Rand R. Wilcox

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Person:333397

Available identifiers

zbMath Open wilcox.rand-rDBLP59/430WikidataQ46176949 ScholiaQ46176949MaRDI QIDQ333397

List of research outcomes





PublicationDate of PublicationType
On testing the equality between interquartile ranges2024-09-02Paper
A note on computing a confidence interval for the mean2024-05-28Paper
Some Results on Estimating a Wilcoxon–Mann–Whitney Measure of Effect Size When There are two Covariates2024-04-29Paper
Inferences about which of J dependent groups has the largest robust measure of location2024-04-12Paper
Two‐way ANOVA: Inferences about interactions based on robust measures of effect size2024-04-12Paper
A Guide to Robust Statistical Methods2023-12-18Paper
Within groups designs: inferences based on a robust nonparametric measure of effect size2023-11-06Paper
Comparing the variances or robust measures of scale of two dependent variables2022-12-13Paper
ANCOVA: an approach based on a robust heteroscedastic measure of effect size2022-11-01Paper
Comparing J independent groups with a method based on trimmed means2022-06-28Paper
Multicolinearity and ridge regression: results on type I errors, power and heteroscedasticity2022-02-23Paper
https://portal.mardi4nfdi.de/entity/Q50092712021-08-19Paper
Robust regression: an inferential method for determining which independent variables are most important2020-12-07Paper
Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage2020-12-04Paper
Comparing two dependent groups via quantiles2020-10-21Paper
Data reduction in classification: A simulated annealing based projection method2020-10-14Paper
Multiple Comparisons Among Dependent Groups Based on a Modified One-Step M-Estimator2020-09-22Paper
Comparing Trimmed or Least Squares Means of Two Independent Skewed Populations2020-09-22Paper
Improved methods for making inferences about multiple skipped correlations2020-04-23Paper
Within groups analysis of covariance: multiple comparisons at specified design points using a robust measure location when there is curvature2020-04-01Paper
Comparing two independent groups via the lower and upper quantiles2020-03-09Paper
Robust regression: Testing global hypotheses about the slopes when there is multicollinearity or heteroscedasticity2019-09-26Paper
Nonparametric regression when estimating the probability of success: a comparison of four extant estimators2019-08-27Paper
Bootstrap methods for comparing independent regression slopes2019-01-31Paper
Comparing dependent robust correlations2019-01-31Paper
https://portal.mardi4nfdi.de/entity/Q45985672017-12-22Paper
Global comparisons of medians and other quantiles in a one-way design when there are tied values2017-09-20Paper
ANCOVA: a heteroscedastic global test when there is curvature and two covariates2016-10-28Paper
Introduction to robust estimation and hypothesis testing2016-10-07Paper
Comparing the variances of two dependent variables2015-10-06Paper
Heteroscedastic Global Tests that the Regression Parameters for Two or More Independent Groups are Identical2015-06-03Paper
Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity2015-03-05Paper
Pairwise comparisons of trimmed means for two or more groups2014-08-06Paper
Comparing Measures of Location: Some Small-Sample Results When Distributions Differ in Skewness and Kurtosis Under Heterogeneity of Variances2013-06-21Paper
New Results on the Small-Sample Properties of Some Robust Univariate Estimators of Location2012-10-30Paper
A comparison of six smoothers when there are multiple predictors2012-10-19Paper
Comparing robust generalized variances and comments on efficiency2012-10-19Paper
Effect of non-normality on test statistics for one-way independent groups designs2012-08-24Paper
https://portal.mardi4nfdi.de/entity/Q31188952012-03-06Paper
https://portal.mardi4nfdi.de/entity/Q30021772011-05-19Paper
Post-hocanalyses in multiple regression based on prediction error2010-10-15Paper
A multivariate adaptive stochastic search method for dimensionality reduction in classification2010-06-23Paper
Comparing non-parametric regression lines via regression depth2010-05-26Paper
Fundamentals of Modern Statistical Methods2010-04-07Paper
Comparing Robust Measures of Association Estimated Via a Smoother2009-12-16Paper
Comparing Pearson correlations: dealing with heteroscedasticity and nonnormality2009-12-16Paper
https://portal.mardi4nfdi.de/entity/Q33954842009-09-01Paper
Comparing medians2009-04-06Paper
Robust Multivariate Regression When There is Heteroscedasticity2009-03-24Paper
Robust ANCOVA: Some Small-sample Results when there are Multiple Groups and Multiple Covariates2009-02-24Paper
Pairwise comparisons of dependent groups based on medians2008-12-11Paper
Inferences based on multiple skipped correlations2008-11-26Paper
Some small-sample properties of some recently proposed multivariate outlier detection techniques2008-09-30Paper
Depth and a Multivariate Generalization of the Wilcoxon-Mann-Whitney Test2008-08-26Paper
Confidence intervals for prediction intervals2007-09-13Paper
Multiple comparisons based on a modified one-step M-estimator2007-09-11Paper
Estimating the conditional variance ofY, givenX, in a simple regression model2007-09-11Paper
Some Results on Comparing the Quantiles of Dependent Groups2007-02-15Paper
Detecting heteroscedasticity in a simple regression model via quantile regression slopes2006-08-28Paper
Extension of Hochberg's two-stage multiple comparison method2006-03-09Paper
https://portal.mardi4nfdi.de/entity/Q56922662005-09-27Paper
Inferences Based on a Skipped Correlation Coefficient2004-06-15Paper
https://portal.mardi4nfdi.de/entity/Q44169012003-08-05Paper
