EconPapers    
Economics at your fingertips  
 

Probability and Statistical Inference

Edited by Wilfried Grossmann, Georg Ch. Pflug and Wolfgang Wertz

in Springer Books from Springer

Date: 1982
ISBN: 978-94-009-7840-9
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

Discrete Approximation of Markovprocesses by Markovchains
Johannes Adler
An Autoregressive Representation of ARMA Processes
Jiři Anděl
Characterization of a Type Multivariate Exponential Distributions
I. Bán and J. Pergel
Multivariate Time Series Analysis and Forecast
György Bánkövi, József Veliczky and Margit Ziermann
Testing Approximate Validity of Hardy-Weinberg Law in Population Genetics
T. Bednarski, S. Gnot and T. Ledwina
On an Optimization Problem Related to Statistical Investigations
Peter Bod
A Construction of Extremal Processes
Paul Deheuvels
Monte Carlo Investigation of Robust Methods
R. Dutter and I. Ganster
Monte Carlo Methods for Solving Hyperbolic Equations
Denis M. Enachescu
The Compounding of the Binomial and Generalized Beta Distributions
Tadeusz Gerstenkorn
Empirical Bayes Estimation of Probability Density Function with Dirichlet Process Prior
J. K. Ghorai and V. Susarla
On the Asymptotic Properties of Minimum Contrast Estimates
Wilfried Grossmann
Contiguity in Some Nonregular Cases and its Applications
Marie Hušková and Tomáš Ratinger
The Notion of Asymptotically Least Favorable Configuration in Selection and Ranking Problems
Jaroslav Hustý
One Method of Stable Estimation of a Location Parameter
L. B. Klebanov and J. A. Melamed
Stochastic Integral Representation of Functionals from a Sequence of Martingales
Franz Konecny
Comparison of Multisample Tests of Normality
P. Kosik and K. Sarkadi
Almost Everywhere Convergence of Recursive Kernel Regression Function Estimates
Adam Krzyżak and Mirosław Pawlak
Estimation of a Multivariate Density by Orthogonal Series
Adam Krzyżak and Mirosław Pawlak
Longest Runs in Markov Chains
Norbert Kusolitsch
Approximation and Smoothing of Surfaces In (P+1)-Dimensional Spaces
Henning Läuter
The Comparison of Two-Unit Standby Redundant System with Two and Three States of Units
Antonín Lešanovský
A Probability Inequality of General Nature for the Maximum of Partial Sums
F. Móricz
Parametric Deviations in Linear Models
Erich Neuwirth
Statistical Tests for Tausworthe Pseudo-Random Numbers
Harald Niederreiter
Polynomials of Parameters in the Regression Model — Estimation and Design
A. Pázman and J. Volaufová
The Limiting Log-Likelihood Process for Discontinuous Multiparameter Density Families
Georg Ch. Pflug
Two Kinds of Pooling Information in Cross-Sectional Regression Model
Wolfgang Polasek
Rate of Convergence for Simple Estimate in the Rejective Sampling
Zuzana Prášková
Minimal Metrics in the Random Variables Space
Svetlozar T. Rachev
Robust Alternatives to the F-Test for the Linear Model
Elvezio Ronchetti
Orthogonal Series Estimates of a Regression Function with Applications in System Identification
Leszek Rutkowski
Generating Student’s T Variates by a Modified Rejection Method
Ernst Stadlober
Block Transmissibility and Quantization
Štefan Šujan
Invariantly Optimal Curve Estimators with Respect to Integrated Mean Error Risk
Wolfgang Wertz

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-94-009-7840-9

Ordering information: This item can be ordered from
http://www.springer.com/9789400978409

DOI: 10.1007/978-94-009-7840-9

Access Statistics for this book

More books in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2026-02-09
Handle: RePEc:spr:sprbok:978-94-009-7840-9