483 results on '"Withers, Christopher"'
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52. Non-parametric confidence intervals for covariance and correlation
53. Expansions about the Gamma for the Distribution and Quantiles of a Standard Estimate
54. Asymptotic properties of M -estimators in linear and nonlinear multivariate regression models
55. The distribution of the maximum of a first order moving average: the continuous case
56. The Distribution of the Bit Error Rate for an M Branch Antenna with N Interferers
57. Simple alternatives for Box–Cox transformations
58. Commonality requirements in US class actions.
59. Cornish-Fisher Expansions for Functionals of the Weighted Partial Sum Empirical Distribution
60. Evidence of trend in return levels for daily rainfall in New Zealand
61. Expansions for the Distribution of the Maximum from Distributions with a Power Tail when a Trend is Present
62. Weighting Cusums for Increased Power Near the End Points
63. Correlation is first order independent of transformation
64. Calibration with low bias
65. Density estimates of low bias
66. On the product of gamma random variables
67. Self-Replicating Quadratics
68. Sums of powers of roots via Bell polynomials
69. Maximum modulus confidence bands
70. On the dependency for asymptotically independent estimates
71. The Exact Distribution of Loop Gain
72. A Generalized Suzuki Distribution
73. Unbiased estimates for a lognormal regression problem and a nonparametric alternative
74. Nonparametric estimates of low bias
75. New Expressions for Repeated Upper Tail Integrals of the Normal Distribution
76. Reduction of bias and skewness with applications to second order accuracy
77. The distribution of the maximum of a first order autoregressive process: the continuous case
78. Generalized Cornish-Fisher expansions
79. Canonical regression models for exponential families
80. Tilted Edgeworth expansions for asymptotically normal vectors
81. The misclassification error of the maximum likelihood procedure when deciding among a finite choice of distributions
82. Expansions for log densities of asymptotically normal estimates
83. MGFs for Rayleigh Random Variables
84. Bias reduction for standard and extreme estimates
85. Sums of powers of roots via Bell polynomials.
86. The distribution of the minimum of a positive sample
87. Moments and cumulants of the extremes of a sample from a uniform distribution
88. Asymptotic Pitman's Relative Efficiency
89. Jurisdiction and applicable law in antitrust tort claims.
90. Jurisdiction clauses and the Unfair Terms in Consumer Contracts Regulations.
91. The joint distribution of the sample minimum and maximum from a smooth distribution on w1,w2
92. Expansions for Quantiles and Multivariate Moments of Extremes for Heavy Tailed Distributions
93. Vector differential equations
94. The joint distribution of the sample minimum and maximum from a smooth distribution on w1,w2
95. The joint distribution of the maximum and minimum of an AR(1) process
96. Discrete random vectors generated by Taylor expansions
97. The distribution of the maximum of the multivariate [formula omitted] and multivariate [formula omitted] processes
98. Improving bias in kernel density estimation
99. The dual multivariate Charlier and Edgeworth expansions
100. Cumulants of multinomial and negative multinomial distributions
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