scientific article; zbMATH DE number 3301943
From MaRDI portal
Publication:5583535
zbMath0189.18503MaRDI QIDQ5583535
Publication date: 1967
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Exact tests in simple growth curve models and one-way ANOVA with equicorrelation error structure ⋮ The inefficiency of least squares: Extensions of the Kantorovich inequality ⋮ Some equalities and inequalities for covariance matrices of estimators under linear model ⋮ Reduced-rank growth curve models ⋮ The distribution of a generalized least squares estimator with covariance adjustment ⋮ Growth curves: A two-stage nonparametric approach ⋮ On estimating regression coefficients in seemingly unrelated regression system ⋮ Covariance adjustment in biased estimation ⋮ On Deconfounding Spatial Confounding in Linear Models ⋮ A monte carlo study of the power of alternative tests under the generalized manova model ⋮ Control-variate selection criteria ⋮ Determinant formulas with applications to designing when the observations are correlated ⋮ Estimation for parameters of interest in random effects growth curve models ⋮ Local influence assessment in the growth curve model with unstructured covariance ⋮ Rank and inertia formulas for covariance matrices of BLUPs in general linear mixed models ⋮ A note on the analysis of covariance: Efficiency of concomitant variables ⋮ A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers ⋮ Some further remarks on the singular linear model ⋮ Some further matrix extensions of the Cauchy-Schwarz and Kantorovich inequalities, with some statistical applications ⋮ Circumstances in which different criteria of estimation can be applied to estimate policy effects ⋮ Two-stage procedures for parameters in a growth curve model ⋮ Matrix spectral norm Wielandt inequalities with statistical applications ⋮ Bayesian analysis of growth curves with AR(1) dependence ⋮ Estimating common parameters of growth curve models ⋮ Matrix mean square error comparisons based on a certain covariance structure ⋮ Comparison of designs in presence of a possible correlation in observations ⋮ On estimation of an econometric model of short-run bank behaviour ⋮ Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix ⋮ Inference for seemingly unrelated linear mixed models ⋮ Approximation of misclassification probabilities in linear discriminant analysis based on repeated measurements ⋮ Further remarks on the connection between fixed linear model and mixed linear model ⋮ On the robustness of least squares procedures in regression models ⋮ On two-stage estimate based on independent estimate of covariance matrix ⋮ Linear prediction and estimation methods for regression models with stationary stochastic coefficients ⋮ Optimal design for linear models with correlated observations ⋮ Simple least squares estimation versus best linear unbiased prediction ⋮ Criteria for the equality between ordinary least squares and best linear unbiased estimators under certain linear models ⋮ Dr C R Rao's contributions to the advancement of economic science ⋮ Characterizations and dispersion-matrix robustness of efficiently estimable parametric functionals in linear models with nuisance parameters ⋮ Characterization of invariant spaces under a symmetric real matrix and its permutations ⋮ The BLUE's covariance matrix revisited: A review ⋮ Parsimonious estimation of multiplicative interaction in analysis of variance using Kullback-Leibler information ⋮ Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models ⋮ A note on some matrices used in linear regression models ⋮ Effect of deleting an observation on the equality of the OLSE and BLUE ⋮ Simultaneous optimality of LSE and ANOVA estimate in general mixed models ⋮ Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE ⋮ Perfect linear models and perfect parametric functions ⋮ MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions ⋮ On D-optimal designs for linear models under correlated observations with an application to a linear model with multiple response ⋮ Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices ⋮ Conditions for the numerical equality of the OLS, GLS and Amemiya-Cragg estimators ⋮ All about the \(\bot\) with its applications in the linear statistical models ⋮ On the difference between ML and REML estimators in the modelling of multivariate longitudinal data ⋮ Exact Inference for Growth Curves with Intraclass Correlation Structure* ⋮ Relating the Classical Covariance Adjustment Techniques of Multivariate Growth Curve Models to Modern Univariate Mixed Effects Models ⋮ New insights into best linear unbiased estimation and the optimality of least-squares ⋮ Efficiency of the OLS estimator in the vicinity of a spatial unit root ⋮ Mixed linear regression with equi-cross-correlated errors. ⋮ The link between the mixed and fixed linear models revisited ⋮ Equalities between OLSE, BLUE and BLUP in the linear model ⋮ Asymptotic inference for unstable auto-regressive time series with drifts ⋮ Matrix trace Wielandt inequalities with statistical applications ⋮ Testing and estimation of equal variances for correlated variables ⋮ The growth curve model with an autoregressive covariance structure ⋮ Statistical estimation by a linear combination of two given statistics ⋮ Detecting influential covariates in a growth curve model. ⋮ Optimality of BLUE's in a general linear model with incorrect design matrix ⋮ A generalization of Rao's covariance structure with applications to several linear models ⋮ Optimal covariance adjustment in growth curve models ⋮ Effect of adding regressors on the equality of the BLUEs under two linear models ⋮ Covariance structure associated with an equality between two general ridge estimators ⋮ Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal ⋮ Sufficent conditions for orthogonal designs in mixed linear models ⋮ Two-way selection of covariables in multivariate growth curve models ⋮ Longitudinal data with nonstationary errors: A nonparametric three-stage approach ⋮ Mean estimation bias in least squares estimation of autoregressive processes ⋮ The relative efficiency of OLS in the linear regression model with spatially autocorrelated errors ⋮ Form and selection of covariance adjusted estimators in repeated measures models
This page was built for publication:
