Proceedings of the International Conference on Linear Statistical Inference LINSTAT ’93

Estimation, Prediction and Testing in Linear Models.- Increments for (co)kriging with trend and pseudo-covariance estimation.- On the presentation of the minimax linear estimator in the convex linear model.- Estimation of parameters in a special type of random effects model.- Recent results in multiple testing: several treatments vs. a specified treatment.- Multiple-multivariate-sequential T2-comparisons.- On diagnosing collinearity-influential points in linear regression.- Using nonnegative minimum biased quadratic estimation for variable selection in the linear regression model.- Partial least squares and a linear model.- Robustness.- One-way analysis of variance under Tukey contamination: a small sample case simulation study.- A note on robust estimation of parameters in mixed unbalanced models.- Optimal bias bounds for robust estimation in linear models.- Estimation of Variance Components.- Geometrical relations among variance component estimators.- Asymptotic efficiencies of MINQUE and ANOVA variance component estimates in the nonnormal random model.- On asymptotic normality of admissible invariant quadratic estimators of variance components.- Admissible nonnegative invariant quadratic estimation in linear models with two variance components.- About the multimodality of the likelihood function when estimating the variance components in a one-way classification by means of the ML or REML method.- Nonlinear Generalizations.- Prediction domain in nonlinear models.- The geometry of nonlinear inference: accounting of prior and boundaries.- Design and Analysis of Experiments.- General balance: artificial theory or practical relevance?.- Optimality of generally balanced experimental block designs.- Optimality of the orthogonal block design for robust estimation under mixed models.- On generalized binary proper efficiency-balanced block designs.- Design of experiments and neighbour methods.- A new look into composite designs.- Using the complex linear model to search for an optimal juxtaposition of regular fractions.- Some directions in comparison of linear experiments: a review.- Properties of comparison criteria of normal experiments.- Miscellanea.- Characterizations of oblique and orthogonal projectors.- Asymptotic properties of least squares parameter estimators in a dynamic errors-in-variables model.- A generic look at factor analysis.- On Q-covariance and its applications.- List of Referees.- Contributor Index.