The following pages link to (Q3660706):
Displaying 50 items.
- A confidence region for the ridge path in multiple response surface optimization (Q322986) (← links)
- Estimation of parameters in the growth curve model via an outer product least squares approach for covariance (Q414550) (← links)
- Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares (Q419328) (← links)
- Empirical likelihood for multidimensional linear model with missing responses (Q428349) (← links)
- Estimation for the single-index models with random effects (Q434962) (← links)
- Empirical likelihood for single-index varying-coefficient models (Q442078) (← links)
- William H. Kruskal and the development of coordinate-free methods (Q449872) (← links)
- Two-way model with random cell sizes (Q453012) (← links)
- On normal theory based inference for multilevel models with distributional violations (Q463127) (← links)
- A linear regression model with persistent level shifts: an alternative to infill asymptotics (Q464480) (← links)
- Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices (Q476247) (← links)
- Improved ANOVAE of the covariance matrix in general linear mixed models (Q545463) (← links)
- On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
- Empirical likelihood for generalized linear models with missing responses (Q630927) (← links)
- Rank test statistics for unbalanced nested designs (Q713817) (← links)
- Statistical inference for a single-index varying-coefficient model (Q746298) (← links)
- Optimal noise addition for preserving confidentiality in multivariate data (Q753320) (← links)
- Bayes and minimax prediction in finite populations (Q805095) (← links)
- Adaptive design in the one-way layout (Q811069) (← links)
- The Stein phenomenon for monotone incomplete multivariate normal data (Q847421) (← links)
- Estimation for a partial-linear single-index model (Q847637) (← links)
- James-Stein estimators for time series regression models (Q855910) (← links)
- Regression calibration for logistic regression with multiple surrogates for one exposure (Q861211) (← links)
- Analysis of repeated measures under unequal variances (Q873616) (← links)
- Simultaneous optimality of LSE and ANOVA estimate in general mixed models (Q953226) (← links)
- Influential data cases when the \(C_p\) criterion is used for variable selection in multiple linear regression (Q959278) (← links)
- On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors (Q962214) (← links)
- Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices (Q962222) (← links)
- Multivariate process capability via Löwner ordering (Q1017628) (← links)
- Empirical likelihood for linear models with missing responses (Q1021834) (← links)
- On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix (Q1036797) (← links)
- Sufficiency and invariance (Q1063959) (← links)
- Estimating the error variance in regression after a preliminary test of restrictions on the coefficients (Q1087278) (← links)
- Coefficients of determination for least absolute deviation analysis (Q1088348) (← links)
- Multivariate calibration: A generalization of the classical estimator (Q1110962) (← links)
- Theory and computation of restricted linear models (Q1114272) (← links)
- Validation and statistical analysis procedures under the common random number correlation-induction strategy for multipopulation simulation experiments (Q1127254) (← links)
- An alternative derivation of aligned rank tests for regression (Q1174647) (← links)
- Conditions required for the mean response to fall within specified bounds (Q1176758) (← links)
- UMP invariant tests for a generalized linear model (Q1190553) (← links)
- Assessing the effectiveness of the noise addition method of preserving confidentiality in the multivariate normal case (Q1193809) (← links)
- Some contributions to selection and estimation in the normal linear model (Q1206653) (← links)
- Testing for and against an order restriction in mixed-effects models (Q1262660) (← links)
- Bayesian and non-Bayesian solutions to analysis of covariance models under heteroscedasticity (Q1298441) (← links)
- Limiting distribution of the aligned rank transform tests in balanced incomplete blocks (Q1299001) (← links)
- Hypotheses testing for means of dependent and heterogeneous normal random variables (Q1300922) (← links)
- Selecting control variates to estimate multiresponse simulation metamodels (Q1319549) (← links)
- Rao distance between multivariate linear normal models and their application to the classification of response curves (Q1330514) (← links)
- Robust measures of association in the correlation model (Q1332739) (← links)
- The compression LS estimate of regression coefficient in multivariate linear model (Q1333840) (← links)
