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andrew-l-rukhin documents
Documents
Asymptotic variance estimation in multivariate distributions
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Generalized Bayes estimators of a normal discriminant function
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A class of minimax estimators of a normal quantile
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A class of minimax estimators of the scale parameter of the uniform distribution
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Risk behavior of variance estimators in multivariate normal distribution
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The rates of convergence of Bayes estimators in change-point analysis
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Quadratic estimators of quadratic functions of normal parameters
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Estimation of the noncentrality parameter of an F-distribution
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Linear estimators of a location parameter and canonical parameter estimators for a Poisson distribution
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Adaptive decision making for stochastic processes
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Inference about permutation parameter in large samples
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Estimation and testing for the common intersection point
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Limit of detection determination for censored samples
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Laplace random effects models for interlaboratory studies
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Non-parametric inference for balanced randomization designs
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Nonparametric measures of dependence for biometric data studies
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Identities for negative moments of quadratic forms in normal variables
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Asymptotic behavior of posterior distribution of the change-point parameter
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Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean
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Influence of the prior distribution on the risk of the Bayes rule
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Bayes estimators whose range has convex hull of zero prior probability
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