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Results 11-19 of 19 (Search time: 0.001 seconds).
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Issue Date
Title
Author(s)
1995
Consistent estimation for density-weighted average derivative orthogonal series method
Rao, B L S P
15-Jul-1999
Bounds for rth order joint cumulant under rth order strong mixing
Rao, B L S P
1995
On L1 consistency of Kernel - type density estimator for stationary Markov processes
Mishra, M N
;
Rao, B L S P
15-Apr-1999
Covariance identities for exponential and related distributions
Rao, B L S P
1999
Covariance identities for exponential and related distributions
Rao, B L S P
1991
Bound for the equivalence of Bayes and maximum likelihood estimators for a class of diffusion process
Mishra, M N
;
Rao, B L S P
1991
Bounds for the equivalence of bayes and maximum likelihood estimators for a class of diffusion processes
Mishra, M N
;
Rao, B L S P
1995
Kernel type density estimates for positive valued random variables
Bagai, Isha
;
Rao, B L S P
1996
Optimal asymptotic tests of composite hypotheses for continuous time stochastic processes
Rao, B L S P
Discover
Author
3
Mishra, M N
1
Bagai, Isha
1
Dewan, Isha
1
Rubin, Herman
Subject
4
Characterization
3
Covariance identity
3
Exponential distribution
2
Density estimation
2
Estimators
2
Integrated risk
2
Moment inequalities
2
Multivariate normal distribution
2
Statistics
1
Absolute moments
.
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