Linear Models in Statistics
From MaRDI portal
Cited in
(71)- Min-Max Optimal Design of Two-Armed Trials with Side Information
- DIVIDENDS AND COMPOUND POISSON PROCESSES: A NEW STOCHASTIC STOCK PRICE MODEL
- Moments of the Nonnegative Adjusted Estimator of Squared Multiple Correlation
- Inverse Gaussian processes with correlated random effects for multivariate degradation modeling
- A Wald test on the problem of homogeneity of variances
- On Optimal Correlation-Based Prediction
- Approximate likelihood inference in spatial generalized linear mixed models with closed skew normal latent variables
- Statistical disclosure control via sufficiency under the multiple linear regression model
- On the A criterion of experimental design
- Artificial neural networks to solve dynamic programming problems: a bias-corrected Monte Carlo operator
- Road traffic estimation and algorithmic routing in a spatially dependent network
- Planning accelerated life tests with random effects of test chambers
- Effect size, statistical power, and sample size for assessing interactions between categorical and continuous variables
- The extended Anderson and Hauck tests and sample size procedures for equivalence assessment in simple linear regressions
- Predictive stochastic programming
- Statistical inference of some effect sizes
- How to combine independent data sets for the same quantity
- A hybrid polynomial chaos expansion -- Gaussian process regression method for Bayesian uncertainty quantification and sensitivity analysis
- High-dimensional linear mixed model selection by partial correlation
- Optimization of stochastic lossy transport networks and applications to power grids
- Two-way ANOVA by using Cholesky decomposition and graphical representation
- Food shelf life: estimation and optimal design
- Minimax estimation of covariance and precision matrices for high-dimensional time series with long-memory
- Segmented classification analysis with a class of rectangle-screened elliptical populations
- Detection of latent heteroscedasticity and group-based regression effects in linear models via Bayesian model selection
- Variable selection in multivariate linear regression models subject to sampling errors
- The equivalence of two approaches to incorporating variance uncertainty in sample size calculations for linear statistical models
- The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior
- Parametrized linear regression for boxplot-multivalued data applied to the Brazilian electric sector
- Random subspace method for high-dimensional regression with the \texttt{R} package \texttt{regRSM}
- A theoretical minimal solution for heuristics: the case of the spatial harvest timber problem
- Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors
- A linear model of intermediate statistics
- Missing data imputation for paired stream and air temperature sensor data
- Linear models. Least squares and alternatives
- Heteroscedastic two-way ANOVA with long-tailed symmetric error distributions
- Testing for co-directional interactions using union-intersection and intersection-union methods
- Spline based sparseness and smoothness for partially nonlinear model via c-fused Lasso
- Defining R-squared measures for mixed-effects location scale models
- Construction of optimal fractional factorial designs using invariant factor vectors
- Ranking and Selection with Covariates for Personalized Decision Making
- A new parameterization for elliptically symmetric angular Gaussian distributions of arbitrary dimension
- Tests of parameter matrix in multivariate general linear model with large dimensions
- On the functional regression model and its finite-dimensional approximations
- Best linear classification rule for multivariate interval screened data
- Constrained matrix optimization with applications
- Variance Components Estimation in Mixed Linear Model—The Sub-diagonalization Method
- Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework
- Bias-corrected estimation for \(\mathcal{G}^0_I\) regression with applications
- On the Power of the F-test for Hypotheses in a Linear Model
- Dynamic obstacle avoidance of UAV using chance constrained model predictive control
- Semi-blinded design in clinical trials
- Command-governor-based stealthy attack design for estimation difference regulation
- On the extension of test statistics for the sub-mean vector under two-step monotone missing data
- Empirical likelihood analysis for accelerated failure time model using length-biased data
- Trees, forests, and impurity-based variable importance in regression
- Simplicial and minimal-variance distances in multivariate data analysis
- Conflations of probability distributions
- Output-weighted optimal sampling for Bayesian regression and rare event statistics using few samples
- An Intuitive Geometric Approach to the Gauss Markov Theorem
- Moments of scale mixtures of skew-normal distributions and their quadratic forms
- Time series analysis of covariance based on linear transfer function models
- The asymptotic distribution of average test overlap rate in computerized adaptive testing
- Modified intrinsic Bayes factor for multivariate regression models
- Consistent variable selection for functional regression models
- Synchronization of Network-Coupled Oscillators with Uncertain Dynamics
- A twin error gauge for Kaczmarz's iterations
- A twin error gauge for Kaczmarz's iterations
- Sparsely restricted penalized estimators
- A direct approach to understanding posterior consistency of Bayesian regression problems
- Random non-autonomous second order linear differential equations: mean square analytic solutions and their statistical properties
This page was built for publication: Linear Models in Statistics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5425207)
