ABSTRACT - Models with a Low Nonlinearity.
On the General Problem of Adjustment of Measured Values
Repeated regression experiment and estimation of variance components
Elimination of nuisance parameters in a regression model
Quadratic regression models
Obituary. Štefan Šujan 1947 - 1985
Comment on C. R. Rao's MINQUE for replicated observations
Weak nonlinearity of growth curve models
Problems of an additional experiment
Two-stage regression model
Locally best quadratic estimators
Special structures of mixed linear models with nuisance parameters
Asymptotical confidence region in a replicated mixed linear model with an estimated covariance matrix
Underparametrization in a regression model with constraints II
Equivalent algorithms for estimation in linear model with conditions
On the Hsu condition in a replicated regression model
On an accuracy of change points
Outliers in models with constraints
Outliers in univariate and multivariate regression models with constraints are under consideration. The covariance matrix is assumed either to be known or to be known only partially.
Optimal elimination of nuisance parameters in mixed linear models
Two stage linear model with constraints
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