scientific article; zbMATH DE number 3578234
From MaRDI portal
Publication:4147487
zbMath0371.62093MaRDI QIDQ4147487
Publication date: 1976
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (only showing first 100 items - show all)
Regression Using Pairs vs. Regression on Differences: A Real-life Case Study for a Master's Level Methods Class ⋮ Sample size determination for testing equality in frequency data under an incomplete block crossover design ⋮ Lagrangean katz family of distributions ⋮ VARIANCE ESTIMATION IN THE ERROR COMPONENTS REGRESSION MODEL ⋮ An algorithm for restricted maximum likelihood estimation in balanced multivariate variance components models ⋮ Bayesian estimators of the intraclass correlation coefficient in the one-way random effects model ⋮ Calculating Sample Size for Follmann’s Simple Multivariate Test for One-Sided Alternatives ⋮ MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES ⋮ CSISZAR DIVERGENCE FROM CONSTANT FAILURE RATE MODEL FOR GROUPED DATA ⋮ Measurement Error in a Random Walk Model with Applications to Population Dynamics ⋮ Using a Serial Marker to Predict a Repeated Measures Outcome in a Cohort Study ⋮ Inferring Influence Networks from Longitudinal Bipartite Relational Data ⋮ Making REML computationally feasible for large data sets: use of the Gibbs sampler ⋮ COMPARISON OF TIME AND CROSS-SECTIONAL AGGREGATION UNDER A TIME SERIES RANDOM COMPONENT MODEL ⋮ Marginal ridge conceptual predictive model selection criterion in linear mixed models ⋮ Restricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responses ⋮ Notes on the two-stage procedure under an incomplete block two-period crossover design ⋮ A comparison of four methods of inverse prediction ⋮ Linear model estimation errors with estimated design parameters ⋮ Serial correlation or random subject effects ⋮ Minimum-volume confidence sets for normal linear regression models ⋮ Approximate confidence bounds for ratios of variance components in two-way unbalanced crossed models with interactions ⋮ A note on the satterthwaite confidence interval for a variance ⋮ On estimating approximate degrees of freedom of chi-squared approximations ⋮ Principal components estimator for measurement error models ⋮ Invariant nonnegative minimum norm quadratic estimator of variance components and its application ⋮ Conservative sample size for multiple regression models ⋮ A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions ⋮ Variance components estimation for the balanced random effects model under mixed prior distributions ⋮ Combined correlation methods for metamodel estimation in multipopulation simulation experiments ⋮ Regularization of a Parameter Estimation Problem using Monotonicity and Convexity Constraints ⋮ Calibration for inverse gaussian regression ⋮ Maximum likelihood and restricted maximum likelihood estimators as functions of ordinary least squares and analysis of variance estimators ⋮ The generalized likelihood ratio test for the pearson correlation∗ ⋮ A confidence interval for treatment component-of-variance with applications to differences in means of two exponential distributions ⋮ The present status of confidence interval estimation on variance components in balanced and unbalanced random models ⋮ Score test for testing zero-inflated Poisson regression against zero-inflated generalized Poisson alternatives ⋮ Confidence interval for residual mean absolute deviation in regression models ⋮ Analysis of Linear Models with One Factor Having Both Fixed and Random Levels ⋮ Principal components regression estimator and a test for the restrictions ⋮ Nonparametric methods in factorial designs ⋮ Sample size calculation for method validation using linear regression ⋮ On the bootstrap in misspecified regression models. ⋮ Estimation-Equivalent Covariance Structures for the Least Squares and Minque Estimators of the Linear Model Variance ⋮ Best Unbiased Estimation in Unbalanced Split Plot Designs ⋮ The Restricted and Unrestricted Two-Parameter Estimators ⋮ Efficiency and Validity Analyses of Two-Stage Estimation Procedures and Derived Testing Procedures in Quantitative Linear Models with AR(1) Errors ⋮ The geometry of estimation and hypothesis testing in the constrained linear model-the full rank case ⋮ Estimation and hypothesis in linear models-A reparameterization approach to the cell mlans modll ⋮ Maximum likelihood analysis of the mixed model: the balanced case ⋮ A sequential regression method in monte carlo studies ⋮ Model validation using mismatched filters ⋮ Determining the effects of intraclass correlation on factorial experiments ⋮ THE SIMPLE LINEAR CALIBRATION PROBLEM AS AN OPTIMAL EXPERIMENTAL DESIGN ⋮ Simultaneous inference based on rank statistics in linear models ⋮ Goodness-of-fit statistics for log-link regression models ⋮ A bayesiak comparison of some estimators used in linear regression with multicollinear data ⋮ Confidence intervals on the intraclass correlation in the unbalanced one-way classification ⋮ A comparison of the power of some tests for repeated measurements ⋮ Asymptotic distribution of MLE’s of the parameters for a diffusion model with catastrophes and some related inference problems ⋮ Fixed width interval estimation for the multiple response callibration problem ⋮ Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models ⋮ Confidence intervals on a ratio of variances in the two-factor nested components of variance model ⋮ Direct products: a powerful tool for the analysis of balanced data ⋮ Gap-ratio goodness of fit tests for weibull or extreme value distribution assumptions with left or right censored data ⋮ Unnamed Item ⋮ Sample size determination for testing nonequality under a three‐treatment two‐period incomplete block crossover trial ⋮ Confidence intervals for the between group variance in the unbalanced one-way random effects model of anaylsis of variance ⋮ ROC SURFACE: A GENERALIZATION OF ROC CURVE ANALYSIS ⋮ On a confidence interval about a parameter estimated by a ratio of normal random variables ⋮ The rainbow test for lack of fit in regression ⋮ Further identities for the Wishart distribution with applications in regression ⋮ Ratios of linear combinations in the general linear model ⋮ Regresion analysis with multicollinear predictor variables: definition, derection, and effects ⋮ Test and estimation in binary data analysis under an incomplete block crossover design ⋮ Best Linear Unbiased Allele-Frequency Estimation in Complex Pedigrees ⋮ Testing for no effect in nonparametric regression via spline smoothing techniques ⋮ A Bayesian Adjustment for Multiplicative Measurement Errors for a Calibration Problem with Application to a Stem Cell Study ⋮ Estimability, testability, and connectedness in the cell means model ⋮ On the Distribution of Matrix Quadratic Forms ⋮ Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions ⋮ Interval estimation of the critical value in a general linear model ⋮ Construction of some iterative methods for solving boundary element linear systems ⋮ Data Dependent Cells Chi‐Square Test With Recurrent Events ⋮ Orthogonal blocking of response surface split-plot designs ⋮ On parallelism of regression lines ⋮ Analysis of multiple outcome variables measured longitudinally ⋮ Shortest two-tailed confidence intervals ⋮ Maximum Likelihood Estimation of a Poisson Parameter in a Model of Equioverlapping Samples:A Simulation Study ⋮ A comparison of some lack of fit tests based on near replicates ⋮ Tests of hypotheses on concomitant variables in linear models ⋮ Maximum likelihood estimation for the negative multinomial log-linear model ⋮ Exact distribution-free tests for equality of several linear models ⋮ Theory and computation of restricted linear models ⋮ A coordinate-free approach to testable hypotheses ⋮ On linear statistical models of commutative quadratic type ⋮ Stocks recommendation from large datasets using important company and economic indicators ⋮ Biased estimation and hypothesis testing in linear regression ⋮ Confidence intervals for variance components in the balanced two way model with interaction ⋮ A note about measures, Jacobians and Moore-Penrose inverse
This page was built for publication: