The following pages link to (Q3703164):
Displaying 37 items.
- Computation and application of generalized linear mixed model derivatives using \textit{lme4} (Q2088938) (← links)
- Posterior-based Wald-type statistics for hypothesis testing (Q2155308) (← links)
- The perfect marriage and much more: combining dimension reduction, distance measures and covariance (Q2164274) (← links)
- Hypothesis testing based on a vector of statistics (Q2224888) (← links)
- The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence (Q2227427) (← links)
- Mean comparison: manifest variable versus latent variable (Q2260959) (← links)
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722) (← links)
- Robust and optimal estimation for partially linear instrumental variables models with partial identification (Q2658750) (← links)
- Exchange rates in India: current account monetarism in a nonlinear context (Q2697107) (← links)
- Quasi score-driven models (Q2697985) (← links)
- Hypothesis Testing in Functional Comparative Calibration Models (Q3424225) (← links)
- Information-Theoretic Distribution Test with Application to Normality (Q3564823) (← links)
- (Q4320725) (← links)
- Lagrance-multiplier tersts for weak exogeneity: a synthesis (Q4355142) (← links)
- An E-ARCH model for the term structure of implied volatility of FX options (Q4994410) (← links)
- Reliability analysis for gap null gate based on model comparison criterion (Q5037084) (← links)
- On the test of the volatility proxy model (Q5055216) (← links)
- A revisit to testing the equality of means for several lognormal distributions (Q5107754) (← links)
- Principal components estimator for measurement error models (Q5107757) (← links)
- A conditionally heteroskedastic binary choice model for macro-financial time series (Q5222456) (← links)
- Testing VaR Under Basel III with Application to No-Failure Setting (Q5240334) (← links)
- Finite-sample distributions of the Wald, likelihood ratio, and Lagrange multiplier test statistics in the classical linear model (Q5349069) (← links)
- Small sample performance of jackknife confidence intervals for the james-stein estimator (Q5750138) (← links)
- Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions (Q5861044) (← links)
- On the Boundedness and Nonmonotonicity of Generalized Score Statistics (Q5876896) (← links)
- Score tests when a nuisance parameter is unidentified under the null hypothesis (Q5943794) (← links)
- On improving the robustness and reliability of Rao's score test (Q5943799) (← links)
- (Q6045993) (← links)
- On testing for homogeneity with zero‐inflated models through the lens of model misspecification (Q6067157) (← links)
- Bayesian Calibration of <i>p</i>‐Values from Fisher's Exact Test (Q6086616) (← links)
- Wald, QLR, and score tests when parameters are subject to linear inequality constraints (Q6108338) (← links)
- The score test for the two‐sample occupancy model (Q6112941) (← links)
- Impact of COVID-19 on public social life and mental health: a statistical study of google trends data from the USA (Q6547161) (← links)
- Mixture conditional regression with ultrahigh dimensional text data for estimating extralegal factor effects (Q6616402) (← links)
- LM Test of Neglected Correlated Random Effects and Its Application (Q6616618) (← links)
- LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series (Q6620890) (← links)
- A Robust Generalization of the Rao Test (Q6620909) (← links)
