Roman Zmyślony
(Roman Zmyslony)

Personal Details

First Name:	Roman
Middle Name:
Last Name:	Zmyslony
Suffix:
RePEc Short-ID:	pzm2
	http://wmie.uz.zgora.pl

Affiliation

Wydział Matematyki, Informatyki i Ekonometrii
Uniwersytet Zielonogórski

Zielona Góra, Poland
http://www.wmie.uz.zgora.pl/
RePEc:edi:wxzgopl (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

Sorry, no citations of working papers recorded.

Articles

1. Roy, Anuradha & Zmyślony, Roman & Fonseca, Miguel & Leiva, Ricardo, 2016. "Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure," Journal of Multivariate Analysis, Elsevier, vol. 144(C), pages 81-90.

   Cited by:

   1. Katarzyna Filipiak & Mateusz John & Daniel Klein, 2023. "Testing independence under a block compound symmetry covariance structure," Statistical Papers, Springer, vol. 64(2), pages 677-704, April.
   2. Roman Zmyślony & Arkadiusz Kozioł, 2021. "Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure," Statistical Papers, Springer, vol. 62(5), pages 2109-2118, October.
   3. Zmyślony Roman & Kozioł Arkadiusz, 2019. "Testing Hypotheses About Structure Of Parameters In Models With Block Compound Symmetric Covariance Structure," Statistics in Transition New Series, Statistics Poland, vol. 20(2), pages 139-153, June.

2. Elsa Moreira & João Mexia & Miguel Fonseca & Roman Zmyślony, 2009. "L models and multiple regressions designs," Statistical Papers, Springer, vol. 50(4), pages 869-885, August.

   Cited by:

   1. Paulo Rodrigues & Elsa Moreira & Vera Jesus & João Mexia, 2014. "Structured orthogonal families of one and two strata prime basis factorial models," Statistical Papers, Springer, vol. 55(3), pages 603-614, August.

3. Gnot, S. & Trenkler, G. & Zmyslony, R., 1995. "Nonnegative Minimum Biased Quadratic Estimation in the Linear Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 54(1), pages 113-125, July.

   Cited by:

   1. Liu, Xu-qing & Rong, Jian-ying, 2007. "Nonnegative quadratic estimation and quadratic sufficiency in general linear models," Journal of Multivariate Analysis, Elsevier, vol. 98(6), pages 1180-1194, July.
   2. Housila Singh & Sushil Shukla, 2003. "A family of shrinkage estimators for the square of mean in normal distribution," Statistical Papers, Springer, vol. 44(3), pages 433-442, July.

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Corrections

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