Citation: W. Stute, DISTRIBUTIONAL CONVERGENCE UNDER RANDOM CENSORSHIP WHEN COVARIABLES ARE PRESENT, Scandinavian journal of statistics, 23(4), 1996, pp. 461-471
Citation: Sd. Oman et Ms. Srivastava, EXACT MEAN SQUARED ERROR COMPARISONS OF THE INVERSE AND CLASSICAL ESTIMATORS IN MULTI-UNIVARIATE LINEAR CALIBRATION, Scandinavian journal of statistics, 23(4), 1996, pp. 473-488
Citation: B. Li et Bg. Lindsay, CHI-SQUARE TESTS FOR GENERALIZED ESTIMATING EQUATIONS WITH POSSIBLY MISSPECIFIED WEIGHTS, Scandinavian journal of statistics, 23(4), 1996, pp. 489-509
Citation: Qw. Yao, CONDITIONAL BOUNDARY CROSSING PROBABILITIES AND 2-STAGE TESTS FOR A CHANGE-POINT, Scandinavian journal of statistics, 23(4), 1996, pp. 511-525
Citation: J. Istas, ESTIMATING THE SINGULARITY FUNCTION OF A GAUSSIAN PROCESS WITH APPLICATIONS, Scandinavian journal of statistics, 23(4), 1996, pp. 581-595
Citation: M. Zhao et M. Xie, ON MAXIMUM-LIKELIHOOD-ESTIMATION FOR A GENERAL NONHOMOGENEOUS POISSON-PROCESS, Scandinavian journal of statistics, 23(4), 1996, pp. 597-607
Citation: Ak. Dey et al., CROSS-VALIDATION FOR PARAMETER SELECTION IN INVERSE ESTIMATION PROBLEMS, Scandinavian journal of statistics, 23(4), 1996, pp. 609-620
Citation: M. Nurminen et P. Mutanen, EXACT BAYESIAN-ANALYSIS OF 2 PROPORTIONS (VOL 14, PG 67, 1987), Scandinavian journal of statistics, 23(4), 1996, pp. 635-635
Citation: P. Seeger, NESTED ROW-COLUMN AND GENERALIZED HOWELL DESIGNS USED IN BRIDGE COMPETITIONS (VOL 23, PG 243, 1996), Scandinavian journal of statistics, 23(4), 1996, pp. 635-635
Citation: R. Sundberg, THE PRECISION OF THE ESTIMATED GENERALIZED LEAST-SQUARES ESTIMATOR INMULTIVARIATE CALIBRATION, Scandinavian journal of statistics, 23(3), 1996, pp. 257-274
Citation: Ppb. Eggermont et Vn. Lariccia, A SIMPLE AND EFFECTIVE BANDWIDTH SELECTOR FOR KERNEL DENSITY-ESTIMATION, Scandinavian journal of statistics, 23(3), 1996, pp. 285-301
Citation: Km. Wang et T. Gasser, OPTIMAL RATE FOR ESTIMATING LOCAL BANDWIDTH IN KERNEL ESTIMATORS OF REGRESSION-FUNCTIONS, Scandinavian journal of statistics, 23(3), 1996, pp. 303-312
Citation: Hja. Degenhardt, STRONG LIMIT-THEOREMS FOR THE DIFFERENCE OF THE PERTURBED EMPIRICAL DISTRIBUTION FUNCTION AND THE CLASSICAL EMPIRICAL DISTRIBUTION FUNCTION, Scandinavian journal of statistics, 23(3), 1996, pp. 331-351