Current Index to Statistics
Geometrical theory of asymptotic ancillarity and conditional inference (Corr: V70 p303)
Discounted polynomials for multiple time series model building
On estimation of the integrals of the fourth order cumulant spectral density
Penalized maximum likelihood estimation in logistic regression and discrimination
Anderson, J. A.
On the loss of information through censoring
Brooks, R. J.
Some unimodality properties of likelihoods derived from grouped data
The survival curve under monotone density constraints with applications to two-dimensional line segment processes
Laslett, G. M.
Testing for dependence in multivariate probit models
Kiefer, Nicholas M.
On tests of homogeneity of factorially-structured populations: An additive approach
O'Neill, M. E.
Estimation of the quadratic errors-in-variables model
Wolter, Kirk M.
Fuller, Wayne A.
Estimation of variance of the ratio estimator
Robust properties of likelihood ratio tests (Corr: V69 p492)
Kent, John T.
On a family of sampling schemes with inclusion probability proportional to size
Gupta, V. K.
Nigam, A. K.
Use of the von Mises distribution to analyse continuous proportions
Stephens, Michael A.
Estimation of location and scale in Cauchy distributions using the empirical characteristic function
Koutrouvelis, Ioannis A.
On the role of data of possibly lowered sensitivity
Cox, D. R.
A modification of Mood's median test for the generalized Behrens-Fisher problem
Fligner, Michael A.
Rust, Steven W.
Measures of local variation in a distribution: Expected length of spacings and variances of order statistics
David, H. A.
Groeneveld, R. A.
Testing normality of errors in regression models
Pierce, Donald A.
Gray, Robert J.
Tables for testing ordered alternatives in an analysis of variance without replications
Yao, J. S.
Partial residuals for the proportional hazards regression model
Robust regression using repeated medians
Siegel, Andrew F.
On $M$ tests in linear models
Sen, Pranab Kumar
Interval estimation of location difference with incomplete data (Corr: V70 p304)
Wei, L. J.
Estimation of the ratio of scale parameters in the two-sample problem with arbitrary right censorship
Padgett, W. J.
Wei, L. J.
A new range statistic for comparisons of several exponential location parameters (Corr: V71 p219)
Chen, Hubert J.
The true characteristic function of the $F$ distribution
Phillips, P. C. B.
The likelihood function for a stationary Gaussian autoregressive-moving average process with missing observations
Ljung, Greta M.
Second-order expansion of mean squared error matrix of generalized least squares estimator with estimated parameters
Discontinuous decision processes and threshold autoregressive time series modelling (Corr: V70 p304)
Linear structural relationships with unknown error variances
Chan, N. N.
A class of selection problems for which more sampling is more informative
Hwang, F. K.
A note on linear functions of ordered correlated normal random variables
Nagaraja, H. N.
Sharper variance upper bound for unbiased estimation in inverse sampling (Corr: V71 p219)
Bounds on the efficiency of estimates based on overlapping data
Mallows, C. L.
Small-sample asymptotic distributions of $M$-estimators of location
Field, Christopher A.
Hampel, Frank R.
An improved Bonferroni inequality and applications
Worsley, K. J.
Some applications of quasisymmetry
Use of the Box-Cox transformation with binary response models
Guerrero, Victor M.
Johnson, Richard A.
Nonparametric measures of angular-angular association
Fisher, N. I.
Lee, A. J.
Weighted distributions and rotating caps
Mardia, K. V.
Covariate measurement errors and parameter estimation in a failure time regression model (Corr: V71 p219)
Prentice, R. L.
Effective sample size for tests of censored survival data
Benedetti, Jacqueline K.
Sather, Harland N.
Epton, Michael A.
Rank tests for association with right censored data
Parametric tests for agreement amongst groups of judges
Pettitt, A. N.
Two modified Wilcoxon tests for symmetry about an unknown location parameter
Bhattacharya, P. K.
Gastwirth, J. L.
Wright, A. L.
Cross-validation in density estimation
A test of separate families of distributions based on the empirical moment generating function
Epps, T. W.
Singleton, K. J.
Pulley, L. B.
Balanced samples and robust Bayesian inference in finite population sampling
Royall, Richard M.
Testing the homogeneity of variances in a two-way classification
Shukla, G. K.
