Current Index to Statistics
A case-cohort design for epidemiologic cohort studies and disease prevention trials
Prentice, R. L.
Reduced rank models for multiple time series
Velu, Raja P.
Reinsel, Gregory C.
Wichern, Dean W.
Recursive estimation of linear systems
Hannan, E. J.
Longitudinal data analysis using generalized linear models
Zeger, Scott L.
The bootstrap applied to power spectral density function estimation
Swanepoel, J. W. H.
Van Wyk, J. W. J.
On the asymptotic variance of higher order crossings with special reference to a fast white noise test
Assessing large sets of rank correlations
Buckley, M. J.
Eagleson, G. K.
Correlation coefficients for random variables on a unit sphere or hypersphere
Fisher, N. I.
Lee, A. J.
Cumulative chi-squared statistic as a tool for testing goodness of fit
Outlier resistance in small samples (Corr: V77 p235-36)
Rocke, David M.
Duality of optimal designs for model discrimination and parameter estimation
An asymptotically optimal subclass of balanced treatment incomplete block designs for comparisons with a control
Spurrier, John D.
A new procedure for selecting good populations
Randomization in the analysis of covariance
Bellhouse, D. R.
The cross-product estimator in matched case-control studies
Shuster, Jonathan J.
Fractional time series modelling
Li, W. K.
McLeod, A. I.
Even point estimation for the bivariate Poisson distribution
Kemp, C. D.
Interpretation of average ranks
Henery, Robert J.
Studies in the history of probability and statistics XLI: Waring and Sylvester on random algebraic equations
The effect of sample design on the comparison of associations
Molina, E. A.
Smith, T. M. F.
Characterization of best model-based predictors in survey sampling
Tam, S. M.
Tests for two outliers in a linear model
Joshi, P. C.
Greatest lower bound to the elliptical theory kurtosis parameter
Bentler, P. M.
Bounds for a nonparametric $t$ table
On the design of experiments under spatial correlation (Corr: V75 p396)
Martin, R. J.
A neighbour model for field experiments
Williams, E. R.
Triangles and efficiency factors
Paterson, Lindsay J.
John, J. A.
Eccleston, J. A.
Inference on full or partial parameters based on the standardized signed log likelihood ratio
Barndorff-Nielsen, O. E.
Approximate predictive likelihood (Corr: V77 p667)
Davison, A. C.
The underlying structure of nonnested hypothesis tests
Kent, John T.
Measures of dependence in normal models and exponential models by information gain
On estimating equations with censored data
James, Ian R.
Semiparametric inference in a model for association in bivariate survival data
Misspecified proportional hazard models
Struthers, C. A.
Kalbfleisch, J. D.
Estimating the tumour onset distribution in animal carcinogenesis experiments
Portier, Christopher J.
A note on semi-Markov models for partially censored data
Dinse, Gregg E.
Larson, Martin G.
Survival models for heterogeneous populations derived from stable distributions (Corr: V75 p395)
Likelihood methods for the discrimination problem
McLeish, D. L.
Small, Christopher G.
An alternative choice of smoothing for kernel-based density estimates in discrete discriminant analysis
Optimally bounded score functions for generalized linear models with applications to logistic regression
Stefanski, Leonard A.
Carroll, Raymond J.
The bias and higher cumulants of the logarithm of a binomial variate
Pettigrew, Hugh M.
Gart, John J.
Thomas, Donald G.
Multilevel mixed linear model analysis using iterative generalized least squares
Neyman-type smooth tests for location-scale families
Rayner, J. C. W.
Best, D. J.
A decomposition of some serially-structured variance matrices
Glasbey, C. A.
Score test for the first-order autoregressive model with heteroscedasticity
Nonlinearity tests for time series
Tsay, Ruey S.
Prediction mean squared error for state space models with estimated parameters
Ansley, Craig F.
Conditioning in the growth curve model
Verbyla, A. P.
Some asymptotic results for the systematic and stratified sampling of a finite population (Corr: V74 p667)
Kott, Phillip S.
On testing against ordered alternatives in analysis of variance models
Nair, Vijay N.
The $F$ test for model discrimination with exponential functions
Bardsley, W. G.
McGinlay, P. B.
Wright, A. J.
A note on lifetime regression models
Lawless, J. F.
On D. Schoenfeld's approach for testing the proportional hazards assumption
Successive improvement of the order of ancillarity
The uniqueness of moving average representations with independent and identically distributed random variables for non-Gaussian stationary time series (Corr: V77 p235)
Findley, David F.
Fast filtering for seasonal moving average models
Ansley, Craig F.
Approximate confidence intervals for the mean direction of a von Mises distribution
Upton, Graham J. G.
On the generalized noncentral chi-squared distribution induced by an elliptical gamma law
Atkinson, A. C.
Analysis of variability with large numbers of small samples
Cox, D. R.
Solomon, P. J.
Efficient bootstrap simulation
Davison, A. C.
Hinkley, D. V.
Similar tests and the standardized log likelihood ratio statistic
Jensen, J. L.
Confidence regions for parameter subsets in nonlinear regression
On the bias of maximum likelihood estimation following a sequential test
Asymptotic properties of moment estimators for overdispersed counts and proportions
Moore, Dirk F.
Recursive nonparametric testing for dose-response relationships subject to downturns at high doses
Simpson, Douglas G.
Margolin, Barry H.
Estimating distribution functions from survey data
Chambers, R. L.
Regression analysis based on stratified samples
Quesenberry, Charles P., Jr
Jewell, Nicholas P.
Bias in nonlinear regression
Cook, R. D.
Wei, B. C.
Residual variance and residual pattern in nonlinear regression
Censored observations, repeated measures and mixed effects models: An approach using the EM algorithm and normal errors
Pettitt, A. N.
A maximum likelihood estimation method for random coefficient regression models
A Bayesian approach to density estimation
Joint tests for zero restrictions on nonnegative regression coefficients
Hillier, Grant H.
A class of multivariate failure time distributions (Corr: V75 p395)
Ordinary and proper location $M$-estimates for autoregressive-moving average models
Martin, R. Douglas
A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series
Petruccelli, Joseph D.
A method for constructing balanced incomplete-block designs with nested rows and columns
Conditions for universal optimality of block designs
Analysis of repeated measures designs with changing covariates in clinical trials
Patel, H. I.
Test for underlying Markovian structure from panel data with partially aggregated states
A note on the uncertainty of a survival probability estimated from Cox's regression model
Altman, Douglas G.
Andersen, Per Kragh
Diagnostic testing of univariate time series models
Ljung, Greta M.
Measures and tests of alignment
A note on Bartlett adjustments to likelihood ratio tests
On the $W$ test for the extreme value distribution
Estimation in linear models with censored data
Conservative estimates of the variances of regression parameter estimators for classes of error model
Glasbey, C. A.
An improved Bonferroni procedure for multiple tests of significance
Simes, R. J.
A note on A. Albert and J. A. Anderson's conditions for the existence of maximum likelihood estimates in logistic regression models
Santner, Thomas J.
Duffy, Diane E.
Approximation of discrete sequential boundaries
An unequal probability sampling scheme
Saxena, R. R.
Srivastava, A. K.
Bootstrap methods using prior information
Boos, Dennis D.
Monahan, John F.
Bayesian analysis of a Poisson process with a change-point
Raftery, A. E.
Akman, V. E.
Confidence regions and tests for a change-point in a sequence of exponential family random variables
Worsley, K. J.