Current Index to Statistics
Communications in Statistics: Simulation and Computation
Analyzing an ordinal pharmaceutical data set with a categorical covariate using monotone-scores models
A linear algebraic algorithm for reducing the support size of $t$-designs and to generate a basis for trades
Khosrovshahi, G. B.
Mahmoodian, E. S.
An approximation of multivariate normal orthant probabilities of dimension 4: A contingency-table approach
Wang, Yuchung J.
Small-sample performance of a modified least-failures sampling procedure for Bernoulli subset selection
Sanchez, Susan M.
Truncation of the Bechhofer-Kiefer-Sobel sequential procedure for selecting the normal population which has the largest mean
Bechhofer, Robert E.
Goldsman, David M.
On selection with restriction
Interpenetrating subsampling regression estimation with or without jackknifing
On the asymptotic properties of parameter estimates in a regression model with non-normally distributed errors
Maryak, John L.
A modification of the Fisher-Cornish approximation for the Student $t$ percentiles
George, E. Olusegun
Limitations of the rank transform statistic in tests for interactions
Blair, R. Clifford
Sawilowsky, Shlomo S.
Higgins, James J.
Simulation and estimation problems associated with the 3-parameter gamma density
Bowman, K. O.
Shenton, L. R.
Lam, H. K.
Sums of powers of binomial coefficients
Bowman, K. O.
Shenton, L. R.
A comparison of robust estimators in simple linear regression
Dietz, E. Jacquelin
$\beta$-expectation tolerance intervals for the double exponential distribution
Owen, D. B.
Estimating the parameters of a doubly truncated normal distribution
Mittal, Mukul M.
Dahiya, Ram C.
A graphical procedure for comparing the principal components of several covariance matrices
Keramidas, E. M.
Devlin, S. J.
Effect of tail weight and outliers on power and Type-I error of robust permutation tests for location
Higgins, James J.
Characterizing parameters of multivariate elliptical distributions
Bentler, P. M.
Discrete bivariate distributions with given marginals and correlation
Nelsen, Roger B.
$W$-test for the Weibull distribution
Shapiro, Samuel S.
Brain, Carlos W.
Small sample study on estimators of life distributions and of mean survival times using randomly censored data
Park, Dong Ho
Fractional replication in simulation studies
Federer, Walter T.
The sequential generation of multiresponse $D$-optimal designs when the variance-covariance matrix is not known
Khuri, André I.
Khuri, Andre I.
GCVPACK: Routines for generalized cross validation
Bates, Douglas M.
Lindstrom, Mary J.
Yandell, Brian S.
Comments on ``A generalization of Fisher's exact test in $P × Q$ contingency tables using more concordant relations'' (V14 p633-645)
Kroonenberg, Pieter M.
Reply to comments on ``A generalization of Fisher's exact test in $P × Q$ contingency tables using more concordant relations''
Nguyen, Truc T.
Improved distribution quantile estimation
Kappenman, Russell F.
A Monte Carlo study of the effect of grouping on Cox's regression model
Wang, Chinying J.
Rustagi, Jagdish S.
Tests based on weighted rankings in complete blocks: Exact distribution and Monte Carlo simulation
Yohai, Victor J.
Ferretti, Nelida E.
Maximum likelihood estimation in a Weibull regression model with type-1 censoring: A Monte Carlo study
Extensive tables of exact critical values of the nonparametric two-sample Halperin test for censored samples, and comparison with the normal approximation
van der Laan, Paul
van Putten, Brand
Comparison of methods of estimation of parameters of the Weibull distribution
Al-Baidhani, F. A.
Sinclair, C. D.
A perspective on variance reduction in dynamic simulation experiments
Nelson, Barry L.
A graphical procedure for distinguishing between two data analysis pitfalls
Tarter, Michael E.
Freeman, William R.
Sparse matrices, and the estimation of variance components by likelihood methods
Fellner, William H.
A comparison of tests of homogeneity for sparse contingency tables
Kraemer, Dale F.
Woolson, Robert F.
The Euclidean distance classifier: An alternative to the linear discriminant function
Marco, Virgil R.
Young, Dean M.
Turner, Danny W.
Independent or dependent competing risks: Does it make a difference?
Klein, John P.
Moeschberger, M. L.
Designing selection experiments with Bernoulli populations (Corr: V17 p313)
On the two-sample adaptive distribution-free test
Small sample efficiency gains from a first observation correction for Hatanaka's estimator of the lagged dependent variable-serial correlation regression model
Fomby, Thomas B.
Approximate lognormality of the sample semi-variogram under a Gaussian process
Baczkowski, A. J.
Mardia, K. V.
Computing observed information by finite differences
Kass, Robert E.
A Monte Carlo study of rank tests for block designs
Groggel, D. J.
A test for the median, combining the sign and signed-rank tests
Lemmer, Hermanus H.
Comparing tests judged asymptotically equally efficient
Markowski, Edward P.
A comparative study of tests of independence
Awad, Adnan M.
Sarie, Talib H.
String decomposition of full-period tausworthe sequences
Collings, Bruce Jay
The twelfth order analogue of the Durbin-Watson test
Evans, Merran A.
An estimation method for the seemingly unrelated regression model with contemporaneous covariances based on an efficient recursive algorithm
Bolstad, William M.
Using the bootstrap in testing symmetry versus asymmetry
Schuster, Eugene F.
Barker, Richard C.
Conditional likelihood analysis in stratum-matched retrospective studies with polytomous disease states
Testing exponential regression against a gamma alternative
Young, David H.
Bakir, Saad T.
An evaluation of sample designs for estimating a locally concentrated pollutant
McArthur, Richard D.
Efficiency of regression method in estimating hazard rate from grouped survival data
Chaubey, Yogendra P.
Dwivedi, Tryambakeshwar D.
Measures of error with outliers in regression
O'Gorman, Mary Ann
Myers, Raymond H.
Bias in the ordinary least squares estimator in the dynamic linear regression model with autocorrelated disturbances
Inder, Brett A.
Step-wise group screening with equal prior probabilities and no errors in observations
Patel, M. S.
Manene, M. M.
Reliability estimation for the exponential distribution
Kurkjian, Badrig M.
Strong, George Q.
Karson, Marvin J.
A collinearity diagnostic for nonlinear regression
Magel, Rhonda C.
On the use of the Graybill-Deal estimator when two normal population means may not be common
Small sample properties of the maximum likelihood estimators for an alternative parameterization of the three-parameter lognormal distribution
Eastham, J. F.
LaRiccia, V. N.
Schuenemeyer, J. H.
The simulation of spherical distributions in the Fisher-Bingham family
Wood, Andrew T. A.
A superiority problem in misspecified restricted linear models
A robust procedure for testing an assumed value of the population correlation coefficient
Tiku, M. L.
A Monte Carlo study of a Bayesian decision rule concerning the number of different values of a discrete random variable
Within row pairwise comparisons in a two-way ANOVA design
Wilcox, Rand R.
An alternative procedure for determining analysis of variance sample size
Schwertman, Neil C.
The precision for coverages and sample size requirements for normal tolerance intervals
Odeh, Robert E.
Owen, D. B.
Relative efficiency of the Kaplan-Meier estimator under contamination
Aranda-Ordaz, Francisco J.
Selecting estimators and variables in the seemingly unrelated regression model
Sparks, Ross S.
A comparison of some conditional and unconditional exact tests for $2 × 2$ contingency tables