Combining Independent Tests in Linear Models
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Publication:5288922
DOI10.2307/2290347zbMath0775.62045OpenAlexW4247486718MaRDI QIDQ5288922
Publication date: 2 September 1993
Full work available at URL: https://doi.org/10.2307/2290347
Related Items (16)
Objective Bayesian testing on the common mean of several normal distributions under divergence-based priors ⋮ Comparison of Five Tests for the Common Mean of Several Multivariate Normal Populations ⋮ On combining independent tests in linear models ⋮ On actual significance levels of combined tests ⋮ Confidence regions for the common mean vector of several multivariate normal populations ⋮ Generalized Inferences on the Common Mean in MANOVA Models ⋮ Combining independent normal Sample means by weighting With their standard errors ⋮ A Note on Vector-Valued Goodness-of-Fit Tests ⋮ Testing on the common mean of several normal distributions ⋮ A bayesian analysis for estimating the common mean of independent normal populations using the gibbs sampler ⋮ On exact tests of linear hypothesis in linear models with nested error structure ⋮ The analysis of mixed and random effects models for equireplicate variance-balanced block designs ⋮ On combining correlated estimators of the common mean of a multivariate normal distribution ⋮ Inferences on the Common Mean of Several Normal Populations Based on the Generalized Variable Method ⋮ Testing on the common mean of normal distributions using Bayesian methods ⋮ Exact tests in crossover designs
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