A
-
Admissibility
Admissibility of a Multiple Two Sample U-Statistic [Volume 33, Issue 2, 1989, Pages 243-260]
-
Admissible Linear Unbiased Estimators
An "Optimal" Subclass of Linear Unbiased Estimators [Volume 33, Issue 2, 1989, Pages 176-186]
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Ageing Classes
Five New Stochastic Ageing Concepts [Volume 33, Issue 2, 1989, Pages 199-211]
-
Asymptotic Confidence Intervals
Estimation from Accelerated Life Testing Using Interval Data [Volume 33, Issue 1, 1989, Pages 93-109]
-
Asymptotic Confidence Intervals and Numerical Example
A New Survival Model: Estimation and Analysis of Failure Data [Volume 33, Issue 2, 1989, Pages 212-224]
-
Asymptotic Covariance Matrix
Covariance Matrix Estimation in Complex Surveys [Volume 33, Issue 1, 1989, Pages 130-138]
-
Asymptotic Variance Covariance Matrix
Maximum Likelihood Estimation for the Three Parameter Weibull Distribution Based on Multi Stage Left and Right Progressive Censored Samples [Volume 33, Issue 1, 1989, Pages 49-57]
-
Auto Regressive Process
Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process [Volume 33, Issue 1, 1989, Pages 69-82]
-
Average Failure Rate
The K-Order New Better than Average Failure Rate Model [Volume 33, Issue 1, 1989, Pages 58-68]
B
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Biased Estimators
Some Alternative Techniques for Improvements over Ordinary Least Squares: An Application of Biased Regression Estimators [Volume 33, Issue 1, 1989, Pages 139-163]
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Bounds for Risk
Bounds for Risk in Investment Portfolio Selection [Volume 33, Issue 1, 1989, Pages 83-92]
C
-
Censored and Complete Samples
A New Survival Model: Estimation and Analysis of Failure Data [Volume 33, Issue 2, 1989, Pages 212-224]
-
Censored Life Test Data
Estimation of the Mixed Gamma Distributions Parameters Based on Censored Life test Data [Volume 33, Issue 1, 1989, Pages 1-16]
-
Characterization Property
Scatter Diagrams for Data Analysis Using a Characterization Property [Volume 33, Issue 2, 1989, Pages 302-325]
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Classification - Linear Regression Model - Scatter Diagrams - Theoretical Distributions
Scatter Diagrams for Data Analysis Using a Characterization Property [Volume 33, Issue 2, 1989, Pages 302-325]
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Complex Surveys
Covariance Matrix Estimation in Complex Surveys [Volume 33, Issue 1, 1989, Pages 130-138]
-
Conditional Confidence Intervals
Two Approaches Based on the Structural Model to Inference on the Generalized Gamma Parameters [Volume 33, Issue 1, 1989, Pages 110-129]
-
Consistency
Inverse-Gaussian Inputs and the Hurst Effect [Volume 33, Issue 2, 1989, Pages 187-198]
-
Consistency
Five New Stochastic Ageing Concepts [Volume 33, Issue 2, 1989, Pages 199-211]
D
-
Dual K-NWAFR Classes
The K-Order New Better than Average Failure Rate Model [Volume 33, Issue 1, 1989, Pages 58-68]
E
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Empirical Law
Inverse-Gaussian Inputs and the Hurst Effect [Volume 33, Issue 2, 1989, Pages 187-198]
-
Errors
Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process [Volume 33, Issue 1, 1989, Pages 69-82]
-
Estimation
Estimation of the Mixed Gamma Distributions Parameters Based on Censored Life test Data [Volume 33, Issue 1, 1989, Pages 1-16]
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Exponential distribution
Estimation from Accelerated Life Testing Using Interval Data [Volume 33, Issue 1, 1989, Pages 93-109]
F
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Failure Data
A New Survival Model: Estimation and Analysis of Failure Data [Volume 33, Issue 2, 1989, Pages 212-224]
-
Finite Population Sampling
Admissibility of a Multiple Two Sample U-Statistic [Volume 33, Issue 2, 1989, Pages 243-260]
G
-
Gamma Distributions
Inverse-Gaussian Inputs and the Hurst Effect [Volume 33, Issue 2, 1989, Pages 187-198]
-
Generalized Gamma Parameters
Two Approaches Based on the Structural Model to Inference on the Generalized Gamma Parameters [Volume 33, Issue 1, 1989, Pages 110-129]
H
-
Hurst Effect
Inverse-Gaussian Inputs and the Hurst Effect [Volume 33, Issue 2, 1989, Pages 187-198]
K
-
K-NBAFR Model
The K-Order New Better than Average Failure Rate Model [Volume 33, Issue 1, 1989, Pages 58-68]
L
-
Life Assurance Companies
Bounds for Risk in Investment Portfolio Selection [Volume 33, Issue 1, 1989, Pages 83-92]
-
Likelihood ratio test
Two-Way Cross Classification with Multiple Covariates and One Observation Per Cell [Volume 33, Issue 2, 1989, Pages 261-279]
-
Linear Models
Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process [Volume 33, Issue 1, 1989, Pages 69-82]
M
-
Maximum likelihood
Estimation of the Mixed Gamma Distributions Parameters Based on Censored Life test Data [Volume 33, Issue 1, 1989, Pages 1-16]
-
Maximum likelihood
Estimation from Accelerated Life Testing Using Interval Data [Volume 33, Issue 1, 1989, Pages 93-109]
-
Maximum Likelihood and Moments Estimation
