19 citations · 32 across the 4 of their papers we have counts for
4 papers
Multivariate analysis of covariance when standard assumptions are violated
Georg Zimmermann, Markus Pauly, Arne C. Bathke
In applied research, it is often sensible to account for one or several covariates when testing for differences between multivariate means of several groups. However, the "classica…
Sample size calculation and blinded recalculation for analysis of covariance models with multiple random covariates
Georg Zimmermann, Meinhard Kieser, Arne Bathke
When testing for superiority in a parallel-group setting with a continuous outcome, adjusting for covariates (e.g., baseline measurements) is usually recommended, in order to reduc…
Small-sample performance and underlying assumptions of a bootstrap-based inference method for a general analysis of covariance model with possibly heteroskedastic and nonnormal errors
Georg Zimmermann, Markus Pauly, Arne C. Bathke
It is well known that the standard F test is severely affected by heteroskedasticity in unbalanced analysis of covariance (ANCOVA) models. Currently available potential remedies fo…
Scalar Subdivision Schemes and Box Splines
Maria Charina, Costanza Conti, Kurt Jetter +1
We study scalar -variate subdivision schemes, with dilation matrix 2I, satisfying the sum rules of order . Using the results of Möller and Sauer, stated for general expanding…