Top 20 hottest articles
between 20.03.2017 and 20.09.2017

1
A. Oliveira, A. Seijas-Macias
An Approach to Distribution of the Product of Two Normal Variables
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32 (1-2)
2
O.M. Baksalary, G.P.H. Styan
Some comments on the diversity of Vermeer paintings depicted on postage stamps
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28 (1)
3
C.A. Coelho, L. M. Grilo
Near-exact distributions for the generalized wilks lambda statistic
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30 (1)
4
I. Cameron, P.D. Loly, A. Rogers
Signatura of magic and Latin integer squares: isentropic clans and indexing
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33 (1-2)
5
J. Groß, S. Puntanen
Extensions of the Frisch--Waugh--Lovell Theorem
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25 (1)
6
S. Kageyama, R.N. Mohan, M.M. Nair
On a characterization of symmetric balanced incomplete block designs
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24 (1)
7
S. Gnot, A. Michalski, A. Urbańska-Motyka
On some properties of ML and REML estimators in mixed normal models with two variance components
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24 (1)
8
P.P. Mota
Normality assumption for the log-return of the stock prices
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32 (1-2)
9
B. Stawiarski
On non-existence of moment estimators of the GED power parameter
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36 (1-2)
10
P. Pawlas, D. Szynal
Recurrence relations for single and product moments of k-th lower record values from the inverse distributions of Pareto's type and characterizations
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20 (2)
11
B.R. Clarke
An adaptive method of estimation and outlier detection in regression applicable for small to moderate sample sizes
20 (1)
12
M. Fonseca, J.T. Mexia, R. Zmyślony
Exact distribution for the generalized F tests
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22 (1,2)
13
K. Jain, S. Jain, S.K. Sharma
Generalized Lehmann family for meta analysis based upon summary receiver operating characteristic curves
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36 (1-2)
14
R. Różański, A. Zagdański
On the consistency of sieve bootstrap prediction intervals for stationary time series
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24 (1)
15
M. Fonseca, J.T. Mexia, R. Zmyślony
Estimators and tests for variance components in cross nested orthogonal designs
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23 (2)
16
C. Cordeiro, M. M. Neves
Computational intensive methods for prediction and imputation in time series analysis
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31 (1-2)
17
E. Gąsiorek, A. Michalski, R. Zmyślony
Tests of independence of normal random variables with known and unknown variance ratio
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20 (2)
18
Y. Cui, S. Koshkin
Binomial ARMA count series from renewal processes
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32 (1-2)
19
M. I. Gomes, L. Henriques-Rodrigues
Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation?
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30 (1)
20
B. Janiszewska, R. Różański
Estimation of the hazard rate function with a reduction of bias and variance at the boundary
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25 (1)