scientific article; zbMATH DE number 3301943
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Publication:5583535
zbMATH Open0189.18503MaRDI QIDQ5583535FDOQ5583535
Authors: C. R. Rao 
Publication date: 1967
Title of this publication is not available (Why is that?)
Cited In (83)
- Perfect linear models and perfect parametric functions
- Reduced-rank growth curve models
- Further remarks on the connection between fixed linear model and mixed linear model
- The BLUE's covariance matrix revisited: A review
- Control-variate selection criteria
- Optimality of BLUE's in a general linear model with incorrect design matrix
- Simple least squares estimation versus best linear unbiased prediction
- Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE
- Effect of adding regressors on the equality of the BLUEs under two linear models
- Estimation for parameters of interest in random effects growth curve models
- Conditions for the numerical equality of the OLS, GLS and Amemiya-Cragg estimators
- On estimating regression coefficients in seemingly unrelated regression system
- Asymptotic inference for unstable auto-regressive time series with drifts
- Some further remarks on the singular linear model
- Estimating common parameters of growth curve models
- Efficiency of the OLS estimator in the vicinity of a spatial unit root
- A note on the analysis of covariance: Efficiency of concomitant variables
- Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices
- Equalities between OLSE, BLUE and BLUP in the linear model
- Detecting influential covariates in a growth curve model.
- Two-stage procedures for parameters in a growth curve model
- Sufficent conditions for orthogonal designs in mixed linear models
- All about the \(\bot\) with its applications in the linear statistical models
- Exact tests in simple growth curve models and one-way ANOVA with equicorrelation error structure
- Some equalities and inequalities for covariance matrices of estimators under linear model
- Longitudinal data with nonstationary errors: A nonparametric three-stage approach
- Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
- Linear prediction and estimation methods for regression models with stationary stochastic coefficients
- Two-way selection of covariables in multivariate growth curve models
- Comparison of designs in presence of a possible correlation in observations
- On the robustness of least squares procedures in regression models
- 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
- Local influence assessment in the growth curve model with unstructured covariance
- Covariance adjustment in biased estimation
- Simultaneous optimality of LSE and ANOVA estimate in general mixed models
- A generalization of Rao's covariance structure with applications to several linear models
- Statistical estimation by a linear combination of two given statistics
- Optimal design for linear models with correlated observations
- Circumstances in which different criteria of estimation can be applied to estimate policy effects
- Criteria for the equality between ordinary least squares and best linear unbiased estimators under certain linear models
- MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions
- Covariance structure associated with an equality between two general ridge estimators
- Mean estimation bias in least squares estimation of autoregressive processes
- The inefficiency of least squares: Extensions of the Kantorovich inequality
- 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
- On Deconfounding Spatial Confounding in Linear Models
- Matrix spectral norm Wielandt inequalities with statistical applications
- The relative efficiency of OLS in the linear regression model with spatially autocorrelated errors
- The distribution of a generalized least squares estimator with covariance adjustment
- Effect of deleting an observation on the equality of the OLSE and BLUE
- OPTICAL SIGNAL PROCESSING FROM OBSERVED OBJECTS THE METHOD OF THE LEAST SQUARE PRONY WITH WEIGHING OBSERVATIONS
- Rank and inertia formulas for covariance matrices of BLUPs in general linear mixed models
- Exact Inference for Growth Curves with Intraclass Correlation Structure*
- Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models
- Growth curves: A two-stage nonparametric approach
- Approximation of misclassification probabilities in linear discriminant analysis based on repeated measurements
- Determinant formulas with applications to designing when the observations are correlated
- Some further matrix extensions of the Cauchy-Schwarz and Kantorovich inequalities, with some statistical applications
- On D-optimal designs for linear models under correlated observations with an application to a linear model with multiple response
- Parsimonious estimation of multiplicative interaction in analysis of variance using Kullback-Leibler information
- Optimal covariance adjustment in growth curve models
- Dr C R Rao's contributions to the advancement of economic science
- On two-stage estimate based on independent estimate of covariance matrix
- On estimation of an econometric model of short-run bank behaviour
- Matrix mean square error comparisons based on a certain covariance structure
- New insights into best linear unbiased estimation and the optimality of least-squares
- Form and selection of covariance adjusted estimators in repeated measures models
- Poisson regression for clustered data
- Inference for seemingly unrelated linear mixed models
- A note on some matrices used in linear regression models
- Relating the Classical Covariance Adjustment Techniques of Multivariate Growth Curve Models to Modern Univariate Mixed Effects Models
- Bayesian analysis of growth curves with AR(1) dependence
- A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
- On the difference between ML and REML estimators in the modelling of multivariate longitudinal data
- Title not available (Why is that?)
- A monte carlo study of the power of alternative tests under the generalized manova model
- Further remarks on permissible covariance structures for simultaneous retention of BLUEs in linear models
- Mixed linear regression with equi-cross-correlated errors.
- Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal
- The link between the mixed and fixed linear models revisited
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