scientific article; zbMATH DE number 3196618
From MaRDI portal
Publication:5732999
zbMath0121.35605MaRDI QIDQ5732999
Publication date: 1961
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model ⋮ Tests of the parallelism of several regression surfaces based on rank- order estimates ⋮ Bayesian reference prior analysis on the ratio of variances for the balanced one-way random effect model ⋮ Coefficients of determination for least absolute deviation analysis ⋮ The prediction of averages ⋮ Estimation of a set of fixed variates for observed values of dependent variates with normal multivariate regression models subjected to linear restrictions ⋮ On the equality of estimators under a general partitioned linear model with parameter restrictions ⋮ Unbalanced panel data: a survey ⋮ Prediction in a class of mixed models with two variance components ⋮ General representation theorems for efficient population behavior ⋮ Towards an optimum test for non-additivity in Tukey's model ⋮ Optimal designs based on exact confidence regions for parameter estimation of a nonlinear regression model ⋮ Testing overdispersion in the zero-inflated Poisson model ⋮ Chebyshev polynomials and least squares estimation based on one-dependent random variables ⋮ Computing orthogonal polynomials ⋮ Minimal sufficient statistics for a general class of mixed models ⋮ Selecting important independent variables in linear regression models ⋮ The role of the covariance matrix in the least-squares estimation for a common mean ⋮ Symmetric Gaussian mixture distributions with GGC scales ⋮ On the detection of a signal in colored noise ⋮ Optimal designs for regression models with possible bias ⋮ Confidence intervals on intraclass correlation coefficients in a balanced two-factor random design ⋮ Nonexistence of Blue's under a randomization model for the randomized block design ⋮ Superiority of the \(r\)-\(d\) class estimator over some estimators by the mean square error matrix criterion ⋮ UMVUE of the IBNR reserve in a lognormal linear regression model ⋮ On detecting influential data and selecting regression variables ⋮ Validation and statistical analysis procedures under the common random number correlation-induction strategy for multipopulation simulation experiments ⋮ Unit root tests for time series with outliers ⋮ Modeling observation error and its effects in a random walk/extinction model ⋮ On decompositions of estimators under a general linear model with partial parameter restrictions ⋮ Insider trading with product differentiation ⋮ \(D\)-optimal designs for combined linear and trigonometric regression ⋮ On least squares estimation with a particular linear function of the dependent variable ⋮ Quadratic properties of least-squares solutions of linear matrix equations with statistical applications ⋮ A conversation with Shayle R. Searle ⋮ Analysis of short-term systematic measurement error variance for the difference of paired data without repetition of measurement ⋮ On fitting distributed lag models subject to polynomial restrictions ⋮ Criteria for choosing a linearized least-squares technique for the exponential model exp(A//1+A//2x) ⋮ The accuracy of least squares calculations with the Cholesky algorithm ⋮ Minimal sufficient statistics for the unbalanced two-fold nested model ⋮ Information, endogenous uncertainty and risk aversion ⋮ Two-way model with random cell sizes ⋮ Insider trading with correlated signals ⋮ On the efficiency of some non-orthogonal split-plot \(\times \) split-block designs with control treatments ⋮ Covariance structure analysis in several populations ⋮ Two-period model of insider trading with correlated signals ⋮ Quantile regression for linear models with autoregressive errors using EM algorithm ⋮ The minimum coverage probability of confidence intervals in regression after a preliminary \(F\) test ⋮ Decreasing the temporal complexity for nonlinear, implicit reduced-order models by forecasting ⋮ Rank/inertia approaches to weighted least-squares solutions of linear matrix equations ⋮ Statistical scoring procedures applicable to laboratory performance evaluation ⋮ Mass-mobilization with noisy conditional beliefs ⋮ Gauss, Kalman and advances in recursive parameter estimation ⋮ Matrix rank and inertia formulas in the analysis of general linear models ⋮ Alternative estimators for the variance of several normal populations ⋮ Confidence intervals for the correlation coefficient ⋮ Sequential fair Stackelberg equilibria of linear strategies in risk-seeking insider trading ⋮ A predictive density approach to predicting a future observable in multilevel models ⋮ Sulle regioni di confidenza per i parametri dei modelli non lineari. I ⋮ Parametric target detection algorithm based on ISLIM for hyperspectral imaging ⋮ A mathematical model of atmospheric retention of man-made \(\mathrm{CO}_2\) emissions ⋮ A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions ⋮ On the distribution of a statistic arising in exact simultaneous confidence bands ⋮ Best quadratic unbiased estimators of the variance-covariance matrix in normal regression ⋮ Management of uncertainty in statistical reasoning: the case of regression analysis ⋮ Some developments in multivariate generalizability ⋮ Multicollinearity ⋮ Best unbiased estimation of fixed effects in mixed ANOVA models ⋮ Shayle R. Searle: Pioneer in Linear Modelling ⋮ Some nonparametric tests and selection procedures for main effects in two-way layouts ⋮ The present status of confidence interval estimation for one-factor random models ⋮ Mean square error tests for restrictions in singular linear models ⋮ A conversation