A New Survival Model: Estimation and Analysis of Failure Data [Volume 33, Issue 2, 1989, Pages 212-224]
-
Maximum likelihood estimation
Maximum Likelihood Estimation for the Three Parameter Weibull Distribution Based on Multi Stage Left and Right Progressive Censored Samples [Volume 33, Issue 1, 1989, Pages 49-57]
-
Maximum likelihood estimation
Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process [Volume 33, Issue 1, 1989, Pages 69-82]
-
Maximum likelihood estimators
Two-Way Cross Classification with Multiple Covariates and One Observation Per Cell [Volume 33, Issue 2, 1989, Pages 261-279]
-
Mixed Gamma Distributions
Estimation of the Mixed Gamma Distributions Parameters Based on Censored Life test Data [Volume 33, Issue 1, 1989, Pages 1-16]
-
Modified Maximum Likelihood Estimates
Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process [Volume 33, Issue 1, 1989, Pages 69-82]
-
Multicollinearity
Some Alternative Techniques for Improvements over Ordinary Least Squares: An Application of Biased Regression Estimators [Volume 33, Issue 1, 1989, Pages 139-163]
-
Multiple Covariates
Two-Way Cross Classification with Multiple Covariates and One Observation Per Cell [Volume 33, Issue 2, 1989, Pages 261-279]
-
Multiple Two Sample U-Statistic
Admissibility of a Multiple Two Sample U-Statistic [Volume 33, Issue 2, 1989, Pages 243-260]
-
Multi Stage Progressive Censoring
Maximum Likelihood Estimation for the Three Parameter Weibull Distribution Based on Multi Stage Left and Right Progressive Censored Samples [Volume 33, Issue 1, 1989, Pages 49-57]
N
-
Numerical investigation
Shortest Confidence Interval for the Shape Parameter of the Weibull Distribution Based on X₍ⱼ₎ / X₍ᵢ₎, j > i. [Volume 33, Issue 2, 1989, Pages 165-175]
O
-
Order Statistics
A New Survival Model: Estimation and Analysis of Failure Data [Volume 33, Issue 2, 1989, Pages 212-224]
P
-
Parameter
Covariance Matrix Estimation in Complex Surveys [Volume 33, Issue 1, 1989, Pages 130-138]
-
Parametric Functions
Admissibility of a Multiple Two Sample U-Statistic [Volume 33, Issue 2, 1989, Pages 243-260]
-
Pivotal Functions
Two Approaches Based on the Structural Model to Inference on the Generalized Gamma Parameters [Volume 33, Issue 1, 1989, Pages 110-129]
-
Poisson Shock Models
Five New Stochastic Ageing Concepts [Volume 33, Issue 2, 1989, Pages 199-211]
-
Polyhedral Structure
An "Optimal" Subclass of Linear Unbiased Estimators [Volume 33, Issue 2, 1989, Pages 176-186]
-
Population Counterpart
Admissibility of a Multiple Two Sample U-Statistic [Volume 33, Issue 2, 1989, Pages 243-260]
-
Portfolio Selection Model
Bounds for Risk in Investment Portfolio Selection [Volume 33, Issue 1, 1989, Pages 83-92]
Q
-
Quadratic Form
Bounds for Risk in Investment Portfolio Selection [Volume 33, Issue 1, 1989, Pages 83-92]
R
-
Relative Maximum Likelihood
Estimation from Accelerated Life Testing Using Interval Data [Volume 33, Issue 1, 1989, Pages 93-109]
-
Reliability Applications
The K-Order New Better than Average Failure Rate Model [Volume 33, Issue 1, 1989, Pages 58-68]
-
Reparameterization
An "Optimal" Subclass of Linear Unbiased Estimators [Volume 33, Issue 2, 1989, Pages 176-186]
-
Ridge Regression
Some Alternative Techniques for Improvements over Ordinary Least Squares: An Application of Biased Regression Estimators [Volume 33, Issue 1, 1989, Pages 139-163]
S
-
Shape Parameter
Shortest Confidence Interval for the Shape Parameter of the Weibull Distribution Based on X₍ⱼ₎ / X₍ᵢ₎, j > i. [Volume 33, Issue 2, 1989, Pages 165-175]
-
Shortest Confidence Interval
Shortest Confidence Interval for the Shape Parameter of the Weibull Distribution Based on X₍ⱼ₎ / X₍ᵢ₎, j > i. [Volume 33, Issue 2, 1989, Pages 165-175]
-
Standardized Regression Coefficients
Some Alternative Techniques for Improvements over Ordinary Least Squares: An Application of Biased Regression Estimators [Volume 33, Issue 1, 1989, Pages 139-163]
-
Stochastic Ageing Concepts
Five New Stochastic Ageing Concepts [Volume 33, Issue 2, 1989, Pages 199-211]
-
Structural model
Two Approaches Based on the Structural Model to Inference on the Generalized Gamma Parameters [Volume 33, Issue 1, 1989, Pages 110-129]
U
-
Unified Approach
Five New Stochastic Ageing Concepts [Volume 33, Issue 2, 1989, Pages 199-211]
V
-
Variance Inflation Factors
Some Alternative Techniques for Improvements over Ordinary Least Squares: An Application of Biased Regression Estimators [Volume 33, Issue 1, 1989, Pages 139-163]
W
-
Weibull distribution
Maximum Likelihood Estimation for the Three Parameter Weibull Distribution Based on Multi Stage Left and Right Progressive Censored Samples [Volume 33, Issue 1, 1989, Pages 49-57]
-
Weibull distribution
Shortest Confidence Interval for the Shape Parameter of the Weibull Distribution Based on X₍ⱼ₎ / X₍ᵢ₎, j > i. [Volume 33, Issue 2, 1989, Pages 165-175]
-
Weighted Least
Estimation of the Mixed Gamma Distributions Parameters Based on Censored Life test Data [Volume 33, Issue 1, 1989, Pages 1-16]
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