Roman Zmyślony

From MaRDI portal
Person:259653

Available identifiers

zbMath Open zmyslony.romanWikidataQ103299493 ScholiaQ103299493MaRDI QIDQ259653

List of research outcomes





PublicationDate of PublicationType
Simultaneous hypotheses testing in models with blocked compound symmetric covariance structure2022-07-04Paper
Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure2021-12-27Paper
https://portal.mardi4nfdi.de/entity/Q46862772018-10-10Paper
https://portal.mardi4nfdi.de/entity/Q46862762018-10-10Paper
Free-coordinate estimation for doubly multivariate data2018-04-27Paper
Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure2017-10-10Paper
https://portal.mardi4nfdi.de/entity/Q53578382017-09-18Paper
Mean driven balance and uniformly best linear unbiased estimators2016-03-18Paper
Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure2015-12-23Paper
\(L\) models and multiple regressions designs2012-09-23Paper
Lattices of Jordan algebras2010-04-06Paper
Least squares and generalized least squares in models with orthogonal block structure2010-02-26Paper
https://portal.mardi4nfdi.de/entity/Q36263402009-05-22Paper
Binary operations and canonical forms for factorial and related models2009-05-12Paper
Jordan algebras, generating pivot variables and orthogonal normal models2008-12-28Paper
Tolerance intervals in a two-way nested model with mixed or random effects2007-10-31Paper
Binary operations on Jordan algebras and orthogonal normal models2006-08-04Paper
https://portal.mardi4nfdi.de/entity/Q48189612004-09-24Paper
https://portal.mardi4nfdi.de/entity/Q44545282004-03-08Paper
https://portal.mardi4nfdi.de/entity/Q44545302004-03-08Paper
https://portal.mardi4nfdi.de/entity/Q45312462002-05-29Paper
Tests of independence of normal random variables with known and unknown variance ratio.2002-03-24Paper
https://portal.mardi4nfdi.de/entity/Q42544762000-10-29Paper
https://portal.mardi4nfdi.de/entity/Q42544741999-11-29Paper
https://portal.mardi4nfdi.de/entity/Q42098551999-02-22Paper
https://portal.mardi4nfdi.de/entity/Q43476071997-08-07Paper
https://portal.mardi4nfdi.de/entity/Q48919961997-03-23Paper
Nonnegative minimum biased quadratic estimation in the linear regression models1996-09-01Paper
Testing Hypotheses for Variance Components in Mixed Linear Models1996-08-04Paper
https://portal.mardi4nfdi.de/entity/Q48820111996-06-13Paper
Nonlinear unbiased estimation in linear models1995-03-29Paper
https://portal.mardi4nfdi.de/entity/Q43234851995-02-22Paper
Bayes invariant quadratic estimation in general linear regression models1992-09-27Paper
Jordan algebras and Bayesian quadratic estimation of variance components1992-09-27Paper
On admissible estimation for parametric functions in linear models1988-01-01Paper
Nonnegativity of admissible invariant quadratic estimates in mixed linear models with two variance components1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38833391980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39157871980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30403491980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38978541980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39158641980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39158651980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41534621978-01-01Paper
Uniformly minimum variance unbiased estimation in various classes of estimators, I.21977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41534631977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41199881976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41146141976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41856691976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40579721973-01-01Paper

Research outcomes over time

This page was built for person: Roman Zmyślony