Roman Zmyślony : Citation Profile


Are you Roman Zmyślony?

Uniwersytet Zielonogórski

2

H index

0

i10 index

5

Citations

RESEARCH PRODUCTION:

5

Articles

2

Papers

RESEARCH ACTIVITY:

   24 years (1995 - 2019). See details.
   Cites by year: 0
   Journals where Roman Zmyślony has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 1 (16.67 %)

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   Permalink: http://citec.repec.org/pzm2
   Updated: 2020-11-21    RAS profile: 2020-06-26    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Roman Zmyślony.

Is cited by:

Cites to:

Main data


Where Roman Zmyślony has published?


Journals with more than one article published# docs
Journal of Multivariate Analysis2
Statistical Papers2

Working Papers Series with more than one paper published# docs
Working Papers / College of Business, University of Texas at San Antonio2

Recent works citing Roman Zmyślony (2020 and 2019)


YearTitle of citing document

Works by Roman Zmyślony:


YearTitleTypeCited
2016Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure In: Journal of Multivariate Analysis.
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article2
2015Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
1995Nonnegative Minimum Biased Quadratic Estimation in the Linear Regression Models In: Journal of Multivariate Analysis.
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article2
2019TESTING HYPOTHESES ABOUT STRUCTURE OF PARAMETERS IN MODELS WITH BLOCK COMPOUND SYMMETRIC COVARIANCE STRUCTURE In: Statistics in Transition New Series.
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article0
2009L models and multiple regressions designs In: Statistical Papers.
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article1
2016Mean driven balance and uniformly best linear unbiased estimators In: Statistical Papers.
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article0
2016Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure In: Working Papers.
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paper0

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