| Publication | Date of Publication | Type |
|---|
| Some Results on Estimating a Wilcoxon–Mann–Whitney Measure of Effect Size When There are two Covariates | 2024-04-29 | Paper |
| Inferences about which of J dependent groups has the largest robust measure of location | 2024-04-12 | Paper |
| Two‐way ANOVA: Inferences about interactions based on robust measures of effect size | 2024-04-12 | Paper |
| A Guide to Robust Statistical Methods | 2023-12-18 | Paper |
| Within groups designs: inferences based on a robust nonparametric measure of effect size | 2023-11-06 | Paper |
| Comparing the variances or robust measures of scale of two dependent variables | 2022-12-13 | Paper |
| ANCOVA: an approach based on a robust heteroscedastic measure of effect size | 2022-11-01 | Paper |
| Comparing J independent groups with a method based on trimmed means | 2022-06-28 | Paper |
| Multicolinearity and ridge regression: results on type I errors, power and heteroscedasticity | 2022-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5009271 | 2021-08-19 | Paper |
| Robust regression: an inferential method for determining which independent variables are most important | 2020-12-07 | Paper |
| Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage | 2020-12-04 | Paper |
| Comparing two dependent groups via quantiles | 2020-10-21 | Paper |
| Data reduction in classification: A simulated annealing based projection method | 2020-10-14 | Paper |
| Multiple Comparisons Among Dependent Groups Based on a Modified One-Step M-Estimator | 2020-09-22 | Paper |
| Comparing Trimmed or Least Squares Means of Two Independent Skewed Populations | 2020-09-22 | Paper |
| Improved methods for making inferences about multiple skipped correlations | 2020-04-23 | Paper |
| Within groups analysis of covariance: multiple comparisons at specified design points using a robust measure location when there is curvature | 2020-04-01 | Paper |
| Comparing two independent groups via the lower and upper quantiles | 2020-03-09 | Paper |
| Robust regression: Testing global hypotheses about the slopes when there is multicollinearity or heteroscedasticity | 2019-09-26 | Paper |
| Nonparametric regression when estimating the probability of success: a comparison of four extant estimators | 2019-08-27 | Paper |
| Bootstrap methods for comparing independent regression slopes | 2019-01-31 | Paper |
| Comparing dependent robust correlations | 2019-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4598567 | 2017-12-22 | Paper |
| Global comparisons of medians and other quantiles in a one-way design when there are tied values | 2017-09-20 | Paper |
| ANCOVA: a heteroscedastic global test when there is curvature and two covariates | 2016-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2825433 | 2016-10-07 | Paper |
| Comparing the variances of two dependent variables | 2015-10-06 | Paper |
| Heteroscedastic Global Tests that the Regression Parameters for Two or More Independent Groups are Identical | 2015-06-03 | Paper |
| Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity | 2015-03-05 | Paper |
| Pairwise comparisons of trimmed means for two or more groups | 2014-08-06 | Paper |
| Comparing Measures of Location: Some Small-Sample Results When Distributions Differ in Skewness and Kurtosis Under Heterogeneity of Variances | 2013-06-21 | Paper |
| New Results on the Small-Sample Properties of Some Robust Univariate Estimators of Location | 2012-10-30 | Paper |
| A comparison of six smoothers when there are multiple predictors | 2012-10-19 | Paper |
| Comparing robust generalized variances and comments on efficiency | 2012-10-19 | Paper |
| Effect of non-normality on test statistics for one-way independent groups designs | 2012-08-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3118895 | 2012-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3002177 | 2011-05-19 | Paper |
| Post-hocanalyses in multiple regression based on prediction error | 2010-10-15 | Paper |
| A multivariate adaptive stochastic search method for dimensionality reduction in classification | 2010-06-23 | Paper |
| Comparing non-parametric regression lines via regression depth | 2010-05-26 | Paper |
| Fundamentals of Modern Statistical Methods | 2010-04-07 | Paper |
| Comparing Robust Measures of Association Estimated Via a Smoother | 2009-12-16 | Paper |
| Comparing Pearson Correlations: Dealing with Heteroscedasticity and Nonnormality | 2009-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3395484 | 2009-09-01 | Paper |
| Comparing medians | 2009-04-06 | Paper |
| Robust Multivariate Regression When There is Heteroscedasticity | 2009-03-24 | Paper |
| Robust ANCOVA: Some Small-sample Results when there are Multiple Groups and Multiple Covariates | 2009-02-24 | Paper |
| Pairwise comparisons of dependent groups based on medians | 2008-12-11 | Paper |
| Inferences based on multiple skipped correlations | 2008-11-26 | Paper |
| Some small-sample properties of some recently proposed multivariate outlier detection techniques | 2008-09-30 | Paper |
| Depth and a Multivariate Generalization of the Wilcoxon-Mann-Whitney Test | 2008-08-26 | Paper |
| Confidence intervals for prediction intervals | 2007-09-13 | Paper |
| Multiple comparisons based on a modified one-step M-estimator | 2007-09-11 | Paper |
| Estimating the conditional variance ofY, givenX, in a simple regression model | 2007-09-11 | Paper |
| Some Results on Comparing the Quantiles of Dependent Groups | 2007-02-15 | Paper |
| Detecting heteroscedasticity in a simple regression model via quantile regression slopes | 2006-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3374153 | 2006-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5692266 | 2005-09-27 | Paper |
| Inferences Based on a Skipped Correlation Coefficient | 2004-06-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416901 | 2003-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416319 | 2003-07-31 | Paper |
