scientific article; zbMATH DE number 3578234

zbMATH Open0371.62093MaRDI QIDQ4147487FDOQ4147487

Authors: 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
• The intensity-score approach to adjusting for confounding
• 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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• Whole-plot exchange algorithms for constructing D-optimal multistratum designs
• Einige statistische Untersuchungsmethoden des Schadenbedarfs bei strukturierten BestÄnden
• 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
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• 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
• Notes on the two-stage procedure under an incomplete block two-period crossover design
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• Principal components estimator for measurement error models
• Approximate confidence bounds for ratios of variance components in two-way unbalanced crossed models with interactions
• Data Dependent Cells Chi‐Square Test With Recurrent Events
• Using a Serial Marker to Predict a Repeated Measures Outcome in a Cohort Study
• Estimation in two-stage models with heteroscedasticity
• Analysis of Linear Models with One Factor Having Both Fixed and Random Levels
• THE SIMPLE LINEAR CALIBRATION PROBLEM AS AN OPTIMAL EXPERIMENTAL DESIGN
• Maximum likelihood estimation for the negative multinomial log-linear model
• Confidence interval for residual mean absolute deviation in regression models
• A coordinate-free approach to testable hypotheses
• Generalized ridge regression: a note on negative ridge parameters
• On the power of robust tests in analysis of covariance
• Conservative sample size for multiple regression models
• Marginal ridge conceptual predictive model selection criterion in linear mixed models
• Estimability, testability, and connectedness in the cell means model
• A likelihood ratio test for interaction among variances
• A connection between the partial correlation coefficient and the correlation coefficient of certain residuals
• Regression Using Pairs vs. Regression on Differences: A Real-life Case Study for a Master's Level Methods Class
• Estimation and hypothesis in linear models-A reparameterization approach to the cell mlans modll
• A sequential regression method in monte carlo studies
• Model validation using mismatched filters
• An algorithm for restricted maximum likelihood estimation in balanced multivariate variance components models
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• Sample size calculation for method validation using linear regression
• Goodness-of-fit statistics for log-link regression models
• Sample size determination for testing equality in frequency data under an incomplete block crossover design
• Calibration for inverse gaussian regression
• MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES
• Sample size determination for testing nonequality under a three‐treatment two‐period incomplete block crossover trial
• A four-moment approach and other practical solutions to the behrens-f1sher problem
• Test procedures in coyariamce analysis assuming a general correlation pattern
• Selection Using Overlap Coefficients
• Analysis of Linear Models with Two Factors Having Both Fixed and Random Levels
• On a confidence interval about a parameter estimated by a ratio of normal random variables
• A bayesiak comparison of some estimators used in linear regression with multicollinear data
• Fixed width interval estimation for the multiple response callibration problem
• Inferring Influence Networks from Longitudinal Bipartite Relational Data
• Robust confidence interval for a residual standard deviation
• A confidence interval for treatment component-of-variance with applications to differences in means of two exponential distributions
• 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

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