Top 20 hottest articles
between 24.12.2016 and 24.06.2017
1
A. Oliveira, A. Seijas-Macias
An Approach to Distribution of the Product of Two Normal Variables
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32
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2
C.A. Coelho, L. M. Grilo
Near-exact distributions for the generalized wilks lambda statistic
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30
(1)
3
M. Fonseca, J.T. Mexia, R. Zmyślony
Exact distribution for the generalized F tests
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22
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4
O.M. Baksalary, G.P.H. Styan
Some comments on the diversity of Vermeer paintings depicted on postage stamps
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28
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5
I. Cameron, P.D. Loly, A. Rogers
Signatura of magic and Latin integer squares: isentropic clans and indexing
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33
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6
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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7
J. Groß, S. Puntanen
Extensions of the Frisch--Waugh--Lovell Theorem
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25
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8
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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9
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
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10
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
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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
J.T. Mexia, P.C. Real
Strong law of large numbers for additive extremum estimators
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21
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14
S. Abdouche, H. Fellag
Unit root test in the presence of a single additive outlier small sample case
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22
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15
H. Fellag, K. Nouali
Bayesian estimation of AR(1) models with uniform innovations
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25
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16
P.P. Mota
Normality assumption for the log-return of the stock prices
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32
(1-2)
17
B. Ceranka, M. Graczyk
Optimum chemical balance weighing designs with diagonal variance-covariance matrix of errors
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24
(2)
18
R. Różański, A. Zagdański
On the consistency of sieve bootstrap prediction intervals for stationary time series
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24
(1)
19
H. Fellag
Testing on the first-order autoregressive model with contaminated exponential white noise finite sample case
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21
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20
Y. Cui, S. Koshkin
Binomial ARMA count series from renewal processes
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32
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