| A Note on the Theil-Sen Regression Estimator When the Regressor Is Random and the Error Term Is Heteroscedastic | 2003-04-21 | Paper |
| Tests for mean equality that do not require homogeneity of variances: do they really Work? | 2002-12-10 | Paper |
| Some Results on the Tukey‐Mclaughlin and Yuen Methods for Trimmed Means when Distributions are Skewed | 2001-05-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2711450 | 2001-04-24 | Paper |
| Testing Hypotheses about Regression Parameters, When the Error Term Is Heteroscedastic | 2000-09-10 | Paper |
| The 'improved' brown and forsythe test for mean equality: some things can't be fixed | 2000-07-11 | Paper |
| Tests of hypotheses about regression parameters when using a robust estimator | 2000-05-07 | Paper |
| Some Exploratory Methods for Studying Curvature in Robust Regression | 2000-01-01 | Paper |
| A one-way random effects model for trimmed means | 1999-11-08 | Paper |
| Simulation results on extensions of the theil-sen regression estimator | 1999-08-17 | Paper |
| Rank-based tests for interactions in a two-way design. | 1999-03-02 | Paper |
| Pairwise Comparisons Using Trimmed Means or M‐Estimators when Working with Dependent Groups | 1998-09-10 | Paper |
| Comparing the slopes of two independent regression lines when there is complete heteroscedasticity | 1998-08-24 | Paper |
| Some practical reasons for reconsidering the Kolmogorov‐Smirnov test | 1998-05-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4382874 | 1998-03-24 | Paper |
| Tests of Independence and Zero Correlations Among P Random Variables | 1998-01-22 | Paper |
| Simulations of the Theil-Sen regression estimator with right-censored data | 1998-01-01 | Paper |
| ANCOVA based on comparing a robust measure of location at empirically determined design points | 1997-11-13 | Paper |
| A review of some recent developments in robust regression | 1997-11-13 | Paper |
| Estimation in the simple linear regression model when there is heteroscedasticity of unknown form | 1997-11-05 | Paper |
| Confidence intervals for the slope of a regression line when the error term has nonconstant variance | 1997-02-27 | Paper |
| Three Multiple Comparison Procedures for Trimmed Means | 1996-07-17 | Paper |
| Confidence intervals for two robust regression lines with a heteroscedastic error term | 1996-01-01 | Paper |
| A Note on Testing Hypotheses about Trimmed Means | 1996-01-01 | Paper |
| Some results on a Winsorized correlation coefficient | 1995-12-13 | Paper |
| Computing confidence intervals for the slope of the biweight midregression and Winsorized regression lines | 1995-12-13 | Paper |
| The percentage bend correlation coefficient | 1995-12-11 | Paper |
| Estimating Winsorized correlations in a univariate or bivariate random effects model | 1995-12-03 | Paper |
| ANOVA: The practical importance of heteroscedastic methods, using trimmed means versus means, and designing simulation studies | 1995-12-03 | Paper |
| An improved method for comparing variances when distributions have non-identical shapes | 1995-08-17 | Paper |
| Some small-sample results on a bounded influence rank regression method | 1995-08-17 | Paper |
| Analysing repeated measures or randomized block designs using trimmed means | 1993-08-30 | Paper |
| Comparing Biweight Measures of Location in the Two-Sample Problem | 1993-01-16 | Paper |
| Comparisons with a control in two‐way and one‐way designs, and determining whether the most effective treatment has been selected with probability 1‐α | 1990-01-01 | Paper |
| Comparing variances and means when distributions have non-identical shapes | 1990-01-01 | Paper |
| Percentage points of a weighted Kolmogorov-Smirnov statistic | 1989-01-01 | Paper |
| A new alternative to the ANOVA F and new results on James's second‐order method | 1988-01-01 | Paper |
| On Two-Stage Multiple Comparisons with a Control: Handling Unequal Sample Sizes in the First Stage | 1987-01-01 | Paper |
| Within row pairwise comparisons in a two-way anova design | 1987-01-01 | Paper |
| Pairwise comparisons of J independent regression lines over a finite interval, simultaneous pairwise comparison of their parameters, and the Johnson‐Neyman procedure | 1987-01-01 | Paper |
| Percentage points of the bivariate \(t\) distribution for non-positive correlations | 1986-01-01 | Paper |
| Critical values for the correlated t-test when there are missing observations | 1986-01-01 | Paper |
| Improved simultaneous confidence intervals for linear contrasts and regression parameters | 1986-01-01 | Paper |
| On a Multiple Comparison Procedure for Determining which Means are Substantially Different | 1986-01-01 | Paper |
| Controlling power in a heteroscedastic ANOVA procedure | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3698069 | 1985-01-01 | Paper |
| An extended and slightly improved table of critical values for testing q linear contrasts in a repeated measures design | 1985-01-01 | Paper |
| Percentage points of the product of two correlated t varlates | 1985-01-01 | Paper |
| On a Stein-type two-stage procedure for the general linear model | 1985-01-01 | Paper |
| A review of exact hypothesis testing procedures (and selection techniques) that control power regardless of the variances | 1984-01-01 | Paper |
| An approximation of the k out n reliability of a test, and a scoring procedure for determining which items an examinee knows | 1983-01-01 | Paper |
| Measuring Mental Abilities with Latent State Models | 1983-01-01 | Paper |
| A Table of Percentage Points of the Range of Independent t Variables | 1983-01-01 | Paper |
| On a closed sequential procedure for categorical data, and tests for equiprobable cells | 1982-01-01 | Paper |
| A lower bound to the probability of choosing the optimal passing score for a mastery test when there is an external criterion | 1979-01-01 | Paper |
| Comparing examinees to a control | 1979-01-01 | Paper |
| Achievement tests and latent structure models | 1979-01-01 | Paper |
| Estimating true score in the compound binomial error model | 1978-01-01 | Paper |