Optimization methods of cluster analysis
Marriott, F. H. C.
A class of invariant procedures for assessing multivariate normality
Koziol, James A.
Radial estimates and the test for sphericity
Tyler, David E.
The Cramer-Rao bound and robust $M$-estimates for autoregressions
Martin, R. Douglas
On the maximum likelihood estimation of the parameters of a Gaussian moving average process
Godolphin, E. J.
de Gooijer, J. G.
Prediction error in a linear model with estimated parameters
Systems of frequency curves generated by transformations of logistic variables
Tadikamalla, Pandu R.
Johnson, Norman L.
Asymptotic efficiencies of three methods of estimation for the inverse Gaussian-Poisson distribution
Sichel, H. S.
Robust estimates and tests for the one- and two-sample scale models
Shoemaker, Lewis H.
Hettmansperger, Thomas P.
An estimator of location for dependent data
The linear nearest neighbour statistic
Young, Dennis L.
Some methods of construction of balanced incomplete block designs with nested rows and columns
Agrawal, H. L.
A nearly distribution-free test for comparing dispersion in paired samples
A geometrical derivation of the fixed interval smoothing algorithm
Ansley, Craig F.
A note on the use of residuals for detecting an outlier in linear regression
Tamhane, Ajit C.
Plots of $P$-values to evaluate many tests simultaneously
Conditional score functions: Some optimality results
Conceptual and statistical problems of sister dependence
Regression with censored data
A note on regression analysis of ordinal data with variability of classification
Farewell, V. T.
Efficiency of Cox's model in estimating regression parameters with grouped survival data
Stewart, William H.
Pierce, Donald A.
Consistency and efficiency of inferences with the partial likelihood
Slud, Eric V.
Representations of the space of distributions useful in robust estimation of location
Hall, David L.
Joiner, Brian L.
A class of rank test procedures for censored survival data
Harrington, David P.
Fleming, Thomas R.
Use of cumulative efficient scores for testing ordered alternatives in discrete models
Testing for ordered alternatives with increased precision in one of the samples
Wright, F. T.
A method for discriminating between models describing compositional data
Shen, S. M.
Some aspects of experimental design and analysis when errors are correlated
Martin, R. J.
Optimum biased coin designs for sequential clinical trials with prognostic factors
Atkinson, A. C.
A modification of a truncated partial sequential procedure
Arghami, N. R.
Cramer-von Mises distributions and permutation tests
Brown, B. M.
Nonparametric estimation fora symmetric distribution
A new distribution-free quantile estimator
Harrell, Frank E.
Davis, C. E.
Cramer-von Mises statistic for testing exponentiality with censored samples (Corr: V71 p220)
Improving the normal approximation when constructing one-sided confidence intervals for binomial or Poisson parameters
A general purpose unequal probability sampling plan
Chao, M. T.
Finding maximum likelihood estimates of patterned covariance matrices by the EM algorithm
Rubin, Donald B.
Szatrowski, Ted H.
Asymmetric group sequential boundaries for monitoring clinical trials
DeMets, David L.
Ware, James H.
Comments on a paper by I. Olkin and M. Vaeth on two-way analysis of variance with correlated errors
Walters, D. E.
Rowell, J. G.
Estimating equations in the presence of prior knowledge
Ferreira, P. E.
On comparing variances in the paired case with incomplete data
A relationship between two forms of linear rank procedures for censored data
Mehrotra, Kishan G.
Michalek, Joel E.
On the unimodality of the likelihood for the Cauchy distribution: Some comments
A sufficient condition on the covariance matrix for $F$ tests in linear models to be valid
The finite distribution of $t$ statistics based on two symmetric order statistics as a sum of orthant probabilities
Horn, Paul S.
On the relationship between two tests for homogeneity of the marginal distributions in a two-way classification (Corr: V71 p219)
Keefe, Thomas J.
$P$ values for tests using a repeated significance test design
Group sequential methods for clinical trials allowing early acceptance of $H_0$ and incorporating costs
Gould, A. Lawrence
Pecore, Victor J.
Recursive estimation of mixed autoregressive-moving average order (Corr: V70 p303)
Hannan, E. J.
Parameter estimation for a stationary process on a $d$-dimensional lattice