The following pages link to (Q5583535):
Displaying 50 items.
- On estimating regression coefficients in seemingly unrelated regression system (Q277065) (← links)
- Efficiency of the OLS estimator in the vicinity of a spatial unit root (Q553066) (← links)
- Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models (Q670113) (← links)
- On D-optimal designs for linear models under correlated observations with an application to a linear model with multiple response (Q689423) (← links)
- Conditions for the numerical equality of the OLS, GLS and Amemiya-Cragg estimators (Q694960) (← links)
- Equalities between OLSE, BLUE and BLUP in the linear model (Q744777) (← links)
- Testing and estimation of equal variances for correlated variables (Q749113) (← links)
- The growth curve model with an autoregressive covariance structure (Q749135) (← links)
- Optimality of BLUE's in a general linear model with incorrect design matrix (Q760133) (← links)
- Covariance structure associated with an equality between two general ridge estimators (Q779685) (← links)
- Estimation for parameters of interest in random effects growth curve models (Q864271) (← links)
- Comparison of designs in presence of a possible correlation in observations (Q882942) (← links)
- Further remarks on the connection between fixed linear model and mixed linear model (Q894878) (← links)
- Characterizations and dispersion-matrix robustness of efficiently estimable parametric functionals in linear models with nuisance parameters (Q921781) (← links)
- Characterization of invariant spaces under a symmetric real matrix and its permutations (Q923655) (← links)
- The BLUE's covariance matrix revisited: A review (Q928907) (← links)
- Simultaneous optimality of LSE and ANOVA estimate in general mixed models (Q953226) (← links)
- Perfect linear models and perfect parametric functions (Q958767) (← links)
- Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices (Q962222) (← links)
- Matrix trace Wielandt inequalities with statistical applications (Q1015872) (← links)
- Effect of adding regressors on the equality of the BLUEs under two linear models (Q1036709) (← links)
- Mean estimation bias in least squares estimation of autoregressive processes (Q1058799) (← links)
- The inefficiency of least squares: Extensions of the Kantorovich inequality (Q1077116) (← links)
- The distribution of a generalized least squares estimator with covariance adjustment (Q1078956) (← links)
- A note on the analysis of covariance: Efficiency of concomitant variables (Q1116242) (← links)
- Two-stage procedures for parameters in a growth curve model (Q1121623) (← links)
- Estimating common parameters of growth curve models (Q1124250) (← links)
- On the robustness of least squares procedures in regression models (Q1144877) (← links)
- Linear prediction and estimation methods for regression models with stationary stochastic coefficients (Q1156447) (← links)
- Simple least squares estimation versus best linear unbiased prediction (Q1159932) (← links)
- Effect of deleting an observation on the equality of the OLSE and BLUE (Q1195591) (← links)
- Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE (Q1200572) (← links)
- Asymptotic inference for unstable auto-regressive time series with drifts (Q1262060) (← links)
- Statistical estimation by a linear combination of two given statistics (Q1273020) (← links)
- Detecting influential covariates in a growth curve model. (Q1274152) (← links)
- A generalization of Rao's covariance structure with applications to several linear models (Q1275417) (← links)
- Sufficent conditions for orthogonal designs in mixed linear models (Q1299101) (← links)
- Two-way selection of covariables in multivariate growth curve models (Q1300841) (← links)
- Longitudinal data with nonstationary errors: A nonparametric three-stage approach (Q1302070) (← links)
- Growth curves: A two-stage nonparametric approach (Q1329706) (← links)
- Local influence assessment in the growth curve model with unstructured covariance (Q1368889) (← links)
- Bayesian analysis of growth curves with AR(1) dependence (Q1378813) (← links)
- On estimation of an econometric model of short-run bank behaviour (Q1393346) (← links)
- Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix (Q1393798) (← links)
- Optimal covariance adjustment in growth curve models (Q1566701) (← links)
- Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal (Q1582660) (← links)
- Form and selection of covariance adjusted estimators in repeated measures models (Q1869137) (← links)
- Exact tests in simple growth curve models and one-way ANOVA with equicorrelation error structure (Q1873117) (← links)
- Reduced-rank growth curve models (Q1874091) (← links)
- Determinant formulas with applications to designing when the observations are correlated (Q1901685) (← links)
