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The determination of sampling distributions and moment generating functions by solving differential equations
Reitsma, A. - In: Journal of the Royal Statistical Society 27 (1965) 1, pp. 86-90
Persistent link: https://www.econbiz.de/10003659475
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Asymptotic normality
Michel, R.; Pfanzagl, J. - In: Metrika : international journal for theoretical and … 16 (1970) 2/3, pp. 188-205
Persistent link: https://www.econbiz.de/10003631545
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Point and interval estimation in autocorrelated finite populations
Kolehmainen, Osmo - 1978
Persistent link: https://www.econbiz.de/10000006272
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The estimation of slope when the errors are autocorrelated
Jenkins, G. M.; Chanmugam, J. - In: Journal of the Royal Statistical Society 24 (1962) 1, pp. 199-214
Persistent link: https://www.econbiz.de/10003585296
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The Lagrange Multiplier test for normality with stable alternatives
Johansson, Svante - 1985
Persistent link: https://www.econbiz.de/10003590391
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Some tests for detection of faulty inspection
Johnson, N. L.; Kotz, S. - In: Statistische Hefte : internationale Zeitschrift für … 26 (1985) 1, pp. 19-29
Persistent link: https://www.econbiz.de/10003590965
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The estimation of a random coefficient AR (1) process under moment conditions
Jürgens, Ulrich - In: Statistische Hefte : internationale Zeitschrift für … 26 (1985) 3, pp. 237-249
Persistent link: https://www.econbiz.de/10003594513
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Tables for constructing confidence limits on the multiple correlation coefficient
Kramer, K. H. - In: Journal of the American Statistical Association : JASA 58 (1963) 304, pp. 1082-1085
Persistent link: https://www.econbiz.de/10003608028
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Multiple comparison tests in multiresponse experiments
Krishnaish, P. R. - In: Sankhya : the Indian journal of statistics 27 (1965) 1, pp. 65-72
Persistent link: https://www.econbiz.de/10003609750