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Package 'survMisc'
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OPTIMAL QUADRATIC-FORM ESTIMATOR OF THE VARIANCE OF THE SAMPLE MEAN Neng-Hui Shih
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On Estimation of the Exponentiated Pareto Distribution Under Different Sample Schemes
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Law of Log Determinant of Sample Covariance Matrix and
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Large Sample Tests for Comparing Regression Coefficients in Models With Normally Distributed
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Maximum Likelihood Ratio based small-sample tests
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MA Advanced Econometrics: Finite-Sample Distributions, Bootstrapping Karl Whelan February 22, 2011
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Limit theory for the largest eigenvalues of sample covariance matrices... heavy-tails ffel Richard A. Davis
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MANOVA â Multivariate analysis of variance
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Malaysian Family Physician 2006; Volume 1, Number 2&3 Online version:
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Nonparametric adaptive estimation for pure jump L´ evy processes.
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Non-parametric synthesis of laminar volumetric textures from a 2D sample
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Modeling Energy Price Dynamics: GARCH versus Stochastic Volatility
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MULTI-SAMPLE SPATIAL MEDIAN TEST NOT REQUIRING DISTRIBUTIONS OF THE SAME TYPE J´
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Modelling sample selection using Archimedean copulas M D. S
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NOTE: SOME MATERIAL ON TWO- SAMPLE TESTS FOR PROPORTIONS IS FROM
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GLOBALIZATION – WHAT, WHY, AND HOW TO MEASURE Niko Schlamberger
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FlowLogic®: Right Click Menu in the File Inspector How to Guide
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Fundamental Limit of Sample Generalized Eigenvalue
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Finite-size scaling, dynamic fluctuations, and hyperscaling relation
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Finite-sample simulation-based tests in VAR models with
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