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Accurate knowledge of the null distribution of hypothesis tests is important for valid application of the tests. In previous papers and software, the asymptotic null distribution of likelihood ratio t...
Traditional methods for covariate adjustment of treatment means in designed experiments are inherently conditional on the ob- served covariate values. In order to develop a coherent general method- ...
Estimating functions of variance components is considered. The problem is to find an estimator, the variance of which changes as little as possible when the kurtosis of the underlying distribution ...
The paper gives a sufkient condition for the limit of a sequence of the unique best linear estimators to be admissible. For commutative variance components models a complete characterization of hrn...
Variance components admissible estimation from some unbalanced data: formulae for the nested design (1)。
A sulficient condition for an invariant quadratic estimator of a linear function of the vector of variance components to be admissible under the mean square &or among all translation invariant esti...
For a scalar random-eect variance, Browne and Draper (2005) have found that the uniform prior works well. It would be valuable to know more about the vector case, in which a second-stage prior on the ...

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