scientific article; zbMATH DE number 3578234

From MaRDI portal
Revision as of 10:05, 6 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4147487

zbMath0371.62093MaRDI QIDQ4147487

Franklin A. Graybill

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 ClassSample size determination for testing equality in frequency data under an incomplete block crossover designLagrangean katz family of distributionsVARIANCE ESTIMATION IN THE ERROR COMPONENTS REGRESSION MODELAn algorithm for restricted maximum likelihood estimation in balanced multivariate variance components modelsBayesian estimators of the intraclass correlation coefficient in the one-way random effects modelCalculating Sample Size for Follmann’s Simple Multivariate Test for One-Sided AlternativesMULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIESCSISZAR DIVERGENCE FROM CONSTANT FAILURE RATE MODEL FOR GROUPED DATAMeasurement Error in a Random Walk Model with Applications to Population DynamicsUsing a Serial Marker to Predict a Repeated Measures Outcome in a Cohort StudyInferring Influence Networks from Longitudinal Bipartite Relational DataMaking REML computationally feasible for large data sets: use of the Gibbs samplerCOMPARISON OF TIME AND CROSS-SECTIONAL AGGREGATION UNDER A TIME SERIES RANDOM COMPONENT MODELMarginal ridge conceptual predictive model selection criterion in linear mixed modelsRestricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responsesNotes on the two-stage procedure under an incomplete block two-period crossover designA comparison of four methods of inverse predictionLinear model estimation errors with estimated design parametersSerial correlation or random subject effectsMinimum-volume confidence sets for normal linear regression modelsApproximate confidence bounds for ratios of variance components in two-way unbalanced crossed models with interactionsA note on the satterthwaite confidence interval for a varianceOn estimating approximate degrees of freedom of chi-squared approximationsPrincipal components estimator for measurement error modelsInvariant nonnegative minimum norm quadratic estimator of variance components and its applicationConservative sample size for multiple regression modelsA brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributionsVariance components estimation for the balanced random effects model under mixed prior distributionsCombined correlation methods for metamodel estimation in multipopulation simulation experimentsRegularization of a Parameter Estimation Problem using Monotonicity and Convexity ConstraintsCalibration for inverse gaussian regressionMaximum likelihood and restricted maximum likelihood estimators as functions of ordinary least squares and analysis of variance estimatorsThe generalized likelihood ratio test for the pearson correlationA confidence interval for treatment component-of-variance with applications to differences in means of two exponential distributionsThe present status of confidence interval estimation on variance components in balanced and unbalanced random modelsScore test for testing zero-inflated Poisson regression against zero-inflated generalized Poisson alternativesConfidence interval for residual mean absolute deviation in regression modelsAnalysis of Linear Models with One Factor Having Both Fixed and Random LevelsPrincipal components regression estimator and a test for the restrictionsNonparametric methods in factorial designsSample size calculation for method validation using linear regressionOn the bootstrap in misspecified regression models.Estimation-Equivalent Covariance Structures for the Least Squares and Minque Estimators of the Linear Model VarianceBest Unbiased Estimation in Unbalanced Split Plot DesignsThe Restricted and Unrestricted Two-Parameter EstimatorsEfficiency and Validity Analyses of Two-Stage Estimation Procedures and Derived Testing Procedures in Quantitative Linear Models with AR(1) ErrorsThe geometry of estimation and hypothesis testing in the constrained linear model-the full rank caseEstimation and hypothesis in linear models-A reparameterization approach to the cell mlans modllMaximum likelihood analysis of the mixed model: the balanced caseA sequential regression method in monte carlo studiesModel validation using mismatched filtersDetermining the effects of intraclass correlation on factorial experimentsTHE SIMPLE LINEAR CALIBRATION PROBLEM AS AN OPTIMAL EXPERIMENTAL DESIGNSimultaneous inference based on rank statistics in linear modelsGoodness-of-fit statistics for log-link regression modelsA bayesiak comparison of some estimators used in linear regression with multicollinear dataConfidence intervals on the intraclass correlation in the unbalanced one-way classificationA comparison of the power of some tests for repeated measurementsAsymptotic distribution of MLE’s of the parameters for a diffusion model with catastrophes and some related inference problemsFixed width interval estimation for the multiple response callibration problemExtensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space modelsConfidence intervals on a ratio of variances in the two-factor nested components of variance modelDirect products: a powerful tool for the analysis of balanced dataGap-ratio goodness of fit tests for weibull or extreme value distribution assumptions with left or right censored dataUnnamed ItemSample size determination for testing nonequality under a three‐treatment two‐period incomplete block crossover trialConfidence intervals for the between group variance in the unbalanced one-way random effects model of anaylsis of varianceROC SURFACE: A GENERALIZATION OF ROC CURVE ANALYSISOn a confidence interval about a parameter estimated by a ratio of normal random variablesThe rainbow test for lack of fit in regressionFurther identities for the Wishart distribution with applications in regressionRatios of linear combinations in the general linear modelRegresion analysis with multicollinear predictor variables: definition, derection, and effectsTest and estimation in binary data analysis under an incomplete block crossover designBest Linear Unbiased Allele-Frequency Estimation in Complex PedigreesTesting for no effect in nonparametric regression via spline smoothing techniquesA Bayesian Adjustment for Multiplicative Measurement Errors for a Calibration Problem with Application to a Stem Cell StudyEstimability, testability, and connectedness in the cell means modelOn the Distribution of Matrix Quadratic FormsModel selection and Akaike's information criterion (AIC): The general theory and its analytical extensionsInterval estimation of the critical value in a general linear modelConstruction of some iterative methods for solving boundary element linear systemsData Dependent Cells Chi‐Square Test With Recurrent EventsOrthogonal blocking of response surface split-plot designsOn parallelism of regression linesAnalysis of multiple outcome variables measured longitudinallyShortest two-tailed confidence intervalsMaximum Likelihood Estimation of a Poisson Parameter in a Model of Equioverlapping Samples:A Simulation StudyA comparison of some lack of fit tests based on near replicatesTests of hypotheses on concomitant variables in linear modelsMaximum likelihood estimation for the negative multinomial log-linear modelExact distribution-free tests for equality of several linear modelsTheory and computation of restricted linear modelsA coordinate-free approach to testable hypothesesOn linear statistical models of commutative quadratic typeStocks recommendation from large datasets using important company and economic indicatorsBiased estimation and hypothesis testing in linear regressionConfidence intervals for variance components in the balanced two way model with interactionA note about measures, Jacobians and Moore-Penrose inverse







This page was built for publication: