On the mean square error of maximum likelihood estimates of the distribution density of sufficient statistics of the multivariate normal distribution R. A. Abusev Point and Interval Estimation Pages: 1378 - 1382
Bayes estimates and classification problem for chi-squared and Wishart's distributions R. A. AbusevE. V. Mazanova Point and Interval Estimation Pages: 1383 - 1386
Unbiased estimation for negative-binomial random walks L. A. Balyukina Point and Interval Estimation Pages: 1387 - 1388
Estimation of the parameters of a bivariate distribution of Gaussian random variables that cannot be observed simultaneously G. D. Kartashov Point and Interval Estimation Pages: 1389 - 1393
On an equivariant estimate of the density of a matrix normal distribution V. M. Kondakov Point and Interval Estimation Pages: 1394 - 1400
On inadmissibility of biased estimators relative to the quadratic loss Ya. P. Lumel'skii Point and Interval Estimation Pages: 1401 - 1403
On stable estimation of a function of a parameter M. Ya. Penskaya Point and Interval Estimation Pages: 1404 - 1410
Design of shortcut tests for products with increasing failure intensity function O. I. TeskinS. Ya. Krivolapov Point and Interval Estimation Pages: 1411 - 1414
Estimation of the number of missing observations with applications to software reliability V. Yu. KorolevA. V. Petukhov Point and Interval Estimation Pages: 1415 - 1426
Asymptotically optimal choice of the smoothing parameter in a nonparametric kernel estimator for a probability density Yu. K. BelyaevO. V. Seleznev Probabilistic-Statistical Models Pages: 1427 - 1434
Probabilistic characteristics of one stopping rule for steady control A. L. Gusev Probabilistic-Statistical Models Pages: 1435 - 1436
Integral metrics and their applications V. N. Nikulin Probabilistic-Statistical Models Pages: 1437 - 1441
On the evolution of realistic statistics A. I. Orlov Probabilistic-Statistical Models Pages: 1442 - 1447
Plans of multidimensional random walks allowing factorization of the transition probabilities S. I. Frolov Probabilistic-Statistical Models Pages: 1448 - 1452
Estimation of parameters of one stochastic differential equation I. D. Cherkasov Probabilistic-Statistical Models Pages: 1453 - 1460
Limit theorems for Markov random walks with a fixed number of certain transitions V. V. Chichagov Probabilistic-Statistical Models Pages: 1461 - 1468
On the sign method of estimation for nonlinear regression O. B. Batalova Regression Analysis Pages: 1469 - 1476
Estimation and construction of confidence regions in regression models A. G. Gadzhiev Regression Analysis Pages: 1477 - 1482
Weighted minimal contrast estimates and simulation problems V. A. Gurevich Regression Analysis Pages: 1483 - 1487
Confidence interval for the time of passage of a linear function beyond a level P. N. Sapozhnikov Regression Analysis Pages: 1488 - 1492
