scientific article; zbMATH DE number 3812757

MaRDI QIDQ3660706zbMATH OpenFDO

Authors Steven F. Arnold

Publication date 1981

zbMATH Keywords

coordinate-free treatment of repeated measures modelsexercisesgrowth curves modelsinvariance proceduresprojection techniquesrobustness

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Ridge regression; shrinkage estimators (Lasso) (62J07) Analysis of variance and covariance (ANOVA) (62J10) Linear inference, regression (62Jxx)

Cited in

(only showing first 100 items - show all)

• Multivariate process capability via Löwner ordering
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• On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix
• Sufficiency and invariance
• Estimating the error variance in regression after a preliminary test of restrictions on the coefficients
• Coefficients of determination for least absolute deviation analysis
• Multivariate calibration: A generalization of the classical estimator
• Theory and computation of restricted linear models
• Validation and statistical analysis procedures under the common random number correlation-induction strategy for multipopulation simulation experiments
• An alternative derivation of aligned rank tests for regression
• Conditions required for the mean response to fall within specified bounds
• UMP invariant tests for a generalized linear model
• Assessing the effectiveness of the noise addition method of preserving confidentiality in the multivariate normal case
• Some contributions to selection and estimation in the normal linear model
• Testing for and against an order restriction in mixed-effects models
• Bayesian and non-Bayesian solutions to analysis of covariance models under heteroscedasticity
• Limiting distribution of the aligned rank transform tests in balanced incomplete blocks
• Hypotheses testing for means of dependent and heterogeneous normal random variables
• Selecting control variates to estimate multiresponse simulation metamodels
• Rao distance between multivariate linear normal models and their application to the classification of response curves
• Robust measures of association in the correlation model
• The compression LS estimate of regression coefficient in multivariate linear model
• Analysis of repeated measures incomplete block designs using \(R\)- estimators
• Discriminant analysis of survey data
• Simulation metamodel estimation using a combined correlation-based variance reduction technique for first and higher-order metamodels
• The structure of a linear model: sufficiency, ancillarity, invariance, equivariance, and the normal distribution
• Estimation and empirical likelihood for single-index models with missing data in the covariates
• Monte Carlo methods
• On equivalence of predictors/estimators under a multivariate general linear model with augmentation
• Generalized growth curve models for longitudinal data in application to a randomized controlled trial
• Accessing the power of tests based on set-indexed partial sums of multivariate regression residuals
• Higher-order asymptotic theory of shrinkage estimation for general statistical models
• Trace-class Monte Carlo Markov chains for Bayesian multivariate linear regression with non-Gaussian errors
• The superiority of empirical Bayes estimator of parameters in linear model
• Two-way ANOVA models with unbalanced data
• Limitations of the rank transform procedure: A study of repeated measures designs. II
• Setwise independence for some dependence structures
• Simulation based finite and large sample tests in multivariate regressions
• Asymptotic expansion of the null distribution of test statistic for linear hypothesis in nonnormal linear model
• The ANOVA \(F\) test can still be used in some balanced designs with unequal variances and nonnormal data
• Using randomization test when errors are unequally correlated
• Local optimality and global superiority of adaptive designs in linear models
• Measurement errors, linear calibration and inferences for means
• A rank-based analysis of one-way repeated measures designs with a changing covariate
• Mean square error matrix superiority of empirical Bayes estimators under misspecification
• Generalized F-tests for unbalanced nested designs under heteroscedasticity
• Testing for main random effects in two-way random and mixed effects models: modifying the F statistic
• Some aspects of response variable selection and estimation in multivariate linear regression
• Invariant tests for functional data with application to an earthquake impact study
• Exact distributions of intraclass correlation and Cronbach's alpha with Gaussian data and general covariance
• Mean comparison: manifest variable versus latent variable
• Empirical likelihood for partially linear single-index models with missing observations
• Pseudo estimation and variable selection in regression
• Multilevel simultaneous equation model: a novel specification and estimation approach
• James-Stein estimation problem for a multivariate normal random matrix and an improved estimator
• Estimation of the smallest normal variance with applications to variance components models
• Series of randomized complete block experiments with non-normal data
• MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions
• Empirical likelihood-based inference in a partially linear model for longitudinal data
• Empirical Bayes estimation in regression model
• Testing goodness of fit for the distribution of errors in multivariate linear models
• Multivariate Gaussian criteria in SMAA
• Empirical likelihood for single-index models with responses missing at random
• Reversing the Stein effect
• Parameter estimates in random intercept mixed effects model for repeated measures
• A parametric bootstrap approach for one-way ANCOVA with unequal variances
• Inference based on general linear models for order restricted randomization
• Testing for interaction in two-way random and mixed effects models: the fully nonparametric approach
• On the admissibility of linear estimators in a multivariate normal distribution under LINEX loss function
• Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data
• Simultaneous prediction intervals for regression models with an intercept
• Improved estimation of variance components in balanced hierarchical mixed models
• The growth curve model: a review
• Zur schÄtzung der ausscheidewahrscheinlichkeiten eines kollektivs einander Ähnlicher bestÄnde
• Detection of epistatic effects with logic regression and a classical linear regression model
• A confidence region for the ridge path in multiple response surface optimization
• Limiting admissible estimators for variance components
• Rank-based analysis of repeated measures block designs
• Rank tests in heteroscedastic multi-way HANOVA
• MAXIMUM LIKELIHOOD ESTIMATION IN LINEAR MODELS WITH EQUI-CORRELATED RANDOM ERRORS
• Estimation of nonlinear simulation metamodels using control variates
• A FULLY NONPARAMETRIC TEST FOR ONE-WAY LAYOUTS
• Errors-in-variables with systematic biases
• A coordinate-free approach to testable hypotheses
• A procedure for the clustering of cell wall mutants in the model plant Arabidopsis based on Fourier-transform infrared (FT-IR) spectroscopy
• On the use ofR-estimators in analyzing repeated measures incomplete block clinical trials with baseline values as covariates
• Asymptotic theory of weightedF-statistics based on ranks
• On shrinkage least squares estimation in a parallelism problem
• Effect of Sample Size on the Size of the Coefficient of Determination in Simple Linear Regression
• A mixed linear model with linear covariance structure: a sensitivity analysis of maximum likelihood estimators
• Multivariate spatial sign and rank methods
• Influence functions for rank-based procedures in the linear model
• Estimation of the mean vector of a multivariate normal distribution under symmetry
• Estimation of parameters in the growth curve model via an outer product least squares approach for covariance
• Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares
• On f-tests and linear hypothesis in a general linear model
• On the trace of a wishart
• Rank-based analysis of repeated measures block designs
• Empirical likelihood for multidimensional linear model with missing responses
• Estimation for the single-index models with random effects

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