Technometrics

Volume 15.

(as bibtex)

88 references.

Articles

• 1-12. Formulation of a nonlinear predictor (Com: p13-17)
  Nelson, Judith Zeh, Van Ness, John W.
• 103-112. Quality control methods for multivariate binomial and Poisson distributions
  Patel, H. I.
• 113-123. Response surface optimization when experimental factors are subject to costs and constraints
  Heller, Nelson B., Staats, Glenn E.
• 125-132. Best tests for zero drift based on first passage times in Brownian motion
  Nadas, Arthur, Nádas, Arthur
• 13-17. Comments on ``Formulation of a nonlinear predictor''
  Lawton, William H.
• 133-150. Linear estimation of a regression relationship from censored data. Part II: Best linear unbiased estimation and theory
  Nelson, Wayne, Hahn, Gerald J.
• 151-166. A dual purpose cost based quality control system
  Schmidt, J. W., Taylor, R. E.
• 167-175. Detection of failure rate increases
  Lorden, G., Eisenberger, I.
• 177-182. On a test for the equality of two exponential distributions
  Weinman, David G., Dugger, Gene, Franck, W. E., Hewett, John E.
• 183-186. On the performance of power of tests for the comparison of exponential distributions
  Dubey, Satya D.
• 187-190. Double sample tests for hypotheses about the mean of an exponential distribution
  Bulgren, William G., Hewett, John E.
• 19-27. Likelihood ratio test for discrimination between two models with unknown location and scale parameters (Com: V15 p29-31)
  Dumonceaux, Robert, Antle, Charles E., Haas, Gerald
• 191-193. Determination of number of failures to control risks of erroneous judgments in exponential life testing
  Grubbs, Frank E.
• 207-208. Addendum to ``An application of stochastic and dynamic models for the control of a papermaking process'' (V14 p481-496)
  Wu, S. M.
• 209-218. Least squares estimation for a class of non-linear models
  Guttman, Irwin, Pereyra, Victor, Scolnik, Hugo D.
• 219-231. Choosing a nonlinear predictor
  Nelson, Judith Zeh, Van Ness, John W.
• 233-247. The estimation of parameters in nonlinear, implicit models
  Britt, H. I., Luecke, R. H.
• 249-253. Fiducial, frequency, and Bayesian inference on reliability for the two parameter negative exponential distribution
  Pierce, Donald A.
• 255-269. The transient reliability behavior of series systems or superimposed renewal processes
  Blumenthal, S., Greenwood, J. A., Herbach, L.
• 271-277. Estimation in compound exponential failure models -- When the data are grouped
  Boardman, Thomas J.
• 279-288. Results for one or more independent censored samples from the Weibull or extreme-value distribution
  Bain, Lee J.
• 289-299. Inference from accelerated life tests using Arrhenius type re-parameterizations
  Singpurwalla, Nozer D.
• 29-31. Comments on ``Likelihood ratio test for discrimination between two models with unknown location and scale parameters''
  Harter, H. Leon
• 301-317. Response surface techniques for dual response systems
  Myers, Raymond H., Carter, Walter H., Jr
• 319-328. Secondary criteria in the selection of minimum bias designs in two variables
  Thompson, William O.
• 329-339. Estimating the expected probability of misclassification for a rule based on the linear discriminant function: Univariate normal case
  Sorum, M.
• 33-51. Some problems associated with the analysis of multiresponse data
  Box, G. E. P., Hunter, W. G., MacGregor, J. F., Erjavec, J.
• 341-351. The statistical analysis of stellar X-ray sources
  Saunders, Sam C.
• 353-363. A stochastic model of microscale air pollution from highway traffic (Corr: V15 p949)
  Marcus, Allan H.
• 365-378. A class of probability distributions with application to aircraft flight path analysis
  Burgerhout, Th. J.
• 379-384. Empirical equations for approximating tabular $F$ values (Add: V15 p947)
  Johnson, Eric E.
• 385-404. Premium and protection of several procedures for dealing with outliers when sample sizes are moderate to large
  Guttman, Irwin
• 405-407. Solution of equations involving centrosymmetric matrices
  Andrew, A. L.
• 409-414. Estimators of coefficient of variation using $k$ samples
  Zeigler, R. K.
• 415-418. Estimation in the exponential distribution
  Cohen, A. Clifford, Helm, Frederick Russell
• 437-455. Experiments with mixtures: A review
  Cornell, John A.
• 457-462. Maximum likelihood estimation of correlation between variates having equal coefficients of variation
  Azen, S. P., Reed, A. H.
• 463-481. Instabilities of regression estimates relating air pollution to mortality (Com: V16 p641)
  McDonald, Gary C., Schwing, Richard C.
• 483-488. Comparison of approximate confidence intervals for the exponential scale parameter from sample quantiles
  Kaminsky, Kenneth S.
• 489-496. Estimation of the scale parameter of the chi distribution based on sample quantiles
  Dyer, D. D.
• 497-508. On biased estimation in linear models
  Mayer, Lawrence S., Willke, Thomas A.
• 509-515. Fitting partially linear models by weighted least squares
  Harville, David A.
• 517-528. Techniques for the analysis of mixture data
  Snee, Ronald D.
