Pages that link to "Item:Q1807108"
From MaRDI portal
The following pages link to Optimum robust testing in linear models (Q1807108):
Displaying 8 items.
- Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator (Q723446) (← links)
- Robust tests in group sequential analysis: One- and two-sided hypotheses in the linear model (Q1260713) (← links)
- Optimal designs for robust estimation in conditionally contaminated linear models (Q1329692) (← links)
- Optimal, robust \(R\)-estimators and test statistics in the linear model (Q1340890) (← links)
- Pre-test estimation and design in the linear model (Q1918232) (← links)
- Robust Testing Procedures in Heteroscedastic Linear Models (Q3616266) (← links)
- Robust M-type testing procedures for linear models (Q3976431) (← links)
- Maximization of ESI. Jaynes principle in testing significant inputs of linear model (Q4231295) (← links)