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A new class of strongly consistent variance estimators for steady-state simulations JOURNAL ARTICLE published April 1988 in Stochastic Processes and their Applications |
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Estimation of parameters of mean and variance in two-stage linear models JOURNAL ARTICLE published 1987 in Applications of Mathematics |
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On modified minimum variance quadratic unbiased estimation (MIVQUE) of variance components in mixed linear models JOURNAL ARTICLE published 25 June 2012 in Model Assisted Statistics and Applications |
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Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors JOURNAL ARTICLE published 1991 in Applications of Mathematics |
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On the Robustness of Bayes Estimators of the Variance Ratio in Balanced One-Way ANOVA Models with Covariates BOOK CHAPTER published 1996 in Statistical Theory and Applications |
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A METHOD TO MINIMIZE THE SUM OF THE VARIANCES OF THE ESTIMATORS OF THE VARIANCE COMPONENTS IN STAIR NESTED DESIGNS JOURNAL ARTICLE published 15 November 2017 in Advances and Applications in Statistics |
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Sufficient Classes of Strategies in Discrete Dynamic Programming. II: Locally Stationary Strategies JOURNAL ARTICLE published January 1988 in Theory of Probability & Its Applications |
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Two new estimators of finite population variance under random non-response: An application JOURNAL ARTICLE published 24 March 2023 in Model Assisted Statistics and Applications |
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Constructing Explicit Estimators in Nonlinear Regression Problems JOURNAL ARTICLE published January 2018 in Theory of Probability & Its Applications |
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Optimal Unbiased Estimators in Additive Models with Bounded Errors are Deterministic JOURNAL ARTICLE published January 1996 in Theory of Probability & Its Applications |
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Lower Limits of Frequencies in Computable Sequences and Relativized a Priori Probability JOURNAL ARTICLE published January 1988 in Theory of Probability & Its Applications |
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Bias of LS estimators in nonlinear regression models with constraints. Part II: Biadditive Models JOURNAL ARTICLE published October 1999 in Applications of Mathematics |
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On Unique Determination of Convolutions of One-Type Distribution Functions by Restriction to a Half-Line JOURNAL ARTICLE published January 1988 in Theory of Probability & Its Applications |
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M-estimators of structural parameters in pseudolinear models JOURNAL ARTICLE published August 1999 in Applications of Mathematics |
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Asymptotic Efficiency of Inverse Estimators JOURNAL ARTICLE published January 2000 in Theory of Probability & Its Applications |
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On the Mean-Variance Hedging in the Ho--Lee Diffusion Model JOURNAL ARTICLE published January 2000 in Theory of Probability & Its Applications |
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On Sign Tests in ARMA Models with Possibly Infinite Error Variance JOURNAL ARTICLE published January 2005 in Theory of Probability & Its Applications |
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Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models JOURNAL ARTICLE published August 2023 in Theory of Probability & Its Applications |
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Hierarchical Bayes Estimators of the Error Variance in Two-Way ANOVA Models JOURNAL ARTICLE published 1 August 2002 in Communications for Statistical Applications and Methods |
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Robustness of the best linear unbiased estimator and predictor in linear regression models JOURNAL ARTICLE published 1990 in Applications of Mathematics |