with Lynne Billard ⋮ On the equivalence between the LRT and F-test for testing variance components in a class of linear mixed models ⋮ Prediction intervals for general balanced linear random models ⋮ Testing for equality of ordered eigenvectors of two multivariate normal populations ⋮ Generalised interval estimation in the random effects meta regression model ⋮ A formal framework and extensions for function approximation in learning classifier systems ⋮ Least squares estimation of a linear regression model with LR fuzzy response ⋮ A note on the Bayes factor in a semiparametric regression model ⋮ On mixtures of \(\chi^ 2\)-and \(F\)-distributions which yield distributions of the same family ⋮ Monitoring workplace safety: Nonlinear optimization in a statistical model ⋮ A matrix formula for testing linear hypotheses in linear models ⋮ Aspects of variance and covariance analysis with cultural inheritance ⋮ Exact simultaneous confidence segments for all contrast comparisons ⋮ A comparison of three predictor selection techniques in multiple regression ⋮ Informational coverage and correlational analysis ⋮ Bayes equivariant estimators of variance components ⋮ Some distribution-free small samples methods for interval estimation and hypothesis testing in linear shock models ⋮ Establishing equalities of OLSEs and BLUEs under seemingly unrelated regression models ⋮ Bayesian methods in the analysis of the general linear model ⋮ Nonnegative-definite covariance structures for which the blu, wls, and ls estimators are equal ⋮ A decision process over variables and their number: Two-phase optimality conditions ⋮ A set of independent sequential residuals for the multivariate regression model ⋮ On choosing between fixed and random block effects in some no-interaction models ⋮ Additive and multiplicative models for gamma distributed random variables, and their application as psychometric models for response times ⋮ A class of rank-score tests in factorial designs ⋮ Bias and efficiency loss due to categorizing an explanatory variable. ⋮ Managing single echelon inventories through demand aggregation and the feasibility of a correlation matrix ⋮ Testing goodness of fit of polynomial models via spline smoothing techniques ⋮ On a class of rank order tests for the identity of two multiple regression surfaces ⋮ A matrix approach to a general partitioned linear model with partial parameter restrictions ⋮ TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES ⋮ Estimability, testability, and connectedness in the cell means model ⋮ A class of distribution-free tests for two-way layout ⋮ Algunas aplicaciones de los criterios de espaciamiento optimo ⋮ Useful matrix transformations for panel data analysis: a survey ⋮ Generalized Inverse and Confidence Estimation by Least Squares Method ⋮ Maximum likelihood estimators for ranked means ⋮ A nonparametric confidence interval for slope based on spearman's rho ⋮ An efficient algorithm for Harrison-Stevens forecasting using the multi-process multivariate dynamic linear model ⋮ COHERENT FORM OF THE NON-CENTRALITY PARAMETER IN NON-CENTRAL $\chi^{2}$ DISTRIBUTION ⋮ Post Study Power Estimation by Computer ⋮ THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS ⋮ Two methods of conjoint summands of generating bivariate and trivariate normal pseudo-random numbers ⋮ Testing hypotheses and the construction of confidence intervals for the parameters of stochastic linear difference equations in small samples ⋮ Generalized inverse and its applications in classical normal multivariate regression theory ⋮ The two-way Hausman and Taylor estimator ⋮ Choosing and modeling your mixed linear model ⋮ A comparison of estimators of variance components in a two–way balanced crossed classification random effects model ⋮ Unnamed Item ⋮ A new test statistic for searching hidden periodicities in time series and the derivation and numerical calculation of its power function ⋮ PRINCIPAL COMPONENTS AND THE PROBLEM OF MULTICOLLINEARITY(*) ⋮ Several forecast models applied to a specific economic time series ⋮ A useful approach to identify the multicollinearity in the presence of outliers ⋮ Comparison of three-level cluster randomized trials using quantile dispersion graphs ⋮ Testing for random individual effects using recursive residuals ⋮ USE OF COVARIANCE ANALYSIS AS A MEANS OF ENHANCING REGRESSION SAMPLE AVAILABILITY ⋮ Robustness of power in the analysis of variance ⋮ Analyzing Multi‐environment Variety Trials Using Randomization‐Derived Mixed Models ⋮ Distribucion final de referencia para el problema de Fieller-Creasy ⋮ A theorem on invariance of estimability of linear parametric functions in linear models ⋮ Estimable functions in the nonlinear model ⋮ The unbalanced nested error component regression model ⋮ Objective Testing Procedures in Linear Models: Calibration of the p‐values ⋮ Unnamed Item ⋮ Estimating consumer acceptance limits ⋮ Abstract credibility ⋮ Population correlation matrices for sampling experiments ⋮ Maximum likelihood analysis of the mixed model: the balanced case ⋮ Matrix rank/inertia formulas for least-squares solutions with statistical applications ⋮ The K ‐Function for Nearly Regular Point Processes ⋮ Multivariate Polynomial Approximation for Equidistant Data ⋮ The use of prior information in linear regression ⋮ An introduction to relationship algebras ⋮ The mad estimator: when is it non-linear? applications to two-way design models ⋮ Inversion Theorem Based Kernel Density Estimation for the Ordinary Least Squares Estimator of a Regression Coefficient ⋮ Density functions of the bivariate chi-square distribution
