Analysis of covariance under variance heteroscedasticity in general factorial designs
From MaRDI portal
Publication:6627967
DOI10.1002/SIM.9092zbMATH Open1546.62404MaRDI QIDQ6627967
Could not fetch data.
Publication date: 29 October 2024
Published in: Statistics in Medicine (Search for Journal in Brave)
Could not fetch data.
Cites Work
- Title not available (Why is that?)
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- An improved approximation to the precision of fixed effects from restricted maximum likelihood
- Bootstrap procedures under some non-i.i.d. models
- Jackknife, bootstrap and other resampling methods in regression analysis
- The Behrens-Fisher problem with covariates and baseline adjustments
- Minimum variance quadratic unbiased estimation of variance components
- The Analysis of Covariance and Alternatives
- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
- Small Sample Inference for Fixed Effects from Restricted Maximum Likelihood
- Box-Type Approximations in Nonparametric Factorial Designs
- Robust factorial ANCOVA with LTS error distributions
- Asymptotic Permutation Tests in General Factorial Designs
- Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
This page was built for publication: Analysis of covariance under variance heteroscedasticity in general factorial designs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6627967)