.46 (3), p.353-376

Davis, M. H. A.

1984

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)

Likelihood Inference for Gibbs Processes in the Analysis of Spatial Point Patterns

International statistical review, 2001-04, Vol.69 (1), p.81-104

2001

Volltextzugriff (PDF)

Moderate Deviations for Bayes Posteriors

Scandinavian journal of statistics, 2002-03, Vol.29 (1), p.153-167

2002

Volltextzugriff (PDF)

Dot Plots

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

Wilkinson, Leland

1999

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)

Finite Groups of Matrices Whose Entries Are Integers

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

2002

Volltextzugriff (PDF)

Power Robustification of Approximately Linear Tests

Journal of the American Statistical Association, 1995-09, Vol.90 (431), p.1025-1033

1995

Volltextzugriff (PDF)

Approximation of Upper Lyapunov Exponents of Bilinear Stochastic Differential Systems

SIAM journal on numerical analysis, 1991-08, Vol.28 (4), p.1141-1164

Talay, Denis

1991

Volltextzugriff (PDF)

Likelihood Analysis of Spatial Point Patterns

Journal of the Royal Statistical Society. Series B, Statistical methodology, 1984-07, Vol.46 (3), p.496-518

1984

Volltextzugriff (PDF)

Some simple properties of sums of random variables having long-range dependence

Proceedings of the Royal Society of London. Series A, Mathematical and physical sciences, 1989-08, Vol.424 (1867), p.255-262

1989

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)

Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models

Econometrica, 1991-05, Vol.59 (3), p.755-786

Robinson, P. M.

1991

Volltextzugriff (PDF)

Resistant Smoothing Using the Fast Fourier Transform

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

Härdle, W.

1987

Volltextzugriff (PDF)

1 – 25 von 25

Suche als RSS-Feed

Aktive Filter

KollektionProject MUSE

SpracheBulgarisch

ThemaDiscrete Mathematics

ThemaStudies

KollektionJSTOR Complete Journals

ThemaMathematics

ThemaSciences And Techniques Of General Use

Suchergebnisse filtern

Filter anzeigen

Nur zeigen

Geprüft (Peer-Review)
(25)
Mit Volltextzugriff
(20)

Publikationsform

Artikel
(25)

Sprache

Englisch
(25)

Erscheinungsjahr

n.n

Thema

Exact Sciences And Technology
(25)
Probability And Statistics
(23)
Science & Technology
(20)
Statistics
(20)
Physical Sciences
(19)
Statistics & Probability
(18)
Approximation
(8)
Estimators
(7)
Random Variables
(7)
Applications
(6)
Probability Theory And Stochastic Processes
(6)
Coefficients
(5)
Estimation Methods
(5)
General Topics
(5)
Mathematical Functions
(5)
Maximum Likelihood Estimation
(5)
Modeling
(5)
Parametric Models
(5)

13 weitere anzeigen...

Weniger anzeigen...

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

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

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

Nonparametric Estimation With Recurrent Event Data

Multidimensional Residual Analysis of Point Process Models for Earthquake Occurrences

Bayesian Model Selection in Finite Mixtures by Marginal Density Decompositions

Statistical Inference under Symmetry

The Early History of the Cumulants and the Gram-Charlier Series

Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models

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

Likelihood Inference for Gibbs Processes in the Analysis of Spatial Point Patterns

Moderate Deviations for Bayes Posteriors

Dot Plots

Asymptotic Posterior Normality for Stochastic Processes Revisited

Finite Groups of Matrices Whose Entries Are Integers

Power Robustification of Approximately Linear Tests

Approximation of Upper Lyapunov Exponents of Bilinear Stochastic Differential Systems

Likelihood Analysis of Spatial Point Patterns

Some simple properties of sums of random variables having long-range dependence

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

Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models

Resistant Smoothing Using the Fast Fourier Transform

Aktive Filter

Suchergebnisse filtern