Current Index to Statistics
On the existence of maximum likelihood estimates in logistic regression models
Anderson, J. A.
Bounds and expansions for Fisher information when the moments are known
Jarrett, R. G.
Calculation of polychotomous logistic regression parameters using individualized regressions
Begg, Colin B.
Robust estimation through estimating equations
Godambe, V. P.
Thompson, M. E.
On the choice of prior distribution for the Box-Cox transformed linear model
Sweeting, Trevor J.
Maximum likelihood estimation of models for residual covariance in spatial regression
Mardia, K. V.
Marshall, R. J.
A distribution-free method of interval estimation for unsigned directional data
Prentice, Michael J.
Optimal randomization for experiments in which autocorrelation is present
Bellhouse, D. R.
Bayesian inference and sample design for regression analysis when there is nonresponse
On unequal probability sampling: Sufficient conditions for the superiority of sampling without replacement
Estimation of interclass correlations in familial data
Srivastava, M. S.
Maximal Simpson-disaggregations of $2 × 2$ tables
On errors-in-variables for binary regression models
Carroll, Raymond J.
Spiegelman, Clifford H.
Lan, K. K. Gordon
Bailey, Kent T.
Abbott, Robert D.
Case-control studies: Assessing the effect of a confounding factor
On relative risk estimation under multiple matching (Corr: V73 p245)
Le, Chap T.
Simultaneous confidence bands for autoregressive spectra
Newton, H. Joseph
Large-sample tests of homogeneity for time series models
Basawa, I. V.
Duality and other properties of multiplicative seasonal autoregressive-moving average models
McLeod, A. I.
Heteroscedastic errors in a linear functional relationship
Chan, N. N.
Mak, T. K.
Logistic models for cross-over designs
Le, Chap T.
The foundations of factor analysis
Bartholomew, D. J.
Asymptotic power comparisons of tests of separate parametric families by Bahadur's approach
Pesaran, M. H.
An approximation to the null distribution and power of the Durbin-Watson statistic
Ali, Mukhtar M.
Parameter inference for a nearly nonstationary first-order autoregressive model
Tiao, G. C.
Statistical inference for Poisson and multinomial models for capture-recapture experiments
Sandland, R. L.
Cormack, R. M.
A method for autoregressive-moving average estimation
Hannan, E. J.
A direct representation for the large-sample maximum likelihood estimator of a Gaussian autoregressive-moving average process
Godolphin, E. J.
Effect of misspecification of regression models in the analysis of survival data (Corr: V73 p245)
Solomon, Patricia J.
Estimation in change-point hazard rate models
Nguyen, H. T.
Rogers, G. S.
Walker, E. A.
The asymptotic efficiency of conditional likelihood methods
A correlation goodness-of-fit test for randomly censored data
Log contrast models for experiments with mixtures
Improvements of jackknife confidence limit methods
Cross-validation in nonparametric estimation of probabilities and probability densities
Bowman, Adrian W.
Titterington, D. M.
Tied, grouped continuous and ordered categorical data: A comparison of two models
Pettitt, A. N.
An alternative method of cross-validation for the smoothing of density estimates
Bowman, Adrian W.
On jackknife, cross-validatory and classical methods of estimating a proportion with batches of different sizes
Frangos, C. C.
Testing whether the shape parameter is zero in the generalized extreme-value distribution
Hosking, J. R. M.
An exact confidence band for one-dimensional polynomial regression
Wynn, H. P.
Minimizing the maximum variance of the difference between two estimated responses
Simplified unbiased variance estimation for multistage designs
Rao, J. N. K.
System degeneration and other finite sample nonparametric estimation problems
A note on enforcing stationarity in autoregressive-moving average models
Monahan, John F.
On Bartlett's test for homogeneity of variances
Nagarsenker, P. B.
Testing the homogeneity of the relative risk under multiple matching
Simple and highly efficient estimators for censored normal samples
Comparisons of the $\chi^2$, $Y^2$, Freeman-Tukey and Williams's improved $G^2$ test statistics in small samples of one-way multinomials
Lawal, H. Bayo
The information in aggregate data from Markov chains
Lawless, J. F.
McLeish, D. L.
Approximate efficiency of a selection procedure for the number of regression variables
Biased estimates of treatment effect in randomized experiments with nonlinear regressions and omitted covariates
Gail, M. H.
Estimation of a structural parameter in the presence of a large number of nuisance parameters
Tensor notation and cumulants of polynomials
On parameter transformations and interval estimation
DiCiccio, T. J.
Effective degrees of freedom and the likelihood ratio test
Cox, D. R.
Ignorable and informative designs in survey sampling inference
Sugden, R. A.
Smith, T. M. F.
Local versus global association for bivariate ordered responses
Dale, Jocelyn R.
Inference using near-neighbour trimmed rank statistics for simple linear regression models
Markowski, Edward P.
The moments of the Pearson chi-squared statistic and the minimum expected value in two-way tables (Corr: V76 p407)
Saunders, I. W.
On some similarities between canonical correlation models and latent class models for two-way contingency tables
Likelihood inference in a correlated probit regression model
Prentice, Ross L.
An analysis of correlation matrices: Equal correlations
Brien, C. J.
Venables, W. N.
James, A. T.
Distribution of likelihood ratio statistic for testing equality of covariance matrices of multivariate Gaussian models
Gupta, A. K.
Optimal bounds for the distributions of some test criteria for tests of dimensionality
Schott, James R.
Estimation of parameters in linear structural relationships: Sensitivity to the choice of the ratio of error variances
Lakshminarayanan, Mani Y.
Gunst, Richard F.
Some exact tests for comparing survival curves in the presence of unequal right censoring
Jennrich, Robert I.
An alternative to the standard Bayesian procedure for discrimination between normal linear models
Pericchi, L. R.
All subsets regression in a proportional hazards model
Kuk, Anthony Y. C.
Admissible variable-selection procedures when fitting regression models by least squares for prediction
Kempthorne, Peter J.
Testing for unit roots in autoregressive-moving average models of unknown order
Said, Said E.
Dickey, David A.
A note on inverse autocorrelations
Studies in the history of probability and statistics XL. Boscovich, Simpson and a 1760 manuscript note on fitting a linear relation
Stigler, Stephen M.
A log logistic model for survival time with covariates
Franco, M. A. Paiva
A Buckley-James-type estimator for the mean with censored data
Tsai, W. Y.
Van Ryzin, J.
On ancillarity and Fisher information in the presence of a nuisance parameter
Godambe, V. P.
Simple improvements on Cornfield's approximation to the mean of a noncentral hypergeometric random variable
Correlation structure in iterated Farlie-Gumbel-Morgenstern distributions
Huang, J. S.
On the covariance of two noncentral $F$ random variables and the variance of the estimated linear discriminant function
On testing equality of variances of correlated variates with incomplete data
Bhoj, Dinesh S.
Second-order inclusion probabilities in sequential sampling without replacement with unequal probabilities
Bethlehem, Jelke G.
Schuerhoff, Maarten H.
Optimal estimation in survey sampling under a regression superpopulation model
Tam, S. M.
A note on Kalman filtering for the seasonal moving average model
Ansley, Craig F.
On the choice of variance for the log rank test
A note on the proof by H. E. Daniels of the asymptotic efficiency of a maximum likelihood estimator
Williamson, John A.
Life table methods for heterogeneous populations: Distributions describing the heterogeneity
Estimation and hypothesis testing for collections of autoregressive time series (Corr: V74 p667)
Bias correction in the frequency domain estimation of time series models