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