The following pages link to Rand R. Wilcox (Q333397):
Displaying 50 items.
- Comparing Robust Measures of Association Estimated Via a Smoother (Q3652737) (← links)
- Comparing Pearson Correlations: Dealing with Heteroscedasticity and Nonnormality (Q3652759) (← links)
- A Table of Percentage Points of the Range of Independent t Variables (Q3657254) (← links)
- (Q3698069) (← links)
- An extended and slightly improved table of critical values for testing q linear contrasts in a repeated measures design (Q3698133) (← links)
- Critical values for the correlated t-test when there are missing observations (Q3740036) (← links)
- Improved simultaneous confidence intervals for linear contrasts and regression parameters (Q3749921) (← links)
- Percentage points of the product of two correlated t varlates (Q3753306) (← links)
- On a Stein-type two-stage procedure for the general linear model (Q3753333) (← links)
- On a Multiple Comparison Procedure for Determining which Means are Substantially Different (Q3785763) (← links)
- Controlling power in a heteroscedastic ANOVA procedure (Q3805675) (← links)
- On a closed sequential procedure for categorical data, and tests for equiprobable cells (Q3959995) (← links)
- Comparing Biweight Measures of Location in the Two-Sample Problem (Q4019127) (← links)
- Achievement tests and latent structure models (Q4192869) (← links)
- A Note on the Theil-Sen Regression Estimator When the Regressor Is Random and the Error Term Is Heteroscedastic (Q4211346) (← links)
- Simulation results on extensions of the theil-sen regression estimator (Q4232111) (← links)
- Testing Hypotheses about Regression Parameters, When the Error Term Is Heteroscedastic (Q4267702) (← links)
- Tests of hypotheses about regression parameters when using a robust estimator (Q4269493) (← links)
- Estimation in the simple linear regression model when there is heteroscedasticity of unknown form (Q4337195) (← links)
- Tests of Independence and Zero Correlations Among P Random Variables (Q4340607) (← links)
- Some practical reasons for reconsidering the Kolmogorov‐Smirnov test (Q4363906) (← links)
- ANCOVA based on comparing a robust measure of location at empirically determined design points (Q4363912) (← links)
- A review of some recent developments in robust regression (Q4364014) (← links)
- Pairwise Comparisons Using Trimmed Means or M‐Estimators when Working with Dependent Groups (Q4369716) (← links)
- Comparing the slopes of two independent regression lines when there is complete heteroscedasticity (Q4380269) (← links)
- (Q4382874) (← links)
- (Q4416319) (← links)
- (Q4416901) (← links)
- Inferences Based on a Skipped Correlation Coefficient (Q4469675) (← links)
- The 'improved' brown and forsythe test for mean equality: some things can't be fixed (Q4490198) (← links)
- Some Exploratory Methods for Studying Curvature in Robust Regression (Q4500455) (← links)
- (Q4598567) (← links)
- Bootstrap methods for comparing independent regression slopes (Q4614583) (← links)
- Comparing dependent robust correlations (Q4614721) (← links)
- Confidence intervals for two robust regression lines with a heteroscedastic error term (Q4715732) (← links)
- A Note on Testing Hypotheses about Trimmed Means (Q4717727) (← links)
- Pairwise comparisons of <i>J</i> independent regression lines over a finite interval, simultaneous pairwise comparison of their parameters, and the Johnson‐Neyman procedure (Q4725551) (← links)
- Tests for mean equality that do not require homogeneity of variances: do they really Work? (Q4784251) (← links)
- Some small-sample results on a bounded influence rank regression method (Q4843862) (← links)
- Some results on a Winsorized correlation coefficient (Q4853350) (← links)
- Estimating Winsorized correlations in a univariate or bivariate random effects model (Q4853355) (← links)
- Computing confidence intervals for the slope of the biweight midregression and Winsorized regression lines (Q4853360) (← links)
- ANOVA: The practical importance of heteroscedastic methods, using trimmed means versus means, and designing simulation studies (Q4853364) (← links)
- Some Results on the Tukey‐Mclaughlin and Yuen Methods for Trimmed Means when Distributions are Skewed (Q4862373) (← links)
- Three Multiple Comparison Procedures for Trimmed Means (Q4865264) (← links)
- Improved methods for making inferences about multiple skipped correlations (Q4960745) (← links)
- Data reduction in classification: A simulated annealing based projection method (Q4969733) (← links)
- (Q5009271) (← links)
- Multicolinearity and ridge regression: results on type I errors, power and heteroscedasticity (Q5036574) (← links)
- Comparing the variances or robust measures of scale of two dependent variables (Q5055153) (← links)
