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Ergodicity of Autoregressive Processes with Markov-Switching and Consistency of the Maximum-Likelihood Estimator
NationallizenzTaylor & Francis Verlag | 1998| -
Estimation of Derivatives for Additive Separable Models
NationallizenzTaylor & Francis Verlag | 1999| -
Invited Discussion Paper Constrained Optimization of Experimental Design
NationallizenzTaylor & Francis Verlag | 1995| -
Estimation in the proportional hazards model of random censorship
NationallizenzTaylor & Francis Verlag | 1988| -
Asymptotic normality of r-estimates in the linear model
NationallizenzTaylor & Francis Verlag | 1988| -
Some recent research in the analysis of mixture distributions
NationallizenzTaylor & Francis Verlag | 1990| -
Kernel Estimation of Densities with Discontinuities or Discontinuous Derivatives
NationallizenzTaylor & Francis Verlag | 1991| -
Some consequences of a characterization theorem based on truncated moments
NationallizenzTaylor & Francis Verlag | 1990| -
Maximnm contrast estimation for diffusion processes from discrete observations
NationallizenzTaylor & Francis Verlag | 1990| -
About Regression Estimators with High Breakdown Point
NationallizenzTaylor & Francis Verlag | 1998| -
Stability of principal component analysis studied by the bootstrap method
NationallizenzTaylor & Francis Verlag | 1988| -
Rényi Statistics in Directed Families of Exponential Experiments*
NationallizenzTaylor & Francis Verlag | 2000| -
Exact Designs Minimising the Integrated Variance in Quadratic Regression
NationallizenzTaylor & Francis Verlag | 2000| -
Approximate discrete-time schemes for statistics of diffusion processes
NationallizenzTaylor & Francis Verlag | 1989| -
Probabilities and Large Quantiles of Noncentral Generalized Chi-Square Distributions
NationallizenzTaylor & Francis Verlag | 2000|