English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

We derive an explicit representation of the general non-i.i.d. error covariance matrix of the general linear model vector such that the likelihood ratio test statistic for testing certain linear restrictions on the parameter vector is robust against certain forms of dependency and heteroscedasticity.  In doing so, we correct two proposed explicit covariance matrix characterizations given in Khatri (1981).

Independence distribution-preserving covariance structures for the likelihood ratio test for LXB=0 in the general linear model