Publication:4671933
zbMath1076.62075MaRDI QIDQ4671933
Publication date: 27 April 2005
EM algorithm; Hessian; maximum likelihood estimator; confidence interval; Latin square; interaction; interval estimation; Kuhn-Tucker condition; Bayesian estimation; lognormal distribution; block design; Newton-Raphson iteration; Bayes risk; hierarchical design; random effects model; Stein-type estimator; variance component; mixed effects model; minimum variance unbiased estimator; fixed effects model; split-plot design; Welch method; Kurtosis; three-way classification; nested classification; one-way classification; two-way classification; mean squared error criterion; uniformly most powerful unbiased; Chi-square; Bartlett-Scheffé test; Edgeworth series expansion; optimum sample size; Graeco-Latin square; finite population model; Analysis of variance model; Anderson-Bancroft procedure; Bayes equivalent estimator; empirical Bayes quadratic estimator; Federer's nontruncated exponential corrector estimator; Fisher scoring iteration; Graybill-Wang procedure; Healy procedure; higher-order crossed classification; Hodges-Lehmann-type estimator; Howe procedure; Milliken-Johnson formula; minimum sufficient statistic; Moriguti-Bulmer procedure; Myers-Howe procedure; Naqvi's goodness-of-fit estimator; Satterthwaite procedure; TBGJL procedure; Welch-Boardman procedure; Williams procedure
62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62J10: Analysis of variance and covariance (ANOVA)
62Pxx: Applications of statistics
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