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Kluwer Academic Publishers | 論文
- Component Risk in Multiparameter Estimation
- The new test criterion for the homogeneity of parameters of several populations
- On tests for the mean direction of the Langevin distribution
- The asymptotic expansion of the distribution of Anderson′s statistic for testing a latent vector of a covariance matrix
- Asymptotic distribution of a generalized Hotelling′s T02 in the doubly noncentral case
- Asymptotic expansions for two-stage rank tests
- A two-stage rank test using density estimation
- Consistency and asymptotic normality of estimators in a proportional hazards model with interval censoring and left truncation
- On some joint laws in fluctuations of sums of random variables
- Testing for the equality of two binomial proportions
- On linear classification procedures between two categories with known mean vectors and covariance matrices
- Approximations to the probabilities of binomial and multinomial random variables and chi-square type statistics
- Asymptotic properties of self-consistent estimators with mixed interval-censored data
- Waiting time problems for a two-dimensional pattern
- On waiting time for reversed patterns in random sequences
- Pairwise-balanced,variance-balanced and resistant incomplete block desings revisited
- On a relationship between Uspensky′s theorem and Poisson approximations
- Limit theorems for the minimum interpoint distance between any pair of i.i.d. random points in Rd
- Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes
- On a stochastic inequality for Wilks statistic