Top 20 hottest articles
between 25.05.2017 and 25.11.2017
1
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)
2
A. Oliveira, A. Seijas-Macias
An Approach to Distribution of the Product of Two Normal Variables
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32
(1-2)
3
C.A. Coelho, L. M. Grilo
Near-exact distributions for the generalized wilks lambda statistic
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30
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4
J. Groß, S. Puntanen
Extensions of the Frisch--Waugh--Lovell Theorem
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25
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5
P.P. Mota
Normality assumption for the log-return of the stock prices
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32
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6
C. Cordeiro, M. M. Neves
Computational intensive methods for prediction and imputation in time series analysis
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31
(1-2)
7
B.R. Clarke
An adaptive method of estimation and outlier detection in regression applicable for small to moderate sample sizes
20
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8
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)
9
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)
10
B. Stawiarski
On non-existence of moment estimators of the GED power parameter
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36
(1-2)
11
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
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12
M. Fonseca, J.T. Mexia, R. Zmyślony
Estimators and tests for variance components in cross nested orthogonal designs
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23
(2)
13
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)
14
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
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15
R. Różański, A. Zagdański
On the consistency of sieve bootstrap prediction intervals for stationary time series
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24
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16
S. Kageyama, R.N. Mohan, M.M. Nair
On a characterization of symmetric balanced incomplete block designs
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24
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17
A. Kozioł
Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure and structured mean vector
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36
(1-2)
18
Ch.H. Müller
Redescending M-estimators in regression analysis, cluster analysis and image analysis
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24
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19
M. Fonseca, J.T. Mexia, R. Zmyślony
Exact distribution for the generalized F tests
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22
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20
T. Bednarski
A note on robust estimation in logistic regression model
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36
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