Comparing Normal Linear Experiments and Transformation of Observations *
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Cites work
- A complete sufficient statistic for the linear model under normality and a singular covariance matrix
- Comparing location experiments
- Comparison of linear experiments with known covariances
- scientific article; zbMATH DE number 49097 (Why is no real title available?)
- Linear Statistical Inference and its Applications
- Linear transformations preserving best linear unbiased estimators in a general Gauss-Markoff model
- Optimal allocation of units in experimental designs with hierarchical and cross classification
- Ordering of nonnegative definite matrices with application to comparison of linear models
- Orderings of linear models
- Reduction problems in comparison of linear models
- Stochastic ordering and Schur-convex functions in comparison of linear experiments
- Sufficiency and completeness in the linear model
Cited in
(12)- Bemerkungen zum Vergleich linearer normaler Experimente. (Remarks on the comparison of linear normal experiments)
- Comparison of normal linear experiments by quadratic forms
- Sandwich theorem in comparison of multivariate normal experiments
- On a matrix result in comparison of linear experiments
- Quotient of information matrices in comparison of linear experiments for quadratic estimation
- Estimation and experiments comparison with respect to the matrix risk
- Matrix equations with restraints and their statistical applications
- A surprising result in comparing orthogonal and nonorthogonal linear experiments
- Stochastic ordering and Schur-convex functions in comparison of linear experiments
- Comparison of linear experiments with known covariances
- Order relations for linear models: a survey on recent developments
- Perfect linear models and perfect parametric functions
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