Inference in components of variance models with low replication
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Cites work
- A second bibliography on variance components
- Average Values of Mean Squares in Factorials
- Bandwith selection for the smoothing of distribution functions
- Efficient estimation in the errors in variables model
- Estimating structural and functional relationships
- Estimation in a simple random effects model with nonnormal distributions
- Existence of Consistent Estimates of the Directional Parameter in a Linear Structural Relation Between Two Varibles
- Fixed and Mixed Models in the Analysis of Variance
- scientific article; zbMATH DE number 3179121 (Why is no real title available?)
- scientific article; zbMATH DE number 3789676 (Why is no real title available?)
- scientific article; zbMATH DE number 699423 (Why is no real title available?)
- scientific article; zbMATH DE number 837912 (Why is no real title available?)
- scientific article; zbMATH DE number 3074510 (Why is no real title available?)
- scientific article; zbMATH DE number 3076220 (Why is no real title available?)
- Identifiability of a Linear Relation between Variables Which Are Subject to Error
- On estimating the slope of a straight line when both variables are subject to error
- On nonparametric estimation of intercept and slope distributions in random coefficient regression
- On the optimal rates of convergence for nonparametric deconvolution problems
- Optimal Rates of Convergence for Deconvolving a Density
- Smoothing parameter selection for smooth distribution functions
- Variance Components Analysis: A Selective Literature Survey
Cited in
(13)- Density deconvolution in a two-level heteroscedastic model with unknown error density
- Deconvolution from panel data with unknown error distribution
- Adaptive circular deconvolution by model selection under unknown error distribution
- Efficient estimation of moments in linear mixed models
- Estimation in a simple random effects model with nonnormal distributions
- Specification tests in mixed effects models
- The limiting distribution of theF-statistic from nonnormal universes
- Nonparametric estimation for Lévy processes from low-frequency observations
- Robust estimation of mean squared prediction error in small‐area estimation
- Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data
- Goodness-of-fit tests in mixed models
- Deconvolution from two order statistics
- Deconvolution with unknown error distribution
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