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Original Articles

A review of some adaptive statistical techniques

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Pages 1551-1579 | Received 01 Dec 1983, Published online: 27 Jun 2007

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Erich L. Lehmann. (2009) Parametric versus nonparametrics: two alternative methodologies. Journal of Nonparametric Statistics 21:4, pages 397-405.
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O. Y. Kravchuk & J. Hu. (2008) Tail-Adaptive Location Rank Test for the Generalized Secant Hyperbolic Distribution. Communications in Statistics - Simulation and Computation 37:6, pages 1052-1063.
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Wolfgang Kössler. (2005) Some c-sample rank tests of homogeneity against ordered alternatives based on U-statistics. Journal of Nonparametric Statistics 17:7, pages 777-795.
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F. Turkheimer, K. Pettigrew, L. Sokoloff & K. Schmidt. (1999) A minimum variance adaptive technique for parameter estimation and hypothesis testing. Communications in Statistics - Simulation and Computation 28:4, pages 931-956.
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Shu-chuan Lo & Chien-Pai Han. (1997) Robust linear regression using smooth adaptive estimators. Communications in Statistics - Simulation and Computation 26:1, pages 1-19.
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Ronald H. Randies & James A. Calvin. (1996) The professional contributions of robert v. hogg. Communications in Statistics - Theory and Methods 25:11, pages 2467-2481.
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S. Lalitha & Anand Mishra. (1996) Modified maximum likelihood estimation for rayleigh distribution. Communications in Statistics - Theory and Methods 25:2, pages 389-401.
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Thomas W. O'Gorman. (1996) An adaptive two-sample test based on modified wilcoxon scores. Communications in Statistics - Simulation and Computation 25:2, pages 459-479.
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J. F. Reed$suffix/text()$suffix/text() & D. B. Stark. (1994) Robustness estimators of location:a classification of linear and adaptive estimators. Journal of Applied Statistics 21:3, pages 95-124.
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D.L. Hawkins & C.K. Lakshminarayan. (1994) An adaptive estimator of location based on the t-family. Communications in Statistics - Theory and Methods 23:3, pages 747-761.
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Chien-Pai Han & D. L. Hawkins. (1994) A smooth adaptive estimator of the mean of a symmetric or asymmetric distribution. Communications in Statistics - Theory and Methods 23:1, pages 1-10.
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M. Donegani & M. Unternährer. (1991) Estimation of the variance of an adaptive estimator by bootstrapping. Communications in Statistics - Theory and Methods 20:12, pages 3925-3931.
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J¨rg Husler. (1988) On the asymptotic behaviour of selector statistics. Communications in Statistics - Theory and Methods 17:10, pages 3569-3590.
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Marie Huskova. (1988) Adaptive parameter estimation for generalized tukey's λ-family. Statistics 19:1, pages 15-26.
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Russell F. Kappenman. (1987) Improved distribution quantile estimation. Communications in Statistics - Simulation and Computation 16:2, pages 307-320.
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Jurg. Hiisler. (1987) On the two-sample adaptive distribution-free test. Communications in Statistics - Simulation and Computation 16:1, pages 55-68.
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Stephen J. Ruberg. (1986) A continuously adaptive nonparametric two–sample test. Communications in Statistics - Theory and Methods 15:10, pages 2899-2920.
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Che-Ping Lee. (1986) Estimation of the intensity of a poisson process. Communications in Statistics - Simulation and Computation 15:3, pages 747-759.
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P.J. Do Jongh & T. De Wet. (1985) A monte carlo comparison of regression trimmed means. Communications in Statistics - Theory and Methods 14:10, pages 2457-2472.
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Mi Jiang, Xiaoli Ding, Zhiwei Li, Xin Tian, Chisheng Wang & Wu Zhu. (2014) InSAR Coherence Estimation for Small Data Sets and Its Impact on Temporal Decorrelation Extraction. IEEE Transactions on Geoscience and Remote Sensing 52:10, pages 6584-6596.
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Philip Prescott. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
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Thomas W. O'Gorman. 2012. Adaptive Tests of Significance Using Permutations of Residuals with R and SAS®. Adaptive Tests of Significance Using Permutations of Residuals with R and SAS® 333 339 .
Erich L. Lehmann. 2012. Selected Works of E. L. Lehmann. Selected Works of E. L. Lehmann 437 445 .
Wolfgang Kössler. (2010) Max-type rank tests, -tests, and adaptive tests for the two-sample location problem — An asymptotic power study. Computational Statistics & Data Analysis 54:9, pages 2053-2065.
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WeiZhen Wang. (2010) On hypothesis testing with a partitioned random alternative. Science China Mathematics 53:4, pages 927-938.
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A. M. H. Alkhazaleh & A. M. Razali. (2010) New Technique to Estimate the Asymmetric Trimming Mean. Journal of Probability and Statistics 2010, pages 1-9.
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Li-Lin Ku & Chien-Pai Han. (2007) Robust testing procedures of process locations. Quality & Quantity 42:5, pages 579-595.
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Francesco Paolo Natale. (2008) Optimisation in the presence of tail-dependence and tail risk: A heuristic approach for strategic asset allocation. Journal of Asset Management 8:6, pages 374-400.
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Friedrich Schmid & Mark Trede. (2003) Simple tests for peakedness, fat tails and leptokurtosis based on quantiles. Computational Statistics & Data Analysis 43:1, pages 1-12.
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Thomas W. O'Gorman. (2008) Using adaptive weighted least squares to reduce the lengths of confidence intervals. Canadian Journal of Statistics 29:3, pages 459-471.
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Thomas W O'Gorman. (2001) An adaptive permutation test procedure for several common tests of significance. Computational Statistics & Data Analysis 35:3, pages 335-350.
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Federico Turkheimer, Karen Pettigrew, Louis Sokoloff, Carolyn Beebe Smith & Kathleen Schmidt. (2000) Selection of an Adaptive Test Statistic for Use with Multiple Comparison Analyses of Neuroimaging Data. NeuroImage 12:2, pages 219-229.
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M.C. Jones. (1991) On correcting for variance inflation in kernel density estimation. Computational Statistics & Data Analysis 11:1, pages 3-15.
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B. Abdous. (1990) Adapting the classical kernel density estimator to data. Computational Statistics & Data Analysis 9:2, pages 169-178.
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Russell F. Kappenman. (1988) Robust symmetric distribution location estimation and regression. Journal of Statistical Planning and Inference 19:1, pages 55-72.
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