• 529-539. Reliability of an independent component, $s$-spare system with exponential life times and general repair times
  Bhat, U. Narayan
• 53-66. Errors of measurement, precision, accuracy and the statistical comparison of measuring instruments
  Grubbs, Frank E.
• 541-549. Some complete and censored sampling results for the Weibull or extreme-value distribution
  Engelhardt, Max, Bain, Lee J.
• 551-558. The estimation of $\Pr(Y<X)$ in the normal case
  Downton, F.
• 559-562. A power spectral estimate which is insensitive to transients
  Brillinger, David R.
• 563-569. A procedure for the sequential interval estimation of the shape parameter of the gamma distribution
  O'Brien, Peter C.
• 571-574. An alternative measure of the efficiency of sequential testing procedures
  Iglewicz, Boris
• 575-585. Three class attributes plans in acceptance sampling
  Bray, D. F., Lyon, D. A., Burr, I. W.
• 587-599. A calibration of instruments with non-random errors
  Pepper, M. P. G.
• 601-610. Relationships among coefficients of vectors used in principal components
  Jackson, J. Edward, Hearne, F. Terry
• 611-624. Uniform confidence bands for a quadratic model
  Trout, J. Richard, Chow, Bryant
• 625-629. On nonparametric sequential tests for independence
  Choi, S. C.
• 631-636. An algorithm for non-iterative estimation of multiple missing values for crossed classifications
  Haseman, J. K., Gaylor, D. W.
• 637-640. Tests for one or two outliers in normal samples with unknown variance: A correction (V13 p87-109)
  Moran, M. A., McMillan, R. G.
• 641-642. A balanced design for 18 varieties
  John, Peter W. M.
• 643-645. Least squares analysis of experimental design models by augmenting the data with side conditions
  Seegrist, Donald W.
• 661-675. Some comments on $C_p$
  Mallows, C. L.
• 67-79. A comparison of some models in visual scanning experiments
  Sanathanan, Lalitha
• 677-695. The use of individual effects and residuals in fitting equations to data
  Wood, Fred S.
• 697-715. Analysis of residuals from censored data
  Nelson, Wayne
• 717-721. Testing for a single outlier in simple linear regression (Corr: V16 p331)
  Tietjen, G. L., Moore, R. H., Beckman, R. J.
• 723-738. Care and handling of univariate of multivariate outliers in detecting spuriosity -- A Bayesian approach
  Guttman, Irwin
• 739-757. A Kolmogorov-Smirnov test for censored samples
  Barr, Donald R., Davidson, Teddy
• 759-767. Fitting a nonstationary model of ionospheric motions
  Hinich, M. J., Montes, H.
• 769-778. An adaptive procedure for selecting the population with largest location parameter
  Randles, Ronald H., Ramberg, John S., Hogg, Robert V.
• 779-789. A comparison of some approximate $F$-tests
  Davenport, James M., Webster, J. T.
• 79-86. A truncated sequential $t$-test for general $\alpha$ and $\beta$
  Alexander, Robert, Suich, Ronald
• 791-799. A generalization of the Poisson distribution
  Consul, P. C., Jain, G. C.
• 801-808. A problem of ranking and estimation with Poisson processes
  Alam, Khursheed, Thompson, James R.
• 809-818. On the occurrence of $n$ successes within $N$ Bernoulli trials
  Saperstein, B.
• 819-831. Computing maximum likelihood estimates for the mixed A.O.V. model using the $W$ transformation
  Hemmerle, W. J., Hartley, H. O.
• 833-847. A modified ``$V$'' mask control scheme
  Lucas, James M.
• 849-855. The efficiencies of maximum likelihood and minimum variance unbiased estimators of fraction defective in the normal case
  Brown, Gerald G., Rutemiller, Herbert C.
• 857-865. On the estimation of safe life when the underlying life distribution is Weibull
  Lawless, J. F.
• 867-873. The reflected Weibull distribution
  Cohen, A. Clifford
• 87-101. Tables for obtaining Weibull confidence bounds and tolerance bounds based on best linear invariant estimates of parameters of the extreme-value distribution
  Mann, Nancy R., Fertig, Kenneth W.
• 875-887. Interval estimation for the two-parameter double exponential distribution (C/R: V16 p641-642)
  Bain, Lee J., Engelhardt, Max
• 889-896. On testing for equality of two availabilities
  Chase, Gerald R., Hewett, John E.
• 897-914. One-sided prediction intervals to contain at least $m$ out of $k$ future observations
  Hall, I. J., Prairie, R. R.
• 915-921. Sample sizes required for two-sided comparisons of two treatments with a control
  Steffens, F. E., de Villiers, Rosalie
• 923-926. Discrimination between the log-normal and the Weibull distributions
  Dumonceaux, Robert, Antle, Charles E.
• 927-930. Weibull skewness and kurtosis as a function of the shape parameter
  Rousu, Dwight N.
• 931-933. Control chart constants for largest and smallest in sampling from a normal distribution using the generalized Burr distribution
  Austin, John A., Jr
• 947-947. Addendum to ``Empirical equations for approximating tabular $F$ values'' (V15 p379-384)
  Johnson, Eric E.
• 947-947. Addendum to ``Design of experiments as `doubly telescoping' sequences of blocks with application to a nuclear reactor experiment'' (V13 p559-574)
  Holms, Arthur G., Sidik, Steven M.