Pages that link to "Item:Q1907861"
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The following pages link to Optimal testing for equicorrelated linear regression models (Q1907861):
Displaying 6 items.
- A unified approach to estimation and orthogonality tests in linear single-equation econometric models (Q749147) (← links)
- On optimal testing for the equality of equicorrelation: An example of loss in power (Q1580847) (← links)
- Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution (Q1914652) (← links)
- (Q3072054) (← links)
- CONDITIONAL INFERENCE ABOUT AN EQUICORRELATION COEFFICIENT (Q3489142) (← links)
- Maximization of ESI. Jaynes principle in testing significant inputs of linear model (Q4231295) (← links)