Pages that link to "Item:Q3868627"

The following pages link to Linear Models with Exchangeably Distributed Errors (Q3868627):

Displaying 27 items.

• Hypothesis testing for independence under blocked compound symmetric covariance structure (Q722082) (← links)
• Equivalency between vertices and centers-coupled-with-radii principal component analyses for interval data (Q900542) (← links)
• Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure (Q901280) (← links)
• MANOVA in the multivariate components of variance model (Q1117647) (← links)
• A Monte Carlo study of the Friedman test and some competitors in the single factor, repeated measures design with unequal covariances (Q1361556) (← links)
• Testing of multivariate repeated measures data with block exchangeable covariance structure (Q1616699) (← links)
• Free-coordinate estimation for doubly multivariate data (Q1747903) (← links)
• On simulating exchangeable sub-Gaussian random vectors (Q1771435) (← links)
• Using randomization test when errors are unequally correlated (Q1896058) (← links)
• Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors (Q2241529) (← links)
• Linear models for multivariate repeated measures data with block exchangeable covariance structure (Q2667008) (← links)
• ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX (Q2981825) (← links)
• NONTESTABILITY OF EQUAL WEIGHTS SPATIAL DEPENDENCE (Q3108570) (← links)
• Sum of Profiles Model with Exchangeably Distributed Errors (Q4412409) (← links)
• On weak consistency in linear models with equi-correlated random errors (Q4451265) (← links)
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix (Q4540837) (← links)
• EXACT LIKELIHOOD INFERENCE IN GROUP INTERACTION NETWORK MODELS (Q4637612) (← links)
• (Q4686276) (← links)
• (Q4686277) (← links)
• Using a Serial Marker to Predict a Repeated Measures Outcome in a Cohort Study (Q4803388) (← links)
• Doubly multivariate linear models with block exchangeable distributed errors and site-dependent covariates (Q5044673) (← links)
• Testing for Spatial Autocorrelation: The Regressors that Make the Power Disappear (Q5080146) (← links)
• Testing a block exchangeable covariance matrix (Q5147571) (← links)
• Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure (Q5213360) (← links)
• Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure (Q5863545) (← links)
• Hypothesis testing in multivariate normal models with block circular covariance structures (Q6068488) (← links)
• Testing independence under a block compound symmetry covariance structure (Q6157036) (← links)