The following pages link to (Q4725475):
Displaying 50 items.
- Asymptotic efficient estimation in semiparametric nonlinear regression models (Q1288286) (← links)
- Estimation and testing of regression disturbances based on modified likelihood functions (Q1299432) (← links)
- On the property of posteriors for dispersion models (Q1300934) (← links)
- Estimating a transformation and its effect on Box-Cox \(T\)-ratio (Q1302067) (← links)
- Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365) (← links)
- Simultaneous confidence regions for the parameters of damage processes (Q1324974) (← links)
- Estimation of a structural linear regression model with a known reliability ratio (Q1335357) (← links)
- An extension of the conditional likelihood ratio test to the general multiparameter case (Q1335378) (← links)
- Conditional properties of Bayesian interval estimates (Q1336539) (← links)
- The Kullback-Leibler risk of the Stein estimator and the conditional MLE (Q1336540) (← links)
- Parametric link modification of both tails in binary regression (Q1342780) (← links)
- Using specially designed exponential families for density estimation (Q1354440) (← links)
- On selecting parametric link transformation families in generalized linear models (Q1360976) (← links)
- ARES plots for generalized linear models (Q1361529) (← links)
- Numerical conversion of likelihood to significance (Q1361578) (← links)
- Semiparametric nonhomogeneity analysis (Q1361734) (← links)
- Optimal estimating functions, quasi-likelihood and statistical modelling (Q1361749) (← links)
- A note on noninformative priors for Weibull distributions. (Q1362181) (← links)
- Inference in nonlinear panel models with partially missing observations. The case of the equilibrium search model (Q1362478) (← links)
- Detecting shocks: Outliers and breaks in time series (Q1371379) (← links)
- Overdispersed generalized linear models (Q1372868) (← links)
- Bias correction for a class of multivariate nonlinear regression models (Q1373985) (← links)
- Modified Wald test for regression disturbances (Q1389540) (← links)
- A useful reparameterization for the reliability in the Weibull case (Q1391691) (← links)
- Asymptotic properties of conditional maximum likelihood estimator in a certain exponential model (Q1400147) (← links)
- Reference priors for exponential families with simple quadratic variance function (Q1421880) (← links)
- Asymptotics and the theory of inference (Q1430906) (← links)
- Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder). (Q1431155) (← links)
- Interval estimation for a binomial proportion. (With comments and a rejoinder). (Q1431195) (← links)
- Enriched conjugate and reference priors for the Wishart family on symmetric cones (Q1431436) (← links)
- Bartlett identities and large deviations in likelihood theory (Q1568313) (← links)
- The incidental parameter problem since 1948 (Q1574223) (← links)
- Noncanonical links in generalized linear models -- when is the effort justified? (Q1577331) (← links)
- Noninformative priors for multivariate linear calibration (Q1578059) (← links)
- How to transform correlated random variables into uncorrelated ones (Q1585546) (← links)
- Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
- Local nonlinear least squares: using parametric information in nonparametric regression (Q1588305) (← links)
- Inference based on estimating functions in the presence of nuisance parameters. With comments and rejoinder (Q1596096) (← links)
- Bootstrap confidence intervals. With comments and a rejoinder by the authors (Q1596105) (← links)
- Empirical Bayes estimation of median income of four-person families by state using time series and cross-sectional data (Q1600695) (← links)
- Second-order biases of maximum likelihood estimates in overdispersed generalized linear models (Q1612933) (← links)
- Corrected modified profile likelihood heteroskedasticity tests (Q1613088) (← links)
- Alternatives to the usual likelihood ratio test in mixed linear models (Q1615194) (← links)
- Influence diagnostics in generalized symmetric linear models (Q1621217) (← links)
- Small-sample one-sided testing in extreme value regression models (Q1622019) (← links)
- Noninformative priors for linear combinations of normal means with unequal variances (Q1622130) (← links)
- Models for analysing species' presence/absence data at two time points (Q1624533) (← links)
- When should modes of inference disagree? Some simple but challenging examples (Q1624806) (← links)
- Inference on finite population categorical response: nonparametric regression-based predictive approach (Q1633228) (← links)
- H-relative error estimation for multiplicative regression model with random effect (Q1642999) (← links)
