Pages that link to "Item:Q3713384"

The following pages link to Tests for two outliers in a linear model (Q3713384):

Displaying 9 items.

• Optimal weighted average power similar tests for the covariance structure in the linear regression model (Q261899) (← links)
• Testing homogeneity of variance or expected value in sequence of independent normal distribu\-tions (Q970474) (← links)
• Outlier test in randomized linear model (Q1333885) (← links)
• Contamination in linear regression models and its influence on estimators (Q3212144) (← links)
• WEIGHTED AVERAGE POWER SIMILAR TESTS FOR STRUCTURAL CHANGE IN THE GAUSSIAN LINEAR REGRESSION MODEL (Q3632418) (← links)
• PERFORMANCE OF MURPHY'S TEST FOR TWO OUTLIERS IN A LINEAR MODEL (Q3805661) (← links)
• Critical values for testing for a single outlier in a nonlinear regression model (Q4386434) (← links)
• PERFORMANCE OF STUDENTIZED RANGE STATISTIC FOR TWO OUTLIERS IN A LINEAR MODEL (Q4727202) (← links)
• Detection of outliers in linear model when the regression parameters are stochastic (Q4843925) (← links)