The following pages link to Mortaza Jamshidian (Q615668):
Displayed 20 items.
- Tests of homoscedasticity, normality, and missing completely at random for incomplete multivariate data (Q615670) (← links)
- Missing data mechanisms and homogeneity of means and variances-covariances (Q725294) (← links)
- On algorithms for restricted maximum likelihood estimation (Q956821) (← links)
- Testing equality of covariance matrices when data are incomplete (Q1020078) (← links)
- A study of partial \(F\) tests for multiple linear regression models (Q1020731) (← links)
- Conjugate gradient methods in confirmatory factor analysis (Q1361523) (← links)
- t-distribution modeling using the available statistical software (Q1391251) (← links)
- Some new methods for the comparison of two linear regression models (Q2433816) (← links)
- Simultaneous confidence bands for all contrasts of three or more simple linear regression models over an interval (Q2445598) (← links)
- A modified Newton method for constrained estimation in covariance structure analysis (Q2563642) (← links)
- The Gamma‐Frailty Poisson Model for the Nonparametric Estimation of Panel Count Data (Q3433248) (← links)
- Nonorthogonal Analysis of Variance Using Gradient Methods (Q3814590) (← links)
- A quasi-newton method for minimum trace factor analysis (Q4253263) (← links)
- (Q4363981) (← links)
- (Q4381637) (← links)
- A Note on parameter and standard error estimation in adaptive robust regression (Q4534199) (← links)
- Conjugate Gradient Acceleration of the EM Algorithm (Q4694187) (← links)
- Data-driven sensitivity analysis to detect missing data mechanism with applications to structural equation modelling (Q5218870) (← links)
- Constant width simultaneous confidence bands in multiple linear regression with predictor variables constrained in intervals (Q5460690) (← links)
- Multiple Comparison of Several Linear Regression Models (Q5754740) (← links)