The following pages link to Silvia L. P. Ferrari (Q333710):
Displaying 43 items.
- On beta regression residuals (Q3532673) (← links)
- Improved likelihood inference for the shape parameter in Weibull regression (Q3543752) (← links)
- A modified score test statistic having chi-squared distribution to order <i>n</i><sup>−1</sup> (Q3580510) (← links)
- Bias reduction in one-parameter exponential family models (Q4232064) (← links)
- Modified maximum likelihood estimation in one-parameter exponential family models (Q4237854) (← links)
- A formula to improve score test statistics (Q4253266) (← links)
- Improved score tests for generalized linear models (Q4272828) (← links)
- Nonnull asymptotic distributions of three classic criteria in generalised linear models (Q4323537) (← links)
- Bartlett corrections for one-parameter exponential family models (Q4352562) (← links)
- Miscellanea. Local power of three classic criteria in generalised linear models with unknown dispersion (Q4364915) (← links)
- Second order asymptotics for score tests in exponential family nonlinear models (Q4365864) (← links)
- Generalized bartlett correction (Q4386010) (← links)
- BARTLETT-TYPE CORRECTIONS FOR TWO-PARAMETER EXPONENTIAL FAMILY MODELS (Q4449034) (← links)
- Three Corrected Score Tests for Generalized Linear Models with Dispersion Covariates (Q4469585) (← links)
- On the robustness of analytical and bootstrtap corrections to score tests in regressios models (Q4513016) (← links)
- (Q4678809) (← links)
- Third-Order Asymptotic Distributions of Classic Test Statistics for One-Parameter Exponential Family Models (Q4681064) (← links)
- (Q4784201) (← links)
- Second order asymptotics for score tests in generalised linear models (Q4842936) (← links)
- An improved lagrange multiplier test for heteroskedasticity (Q4861309) (← links)
- Matrix formulae for computing improved score tests (Q4864206) (← links)
- Improved hypothesis testing in a general multivariate elliptical model (Q5106861) (← links)
- Errors-in-variables beta regression models (Q5128661) (← links)
- Adjusted Likelihood Inference in an Elliptical Multivariate Errors-in-Variables Model (Q5177615) (← links)
- Small-sample likelihood inference in extreme-value regression models (Q5219283) (← links)
- Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error (Q5219488) (← links)
- A comparative review of generalizations of the Gumbel extreme value distribution with an application to wind speed data (Q5222475) (← links)
- A class of regression models for parallel and series systems with a random number of components (Q5280363) (← links)
- Bartlett-type corrections for some score tests in proper dispersion models (Q5283843) (← links)
- (Q5310564) (← links)
- Adjusted profile likelihoods for the weibull shape parameter (Q5433107) (← links)
- Improved Score Tests in Symmetric Linear Regression Models (Q5450552) (← links)
- (Q5690658) (← links)
- Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators (Q5697315) (← links)
- Monotonic improved critical values for two \(\chi^{2}\) asymptotic criteria (Q5941234) (← links)
- Higher-order asymptotic refinements for score tests in proper dispersion models (Q5943800) (← links)
- Small‐sample testing inference in symmetric and log‐symmetric linear regression models (Q6088217) (← links)
- Quantile modeling through multivariate log‐normal/independent linear regression models with application to newborn data (Q6091671) (← links)
- Robust estimation in beta regression via maximum \(\mathrm{L}_q\)-likelihood (Q6099126) (← links)
- Multiplicative errors-in-variables beta regression (Q6178479) (← links)
- Modeling tropical tuna shifts: an inflated power logit regression approach (Q6625480) (← links)
- Robust beta regression through the logit transformation (Q6667541) (← links)
- Power logit regression for modeling bounded data (Q6669974) (← links)
