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Characteristic function
Estimation
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Theory
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Covariance matrix
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Edgeworth expansion
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Estimation theory
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Schätztheorie
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Wishart distribution
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posterior mean
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Analysis of variance
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Moment generating function
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beta coefficient
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62C15 Multivariate Kotz type model Estimation of the precision matrix Quadratic loss Decision theoretic estimation
1
62E17 Multivariate skew normal distribution Noncentral skew chi-square distribution Necessary and sufficient conditions Cochran's theorem Moment generating function
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62H10 secondary
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62H12 secondary
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Ancillarity Boundedly completeness Sufficiency
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Asymptotic distribution
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Gupta, Arjun
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Harrar, Solomon
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Kasturiratna, Dhanuja
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Nguyen, Truc
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Pardo, Leandro
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Xu, Jin
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Annals of the Institute of Statistical Mathematics
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Metrika
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Statistical Methods and Applications
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Asymptotic Expansion for the Null Distribution of the F-statistic in One-way ANOVA under Non-normality
Harrar, Solomon
;
Gupta, Arjun
- In:
Annals of the Institute of Statistical Mathematics
59
(
2007
)
3
,
pp. 531-556
Persistent link: https://www.econbiz.de/10005395703
Saved in:
2
Characterization of Normal Distribution Related to Two Samples Based on Regression
Kasturiratna, Dhanuja
;
Nguyen, Truc
;
Gupta, Arjun
- In:
Metrika
65
(
2007
)
1
,
pp. 43-52
Persistent link: https://www.econbiz.de/10005376006
Saved in:
3
On testing homogeneity of variances for nonnormal models using entropy
Gupta, Arjun
;
Harrar, Solomon
;
Pardo, Leandro
- In:
Statistical Methods and Applications
16
(
2007
)
2
,
pp. 245-261
Persistent link: https://www.econbiz.de/10005147128
Saved in:
4
On Some Tests of the Covariance Matrix Under General Conditions
Gupta, Arjun
;
Xu, Jin
- In:
Annals of the Institute of Statistical Mathematics
58
(
2006
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10005395716
Saved in:
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