J. Calvin
2004
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Whom J. Calvin trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts J. Calvin overall
Papers from J. Calvin's perspective
Ordered by how strongly the researchers J. Calvin trusts endorse each paper. Same corpus, a different order for every researcher.
- Independent and stationary sequences of random variables
- Moment estimation for statistics from marked point processes
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION.
- On asymptotic distribution and asymptotic efficiency of least squares estimators of spatial variogram parameters
- Window Subsampling of Estimating Functions with Application to Regression Models
- Detecting dependence between marks and locations of marked point processes
- Approximation Theorems of Mathematical Statistics
- The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence
- Discovering Statistics Using SPSS
- Nonparametric Estimation from Incomplete Observations
Their papers
- A Nonparametric Test for Spatial Isotropy Using Subsampling (2004) — 106 citations