Linear Statistical Inference and its Applications
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(only showing first 100 items - show all)- On the \(E\)-optimality of blocked main effects plans when \(n\equiv 3 \pmod 4\)
- Statistical proofs of some matrix inequalities
- Consistent method for estimating sinusoidal frequencies: a non-iterative approach
- An alternative Wald type test for two linear restrictions with applications to non-linear models
- Generalized multivariate Birnbaum-Saunders distributions and related inferential issues
- Information on parameters of interest decreases under transformations
- A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data
- On generalized multinomial models and joint percentile estimation
- Common variance fractional factorial designs and their optimality to identify a class of models
- A likelihood ratio test for three-mode singular values: Upper percentiles and an application to three-way ANOVA
- Multivariate Liouville distributions
- Improved frequency selective filters
- Generalized linear random effects models with varying coefficients
- Some remarks to multivariate regression model.
- A Bayesian approach to paired comparison rankings based on a graphical model
- Estimation of reliability in multicomponent stress-strength based on Dagum distribution
- Semiparametric empirical likelihood for circular distributions
- A gamma analogue of the wilson-hilferty transformation
- On Rao's weighted distributions for modeling the dynamics of wildfires and air pollution
- Detection of influential observations for the regression model in the presence of multicollinearity: Theory and methods
- ON IMPROVING THE χ2APPROXIMATION OF SCORE TESTS IN LOCATION-SCALE NONLINEAR MODELS
- Coherent measurements in quantum metrology
- Functions of singular random matrices with applications
- A numerical methods approach to calculating cost-of-living indices
- Split-plot designs for multistage experimentation
- The use of the weighted likelihood in the natural exponential families with quadratic variance
- Least angle regression. (With discussion)
- The beveridge-nelson decomposition: Properties and extensions
- Maximum likelihood mean and covariance matrix estimation constrained to general positive semi-definiteness
- A mixture model for preferences data analysis
- Logistic population growth under random dispersal
- Pooled association tests for rare genetic variants: a review and some new results
- Discriminant analysis based on the approaches of quantum computing
- Asymptotic tests for general linear hypotheses on variance components in models of commutative quadratic type
- Schwarz information criterion based tests for a change-point in regression models
- Cyclic seesaw process for optimization and identification
- Modeling dynamical behavior of stochastic systems: spectral analysis of qubit representations vs the mutual Markovian model likelihood estimations
- On Comparison Of Estimates Of Dispersion Using Generalized Pitman Nearness Criterion
- Quasi minimax estimation in the linear regression model
- Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
- Asymptotic normality of the optimal solution in response surface methodology
- Moment-type estimation from grouped samples
- Bivariate alpha-generalized hyper-Poisson distribution: properties and applications
- Optimal design of experiments with the observation censoring driven by random enrollment of subjects
- Principal component regression under exchangeability
- A class of factor analysis estimation procedures with common asymptotic sampling properties
- Minimum average risk estimators for coefficients in linear models
- On comparing several straight lines under heteroscedasticity and robustness with respect to departure from normality
- A note on minimum average risk estimators for coefficients in linear models
- A two- sample partially sequential probability ratio test
- Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
- Estimating functions for circular time series models
- Unbiasedness of the Estimator of the Function of Expected Value in the Mixed Linear Model
- On theory testing in econometrics. Modeling with nonexperimental data
- Eliminating transformations for nuisance parameters in linear regression models with type I constraints
- ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors
- Analysis of marginal and conditional density functions for separate inference
- Two inequalities for the Perron root
- A notion of an obstructive residual likelihood
- On multivariate weighted distributions
- Linear signed rank tests for hultivariate location
- A new estimate of shape parameter in the family of gamma distributions
- Confidence intervals for a binomial proportion and asymptotic expansions
- Efficient coordinated motion.
- Grouped variable importance with random forests and application to multiple functional data analysis
- The new test criterion for the homogeneity of parameters of several populations
- An iterative procedure for general probability measures to obtain \(I\)-projections onto intersections of convex sets
- On the Use of Two-stage Cluster Samples in Epidemiological Population Studies
- On the residuals of autoregressive processes and polynomial regression
- Longitudinal functional nonlinear marginal mixed effect models
- Linear approximate Bayes estimator for variance components in random effects model*
- Mixed-scale models for survival/sacrifice experiments
- Jones-Balakrishnan property for matrix variate beta distributions
- Enriching surveys with supplementary data and its application to studying wage regression
- Multiparametric estimating equations
- Bayesian instrumental variable estimation in linear measurement error models
- Maximum Likelihood Estimation of Genetic Parameters in Cell Populations
- Avoiding zero between-study variance estimates in random-effects meta-analysis
- Establishing equalities of OLSEs and BLUEs under seemingly unrelated regression models
- A statistical test for differential item pair functioning
- Semiparametric inference with a functional-form empirical likelihood
- scientific article; zbMATH DE number 958369 (Why is no real title available?)
- Pareto Sampling versus Sampford and Conditional Poisson Sampling
- An estimator for the means of mormal populations
- On variance of the two-stage estimator in variance-covariance components model
- Wishart distributions in the multivariate Gauss--Markoff model with singular covariance matrix
- Dynamic Copula-Based Markov Time Series
- A Note on Testing for Serial Correlation in Large Number of Small Samples Using Tail Probability Approximations
- Mixtures of nonparametric autoregressions
- The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution
- Percentile Estimation in Inverse Gaussian Distributions
- Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
- Parsimonious classification via generalized linear mixed models
- Stein-rule estimator under inclusion of superfluous variables in linear regression models
- On the weighted multivariate Wilcoxon rank regression estimate
- Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling
- A general censoring scheme for circular data
- Transformation of the bathtub failure rate data in reliability for using Weibull-model analysis
- Combination of multiple scores for nonparametric testing in multivariate linear regression set-up
- Multi-step Sequential and Accelerated Sequential Methodologies for a Replicable Linear Model
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