The following pages link to (Q4725475):
Displaying 50 items.
- Heteroscedasticity diagnostics for \(t\) linear regression models (Q745477) (← links)
- Bayesian local influence for survival models (Q746090) (← links)
- Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models (Q746345) (← links)
- Generalized additive models for conditional dependence structures (Q746876) (← links)
- Bartlett-type modification for Rao's efficient score statistic (Q749071) (← links)
- Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case (Q805096) (← links)
- Maximum likelihood estimation for a one-sided truncated family of distributions (Q825331) (← links)
- A score-adjusted approach to closed-form estimators for the gamma and beta distributions (Q830259) (← links)
- Noninformative priors for the normal variance ratio (Q840960) (← links)
- Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors (Q849870) (← links)
- Likelihood-based inference for the ratios of regression coefficients in linear models (Q853829) (← links)
- Parametric robust test for several variances with unknown underlying distributions (Q862360) (← links)
- Noninformative priors for linear combinations of the normal means (Q864913) (← links)
- Noninformative priors for the common shape parameters of Weibull distributions (Q892895) (← links)
- Quantifying nuisance parameter effects via decompositions of asymptotic refinements for likelihood-based statistics (Q894780) (← links)
- Inference in two-piece location-scale models with Jeffreys priors (Q899001) (← links)
- Bias and skewness in a general extreme-value regression model (Q901507) (← links)
- Dealing with monotone likelihood in a model for speckled data (Q901509) (← links)
- Likelihood inference for models with unobservables: another view (Q907953) (← links)
- Rejoinder: ``Likelihood inference for models with unobservables: another view'' (Q907956) (← links)
- The Banff Challenge: statistical detection of a noisy signal (Q908148) (← links)
- Remarks on univariate elliptical distributions (Q916238) (← links)
- Modified quasi-profile likelihoods from estimating functions (Q935437) (← links)
- Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (Q951873) (← links)
- Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models (Q956392) (← links)
- Comparison of hierarchical and marginal likelihood estimators for binary outcomes (Q956865) (← links)
- A note on cuts for contingency tables (Q957318) (← links)
- Improved testing inference in mixed linear models (Q961678) (← links)
- Birnbaum-Saunders nonlinear regression models (Q961947) (← links)
- Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models (Q962033) (← links)
- Semi-parametric marginal models for hierarchical data and their corresponding full models (Q962290) (← links)
- Improved likelihood inference in Birnbaum-Saunders regressions (Q962385) (← links)
- Skewness of maximum likelihood estimators in dispersion models (Q963905) (← links)
- Asymptotic skewness in Birnbaum-Saunders nonlinear regression models (Q968479) (← links)
- Parameter estimation in semi-linear models using a maximal invariant likelihood function (Q998984) (← links)
- Marginal likelihood for parallel series (Q1002541) (← links)
- Hypothesis testing in the unrestricted and restricted parametric spaces of structural models (Q1019206) (← links)
- Hierarchical-likelihood approach for nonlinear mixed-effects models (Q1023689) (← links)
- On Birnbaum-Saunders inference (Q1023858) (← links)
- A maximum likelihood method for the incidental parameter problem (Q1043759) (← links)
- The conditional maximum likelihood estimator of the shape parameter in the gamma distribution (Q1099528) (← links)
- Comparisons of approximate tail probabilities for the shape parameter of the gamma distribution. (Q1129104) (← links)
- Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests (Q1186632) (← links)
- Constructing elementary procedures for inference of the gamma distribution (Q1206612) (← links)
- Estimating a model through the conditional MLE (Q1206624) (← links)
- A geometric look at nuisance parameter effect of local powers in testing hypothesis (Q1207628) (← links)
- General matrix formulae for computing Bartlett corrections (Q1209443) (← links)
- Using the prior mean of a nuisance parameter (Q1209918) (← links)
- Estimating functions for conditional inference: many nuisance parameter case (Q1260699) (← links)
- Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters (Q1265790) (← links)