https://portal.mardi4nfdi.de/entity/Q44163192003-07-31Paper
A Note on the Theil-Sen Regression Estimator When the Regressor Is Random and the Error Term Is Heteroscedastic2003-04-21Paper
Tests for mean equality that do not require homogeneity of variances: do they really Work?2002-12-10Paper
Some Results on the Tukey‐Mclaughlin and Yuen Methods for Trimmed Means when Distributions are Skewed2001-05-17Paper
https://portal.mardi4nfdi.de/entity/Q27114502001-04-24Paper
Testing Hypotheses about Regression Parameters, When the Error Term Is Heteroscedastic2000-09-10Paper
The 'improved' brown and forsythe test for mean equality: some things can't be fixed2000-07-11Paper
Tests of hypotheses about regression parameters when using a robust estimator2000-05-07Paper
Some Exploratory Methods for Studying Curvature in Robust Regression2000-01-01Paper
A one-way random effects model for trimmed means1999-11-08Paper
Simulation results on extensions of the theil-sen regression estimator1999-08-17Paper
Rank-based tests for interactions in a two-way design.1999-03-02Paper
Pairwise Comparisons Using Trimmed Means or M‐Estimators when Working with Dependent Groups1998-09-10Paper
Comparing the slopes of two independent regression lines when there is complete heteroscedasticity1998-08-24Paper
Some practical reasons for reconsidering the Kolmogorov‐Smirnov test1998-05-10Paper
https://portal.mardi4nfdi.de/entity/Q43828741998-03-24Paper
Tests of Independence and Zero Correlations Among P Random Variables1998-01-22Paper
Simulations of the Theil-Sen regression estimator with right-censored data1998-01-01Paper
A review of some recent developments in robust regression1997-11-13Paper
ANCOVA based on comparing a robust measure of location at empirically determined design points1997-11-13Paper
Estimation in the simple linear regression model when there is heteroscedasticity of unknown form1997-11-05Paper
Confidence intervals for the slope of a regression line when the error term has nonconstant variance1997-02-27Paper
Three Multiple Comparison Procedures for Trimmed Means1996-07-17Paper
Confidence intervals for two robust regression lines with a heteroscedastic error term1996-01-01Paper
A Note on Testing Hypotheses about Trimmed Means1996-01-01Paper
Some results on a Winsorized correlation coefficient1995-12-13Paper
Computing confidence intervals for the slope of the biweight midregression and Winsorized regression lines1995-12-13Paper
The percentage bend correlation coefficient1995-12-11Paper
Estimating Winsorized correlations in a univariate or bivariate random effects model1995-12-03Paper
ANOVA: The practical importance of heteroscedastic methods, using trimmed means versus means, and designing simulation studies1995-12-03Paper
An improved method for comparing variances when distributions have non-identical shapes1995-08-17Paper
Some small-sample results on a bounded influence rank regression method1995-08-17Paper
Analysing repeated measures or randomized block designs using trimmed means1993-08-30Paper
Comparing Biweight Measures of Location in the Two-Sample Problem1993-01-16Paper
Comparisons with a control in two‐way and one‐way designs, and determining whether the most effective treatment has been selected with probability 1‐α1990-01-01Paper
Comparing variances and means when distributions have non-identical shapes1990-01-01Paper
Percentage points of a weighted Kolmogorov-Smirnov statistic1989-01-01Paper
A new alternative to the ANOVA F and new results on James's second‐order method1988-01-01Paper
Pairwise comparisons of J independent regression lines over a finite interval, simultaneous pairwise comparison of their parameters, and the Johnson‐Neyman procedure1987-01-01Paper
On Two-Stage Multiple Comparisons with a Control: Handling Unequal Sample Sizes in the First Stage1987-01-01Paper
Within row pairwise comparisons in a two-way anova design1987-01-01Paper
Percentage points of the bivariate \(t\) distribution for non-positive correlations1986-01-01Paper
Improved simultaneous confidence intervals for linear contrasts and regression parameters1986-01-01Paper
Critical values for the correlated t-test when there are missing observations1986-01-01Paper
On a Multiple Comparison Procedure for Determining which Means are Substantially Different1986-01-01Paper
Controlling power in a heteroscedastic ANOVA procedure1986-01-01Paper
Percentage points of the product of two correlated t varlates1985-01-01Paper
On a Stein-type two-stage procedure for the general linear model1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36980691985-01-01Paper
An extended and slightly improved table of critical values for testing q linear contrasts in a repeated measures design1985-01-01Paper
A review of exact hypothesis testing procedures (and selection techniques) that control power regardless of the variances1984-01-01Paper
An approximation of the k out n reliability of a test, and a scoring procedure for determining which items an examinee knows1983-01-01Paper
A Table of Percentage Points of the Range of Independent t Variables1983-01-01Paper
Measuring Mental Abilities with Latent State Models1983-01-01Paper
On a closed sequential procedure for categorical data, and tests for equiprobable cells1982-01-01Paper
A lower bound to the probability of choosing the optimal passing score for a mastery test when there is an external criterion1979-01-01Paper
Achievement tests and latent structure models1979-01-01Paper
Comparing examinees to a control1979-01-01Paper
Estimating true score in the compound binomial error model1978-01-01Paper

Research outcomes over time

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