Top 20 hottest articles
between 23.08.2017 and 23.02.2018

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. Cordeiro, M. M. Neves
Computational intensive methods for prediction and imputation in time series analysis
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31 (1-2)
4
C.A. Coelho, L. M. Grilo
Near-exact distributions for the generalized wilks lambda statistic
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30 (1)
5
M. Grządziel
On maximum likelihood estimation in mixed normal models with two variance components
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34 (1-2)
6
P.P. Mota
Normality assumption for the log-return of the stock prices
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32 (1-2)
7
Ch.H. Müller
Redescending M-estimators in regression analysis, cluster analysis and image analysis
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24 (1)
8
J. Groß, S. Puntanen
Extensions of the Frisch--Waugh--Lovell Theorem
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25 (1)
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. Bajnok, S. Semov
The ``Thirty-seven Percent Rule'' and the secretary problem with relative ranks
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34 (1-2)
11
T. Bednarski
A note on robust estimation in logistic regression model
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36 (1-2)
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
M. Ferreira
On the tail index estimation of an autoregressive Pareto process
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33 (1-2)
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 (1)
15
R. Różański, A. Zagdański
On the consistency of sieve bootstrap prediction intervals for stationary time series
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24 (1)
16
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)
17
B.R. Clarke
An adaptive method of estimation and outlier detection in regression applicable for small to moderate sample sizes
20 (1)
18
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)
19
M. Weba
Optimal trend estimation in geometric asset price models
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25 (1)
20
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)