scientific article; zbMATH DE number 3578234

zbMATH Open0371.62093MaRDI QIDQ4147487FDOQ4147487

Franklin A. Graybill

Publication date: 1976

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Linear inference, regression (62Jxx)

Cited In (only showing first 100 items - show all)

• Asymptotic tests for general linear hypotheses on variance components in models of commutative quadratic type
• On the sampling interpretation of confidence intervals and hypothesis tests in the context of conditional maximum likelihood estimation
• Orthogonal blocking of response surface split-plot designs
• The role of differential equations in applied statistics
• Confidence intervals on the intraclass correlation in the unbalanced one-way classification
• Unbiased F Tests for Factorial Experiments for Correlated Data
• A brief derivation of necessary and sufficient conditions for a family of matrix quadratic forms to have mutually independent non-central Wishart distributions
• On the heterozygosity of an admixed population
• A Bayesian adjustment for multiplicative measurement errors for a calibration problem with application to a stem cell study
• PMC theorems on PCR-ridge class estimators
• Invariant nonnegative minimum norm quadratic estimator of variance components and its application
• On linear statistical models of commutative quadratic type
• Bayesian estimators of the intraclass correlation coefficient in the one-way random effects model
• Tests of hypotheses on concomitant variables in linear models
• Variance components estimation for the balanced random effects model under mixed prior distributions
• Maximum Likelihood Estimation of a Poisson Parameter in a Model of Equioverlapping Samples:A Simulation Study
• On parallelism of regression lines
• Regularization of a Parameter Estimation Problem using Monotonicity and Convexity Constraints
• The geometry of estimation and hypothesis testing in the constrained linear model-the full rank case
• Asymptotic distribution of MLE’s of the parameters for a diffusion model with catastrophes and some related inference problems
• Restricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responses
• COMPARISON OF TIME AND CROSS-SECTIONAL AGGREGATION UNDER A TIME SERIES RANDOM COMPONENT MODEL
• Regresion analysis with multicollinear predictor variables: definition, derection, and effects
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• Einige statistische Untersuchungsmethoden des Schadenbedarfs bei strukturierten BestÄnden
• The Intensity-Score Approach to Adjusting for Confounding
• The generalized likelihood ratio test for the pearson correlation^∗
• A note about measures, Jacobians and Moore-Penrose inverse
• Log-Linear Modeling Under Generalized Inverse Sampling Scheme
• An alternative proof for the derivation of the joint distribution of a set of linear functions of correlated normal random variables
• A likelihood ratio test for the equality of proportions of two normal populations
• Best Linear Unbiased Allele-Frequency Estimation in Complex Pedigrees
• Stocks recommendation from large datasets using important company and economic indicators
• Whole-Plot Exchange Algorithms for Constructing D-Optimal Multistratum Designs
• On estimating approximate degrees of freedom of chi-squared approximations
• Maximum likelihood and restricted maximum likelihood estimators as functions of ordinary least squares and analysis of variance estimators
• Stepwise Regression in Mixed Quantitative Linear Models with Autocorrelated Errors
• Gap-ratio goodness of fit tests for weibull or extreme value distribution assumptions with left or right censored data
• Simultaneous inference based on rank statistics in linear models
• Efficiency and Validity Analyses of Two-Stage Estimation Procedures and Derived Testing Procedures in Quantitative Linear Models with AR(1) Errors
• Linear model estimation errors with estimated design parameters
• Model selection in orthogonal regression
• Best Unbiased Estimation in Unbalanced Split Plot Designs
• Construction of some iterative methods for solving boundary element linear systems
• Estimation-Equivalent Covariance Structures for the Least Squares and Minque Estimators of the Linear Model Variance
• Minimum-volume confidence sets for normal linear regression models
• Factorials experiments, covering arrays, and combinatorial testing
• Analysis of multiple outcome variables measured longitudinally
• Finite sample properties of confidence intervals centered on a model averaged estimator
• Testing and estimation of proportion (or risk) ratio under the matched-pair design with multiple binary endpoints
• Shortest two-tailed confidence intervals
• Pivotal estimation with applications for the intraclass correlation coefficient in the balanced one-way random effects model
• Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models
• Testing regression function adequacy with correlation and without replication
• A test for abrupt change in hazard regression models with Weibull baselines
• Four equivalent definitions of reparametrizations and restrictions in linear models
• Interval estimation of the critical value in a general linear model
• Efficiency analysis of ten estimation procedures for quantitative linear models with autocorrelated errors
• Multiple population covariance structure analysis under arbitrary distribution theory
• Ratios of linear combinations in the general linear model
• A recursive approach to detect multivariable conditional variance components and conditional random effects
• Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test
• Analysis of high-dimensional repeated measures designs: the one sample case
• Minimum MSE regression estimator with estimated population quantities of auxiliary variables
• Asymptotic properties of anoya bayes factors
• Combined correlation methods for metamodel estimation in multipopulation simulation experiments
• Test and estimation in binary data analysis under an incomplete block crossover design
• Biased estimation and hypothesis testing in linear regression
• Rank procedures for testing subhypotheses in linear regression
• On the bootstrap in misspecified regression models.
• Principal components regression estimator and a test for the restrictions
• Aligned rank transform tests in linear models
• Testing for lack of fit in regression - a review
• Theory and computation of restricted linear models
• \(D\)-optimal designs for combined polynomial and trigonometric regression on a partial circle
• A multinomial ordinal probit model with singular value decomposition method for a multinomial trait
• The Restricted and Unrestricted Two-Parameter Estimators
• Exact prior-free probabilistic inference on the heritability coefficient in a linear mixed model
• Score Tests for Zero-Inflation in Overdispersed Count Data
• Exact distribution-free tests for equality of several linear models
• Measurement Error in a Random Walk Model with Applications to Population Dynamics
• ROC SURFACE: A GENERALIZATION OF ROC CURVE ANALYSIS
• Maximum likelihood analysis of the mixed model: the balanced case
• Calculating Sample Size for Follmann’s Simple Multivariate Test for One-Sided Alternatives
• A comparison of confidence regions and designs in estimation of a ratio
• Fitting a stochastic partial differential equation to aquifer data
• The rainbow test for lack of fit in regression
• CSISZAR DIVERGENCE FROM CONSTANT FAILURE RATE MODEL FOR GROUPED DATA
• Asymptotic Statistical Results: Theory and Practice
• Equivalence of parametric identifiability and estimability
• On the quadratic estimation of covariance matrices in multivariate linear models
• Hypotheses testing for means of dependent and heterogeneous normal random variables
• Stochastic programming methods in the response surface methodology
• Pseudolikelihood ratio test with biased observations
• \(r\)-\(k\) class estimator in the linear regression model with correlated errors
• Upper bounds on the minimum coverage probability of confidence intervals in regression after model selection
• Direct products: a powerful tool for the analysis of balanced data
• Statistical theory for the ratio model of paired comparisons
• A note on the satterthwaite confidence interval for a variance
• Score test for testing zero-inflated Poisson regression against zero-inflated generalized Poisson alternatives

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