MATS: Inference for potentially singular and heteroscedastic MANOVA

statistical inference via empirical bayes approach for stationary and dynamic contingency tables

چکیده ندارد.

Statistical Inference for Heteroscedastic Semi-Varying Coefficient EV Models.dvi

This paper proposes an estimation procedure for a class of semi-varying coefficient regression models when the covariates of the linear part are subject to measurement errors. Initial estimates for the regression and varying coefficients are first constructed by the profile least squares procedure without input from heteroscedasticity, a bias-corrected kernel estimate for the variance function ...

Inference on Quantile Regression for Heteroscedastic Mixed Models

This paper develops two weighted quantile rank score tests for the significance of fixed effects in a class of mixed models with nonhomogeneous groups. One test is constructed by weighting the residuals to account for heteroscedasticity, while the other test is based on asymptotically optimal weights accounting for both heteroscedasticity and correlation. Without appropriate weights to account ...

Local Eigenvalue Density for General MANOVA Matrices

We consider random n× n matrices of the form (XX∗ + Y Y ∗)− 1 2 Y Y ∗ (XX∗ + Y Y ∗)− 1 2 , where X and Y have independent entries with zero mean and variance one. These matrices are the natural generalization of the Gaussian case, which are known as MANOVA matrices and which have joint eigenvalue density given by the third classical ensemble, the Jacobi ensemble. We show that, away from the spe...

Generalized Inference in Repeated Measures: Exact Methods in MANOVA and Mixed Models