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ON SMALL SAMPLE PROPERTIES OF PERMUTATION TESTS
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On Estimation of the Exponentiated Pareto Distribution Under
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NOTE: SOME MATERIAL ON TWO
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Nonparametric estimation for pure jump Levy processes.
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MULTI-SAMPLE SPATIAL MEDIAN TEST NOT REQUIRING
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Monte Carlo tests with nuisance parameters: A general approach to
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Monte Carlo
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Modelling sample selection using Archimedean copulas
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Modeling Energy Price Dynamics: GARCH versus Stochastic Volatility
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methodological developments of cluster randomised trials
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Maximum Likelihood Ratio based small-sample tests for
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Mario DAntuono, A bi-variate ASReml model for an
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MANOVA â Multivariate analysis of variance
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MA Advanced Econometrics: Finite-Sample
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Lucky Factors - Jacobs Levy Equity Management Center
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Limit theory for the largest eigenvalues of sample
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Lesson 16: Methods for Selecting a Random Sample
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Law of Log Determinant of Sample Covariance
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LARGE SAMPLE THEORY OF MAXIMUM LIKELIHOOD ESTIMATES
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Large Sample Tests for Comparing Regression Coefficients in
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Java Applets for Sample Size
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