Pages that link to "Item:Q5836382"
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The following pages link to A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance (Q5836382):
Displayed 50 items.
- Sequential estimation of linear models in three stages (Q583787) (← links)
- Fixed-width simultaneous confidence intervals for all-pairwise comparisons (Q672427) (← links)
- Fixed width confidence region for the mean of a multivariate normal distribution (Q697456) (← links)
- Sequential and two-stage procedures for selecting the better exponential population covering the case of unknown and unequal scale parameters (Q797238) (← links)
- Products, and ratios for a bivariate gamma distribution (Q814751) (← links)
- Sums, products, and ratios for the bivariate Gumbel distribution (Q815361) (← links)
- On the convergence rate of sequential fixed-width confidence intervals for normal parameters (Q947185) (← links)
- Sums, products, and ratios for the bivariate Lomax distribution (Q957187) (← links)
- Double shrink methodologies to determine the sample size via covariance structures (Q958760) (← links)
- The distribution of sums, products and ratios for Lawrance and Lewis's bivariate exponential random variables (Q959423) (← links)
- Confidence intervals with fixed proportional accuracy (Q1082764) (← links)
- Sequential simultaneous estimation of the mean and variance: The rate of convergence (Q1084819) (← links)
- Asymptotic optimality in sequential interval estimation (Q1085930) (← links)
- An analysis of five simulation methods for determining the number of replications in a complex Monte Carlo study (Q1091792) (← links)
- Asymptotic expansions for fixed width confidence interval (Q1094799) (← links)
- The heteroscedastic method: Multivariate implementation (Q1098202) (← links)
- A construction method of certain matrices required in the multivariate heteroscedastic method (Q1110220) (← links)
- Two-stage procedures for parameters in a growth curve model (Q1121623) (← links)
- A simulation program for adaptive two stage designs. (Q1128461) (← links)
- A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean (Q1147459) (← links)
- Sequential approach to simultaneous estimation of the mean and variance (Q1156446) (← links)
- Optimal sequential estimation procedures for the normal mean when the variance is known (Q1166877) (← links)
- Existence and nonexistence theorems of finite diameter sequential confidence regions for errors-in-variables models (Q1186028) (← links)
- Fixed-width confidence intervals for contrasts in the means (Q1206640) (← links)
- On some sequential simultaneous confidence intervals procedures (Q1233711) (← links)
- Fixed-width simultaneous confidence intervals for multinormal means in several intraclass correlation models (Q1268007) (← links)
- Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution (Q1283925) (← links)
- Two-stage likelihood ratio and union-intersection tests for one-sided alternatives multivariate mean with nuisance dispersion matrix (Q1283926) (← links)
- Estimation in some binary regression models with prescribed accuracy (Q1346658) (← links)
- Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions (Q1354414) (← links)
- A two-stage sampling by unequal size samples from two normal populations with unknown variances (Q1359947) (← links)
- Type I error rates, power, and sample sizes for two-stage solutions to the Behrens-Fisher problem when population distributions are non-normal (Q1361518) (← links)
- Sequential estimation of the mean of NEF-PVF distributions (Q1372345) (← links)
- A \(k\)-stage sequential sampling procedure for estimation of normal mean (Q1378767) (← links)
- Sequential estimation in variable length computerized adaptive testing. (Q1427513) (← links)
- Herbert Robbins and sequential analysis (Q1429307) (← links)
- An ANOVA test for the equivalency of means under unequal variances (Q1575123) (← links)
- Two-stage multiple comparisons with the average for normal distributions under heteroscedasticity (Q1575130) (← links)
- Basic concepts of group sequential and adaptive group sequential test procedures (Q1580842) (← links)
- Stepwise procedures for the identification of minimum effective dose with unknown variances (Q1613048) (← links)
- Confidence sets of fixed size for multinormal means. (Q1818616) (← links)
- Two-phase tests on a normal mean when variance is unknown (Q1836246) (← links)
- Optimal sequential designs of case-control studies. (Q1848835) (← links)
- Sequential confidence regions for maximum likelihood estimates. (Q1848836) (← links)
- On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\)) (Q1888325) (← links)
- Further developments in estimation of the largest mean of K normal populations (Q2367267) (← links)
- Bounded risk estimation of linear combinations of the location and scale parameters in exponential distributions under two-stage sampling (Q2382892) (← links)
- Sums and ratios for beta Stacy distribution (Q2489482) (← links)
- Sums, products, and ratios for Freund's bivariate exponential distribution (Q2489484) (← links)
- Asymptotic second-order efficiency of three-stage procedure with a warranted confidence level (Q2499550) (← links)