Pages that link to "Item:Q698012"
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The following pages link to On exact tests of linear hypothesis in linear models with nested error structure (Q698012):
Displaying 7 items.
- Approximately normal tests for equal predictive accuracy in nested models (Q277173) (← links)
- Tests for \(p\)-regression coefficients in linear panel model when \(p\) is divergent (Q2023728) (← links)
- Exact tests of variance components in nested error component regression model (Q2924601) (← links)
- On Testing Linear Hypothesis in a Nested Error Regression Model (Q3585258) (← links)
- A parametric bootstrap approach for two-way error component regression models (Q4976585) (← links)
- Testing the absence of random effects in the nested-error regression model using orthogonal transformations (Q5083016) (← links)
- How the sampling variances affect the linear predictor of the Fay-Herriot model (Q6556833) (← links)
