Linear Statistical Inference and its Applications
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(only showing first 100 items - show all)- Equilibrium relations in a capital asset market: A mean absolute deviation approach
- Relative risk aversion once more: An analysis of Japanese households' financial asset holding pattern
- A new family of BAN estimators for polytomous logistic regression models based on \(\varphi\)-diver\-gence measures
- Asymptotic normality and consistency of a two-stage generalized least squares estimator in the growth curve model
- Testing for changes in polynomial regression
- Bootstrap approach to the multi-sample test of means with imprecise data
- Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators
- Improved confidence regions for a mean vector under general conditions
- Point estimation for multi-spectral distributed random matrices
- Shift permutation invariance in linear random factor models
- Testing linear independence in linear models with interval-valued data
- Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand
- Improved statistical inference for the two-parameter Birnbaum-Saunders distribution
- ANOVA extensions for mixed discrete and continuous data
- Increasing the power: a practical approach to goodness-of-fit test for logistic regression models with continuous predictors
- Exact likelihood inference for two exponential populations under joint type-II censoring
- Stepwise feature selection using generalized logistic loss
- Influence diagnostics in beta regression
- Optimization in a multivariate generalized linear model situation
- A classical and Bayesian estimation of a \(k\)-components load-sharing parallel system
- Dirichlet component regression and its applications to psychiatric data
- Identifiability and equivalence of GLLIRM models
- The GI/M/1 queue with phase-type working vacations and vacation interruption
- A maximum-likelihood estimator with infinite error
- Is regression adjustment supported by the Neyman model for causal inference?
- PCA consistency in high dimension, low sample size context
- New results about the relationship between optimally weighted least squares estimate and linear minimum variance estimate
- An elementary method for the statistical analysis of growth curves
- On an approximation for a multi-stage decision problem
- Unbiased determination of production technologies
- Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem
- Practical methods for computing power in testing the multivariate general linear hypothesis
- Tests for dimensionality and interactions of mean vectors under general and reducible covariance structures
- Kernel estimation and interpolation for time series containing missing observations
- Optimality of random allocation design for the control of accidental bias in sequential experiments
- Matrix free computation of C. R. Rao's MINQUE for unbalanced nested classification models
- The algebra of hyperboloids of revolution
- On estimating the number of constituents of a finite mixture of continuous distributions
- Normalizing and variance stabilizing transformations for intraclass correlations
- A hierarchical interactive method for ranking alternatives with multiple qualitative criteria
- Proportionality of k covariance matrices
- On the residuals of autoregressive processes and polynomial regression
- On a separation theorem for generalized eigenvalues and a problem in the analysis of sample surveys
- The general linear model of the generalized singular value decomposition
- Bhattacharyya bound of variances of unbiased estimators in nonregular cases
- Analysis of conditional covariance structure models
- Consistency conditions on the least squares estimator in single common factor analysis model
- Generalized inverses of partitioned matrices useful in statistical applications
- Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented
- Selection of variables in two-group discriminant analysis by error rate and Akaike's information criteria
- Stability of a characterization theorem of Yu. V. Linnik
- A graded scale of parametric families of distributions, and parameter estimates based on the sample mean
- On the prediction of means in a finite population
- Extension of Lai-Robbins-Wei's theorem
- On certain random simplices in \({\mathbb{R}}^ n\)
- Asymptotic power comparison of the chi-square and likelihood ratio tests
- Generalized method of moments specification testing
- An efficient alternating least-squares algorithm to perform multidimensional unfolding
- The general problem of ill conditioning and its role in statistical analysis
- Effects of transformations in higher order asymptotic expansions
- Two inequalities for the Perron root
- Comparison between the locally most powerful unbiased and Rao's tests
- Analysis of marginal and conditional density functions for separate inference
- Logistic population growth under random dispersal
- Asymptotic bias of the high-order autoregressive estimates of sinusoidal frequencies
- A notion of an obstructive residual likelihood
- On the asymptotic joint distribution of an unbounded number of sample extremes
- Maximum likelihood estimation of multivariate polyserial and polychoric correlation coefficients
- Maximum-Likelihood-Schätzung aus gruppierten Daten -- eine Übersicht. (Maximum likelihood estimation with grouped data -- a survey)
- Multivariate Liouville distributions
- Test for a specified signal when the noise covariance matrix is unknown
- Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population
- Reduction problems in comparison of linear models
- Pattern recognition based on scale invariant discriminant functions
- A new estimator of the uniqueness in factor analysis
- Applications of coding theory to the design of somatic cell hybrid panels
- Statistical variability of parameter bounds for n-pool unidentifiable mammillary and catenary compartmental models
- Maximum likelihood estimation for birth and multidimensional Brownian process
- Linear spatial interpolation: Analysis with an application to San Joaquin Valley
- Theory and computation of restricted linear models
- On fixed-width confidence intervals associated with maximum likelihood estimation
- Reduced-rank models for interaction in unequally replicated two-way classifications
- Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes
- Inadmissibility of the uncombined two-stage estimator when additional samples are available
- Elliptical multivariate analysis
- Tests for the marginal probabilities in the two-way contingency table under restricted alternatives
- Kronecker factorial designs for multiway elimination of heterogeneity
- On the reducibility of centrosymmetric matices - applications in engineering problems
- Two-stage procedures for parameters in a growth curve model
- Incorporating historical information in testing for a trend in Poisson means
- Improved estimation of the disturbance variance in a linear regression model
- Nonlinear unbiased estimation in the linear regression model with nonnormal disturbances
- A reinterpretation of the tests of overidentifying restrictions
- A general framework for predicting returns from multiple currency investments
- Multilinear estimation of skewness and kurtosis in linear models
- Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes
- On the value of information in system identification-bounded noise case
- A note on the estimation of mean in normal population
- On the quadratic estimation of covariance matrices in multivariate linear models
- The efficiency of estimating a random coefficient model
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