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Weibull distributions when the shape parameter is defined
Bowman, K. O.; Shenton, L. R. - In: Computational Statistics & Data Analysis 36 (2001) 3, pp. 299-310
Persistent link: https://www.econbiz.de/10005118083
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Remarks of the distribution of Karl Pearson's k-statistic, k=2b2 - 3b1 - 6
Bowman, K. O.; Shenton, L. R. - In: Bulletin of the International Statistical Institute 45 (1973) 1, pp. 210-218
Persistent link: https://www.econbiz.de/10002022289
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Maximum likelihood estimation moments for the 2-parameter gamma distribution
Shenton, L. R.; Bowman, K. O. - In: Sankhya / B : the Indian journal of statistics 31 (1969) 3/4, pp. 379-396
Persistent link: https://www.econbiz.de/10003499401
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Exact moments for autoregressive and random walk models for a zero or stationary initial value
Vinod, Hrishikesh D. - In: Econometric theory 12 (1996) 3, pp. 481-499
Persistent link: https://www.econbiz.de/10001207532
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Moments of a serial correlation coefficient
Shenton, L. R.; Johnson, Whitney L. - In: Journal of the Royal Statistical Society 27 (1965) 2, pp. 308-320
Persistent link: https://www.econbiz.de/10003591612