Pages that link to "Item:Q5905022"

The following pages link to Maximum Likelihood Estimation of Misspecified Models (Q5905022):

Displaying 50 items.

• Variation-based tests for volatility misspecification (Q898596) (← links)
• A note on misspecification in joint modeling of correlated data with informative cluster sizes (Q899352) (← links)
• The size bias of White's information matrix test (Q899966) (← links)
• Estimating covariances of parameter estimates from different models (Q900071) (← links)
• Robust likelihood inference for regression parameters in partially linear models (Q901546) (← links)
• On the calculation of the information matrix test in the normal linear regression model (Q902620) (← links)
• Multilinear tensor regression for longitudinal relational data (Q902890) (← links)
• Optimal tuning parameter estimation in maximum penalized likelihood method (Q904097) (← links)
• Inference in semi-parametric spline mixed models for longitudinal data (Q904902) (← links)
• On the coefficient of determination for mixed regression models (Q935432) (← links)
• A variance component test for mixed hidden Markov models (Q947195) (← links)
• Generalized linear model selection using \(R^2\) (Q951026) (← links)
• Robust designs for misspecified logistic models (Q953833) (← links)
• The influence of violations of assumptions on multilevel parameter estimates and their standard errors (Q956941) (← links)
• Robust variance estimation for random effects meta-analysis (Q959453) (← links)
• Econometric analysis of financial trade processes by discrete mixture duration models (Q959753) (← links)
• Quantile regression without the curse of unsmoothness (Q961840) (← links)
• Goodness-of-fit tests based on empirical characteristic functions (Q961885) (← links)
• Doubly robust semiparametric estimation for the missing censoring indicator model (Q962020) (← links)
• Some selection criteria for nested binary choice models: a comparative study (Q964651) (← links)
• Generalised score and Wald tests (Q965875) (← links)
• The efficiency of logistic regression compared to normal discriminant analysis under class-conditional classification noise (Q972892) (← links)
• Broadband ML estimation under model order uncertainty (Q985450) (← links)
• Distribution-free lack-of-fit tests in balanced mixed models (Q988111) (← links)
• Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
• Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models (Q996982) (← links)
• A score test for overdispersion in Poisson regression based on the generalized Poisson-2 model (Q999008) (← links)
• A note on bias due to fitting prospective multivariate generalized linear models to categorical outcomes ignoring retrospective sampling schemes (Q1000573) (← links)
• Extrapolation and confounding in accelerated material degradation and failure studies (Q1007430) (← links)
• Using least squares and Tobit in second stage DEA efficiency analyses (Q1015001) (← links)
• VAR-based estimation of Euler equations with an application to New Keynesian pricing (Q1017002) (← links)
• Goodness-of-fit tests in parametric regression based on the estimation of the error distribution (Q1019116) (← links)
• Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
• Two-step generalised empirical likelihood inference for semiparametric models (Q1021839) (← links)
• Tree-structured smooth transition regression models (Q1023576) (← links)
• Increasing the power: a practical approach to goodness-of-fit test for logistic regression models with continuous predictors (Q1023599) (← links)
• Adaptive functional mixed NHPP models for the analysis of recurrent event panel data (Q1023705) (← links)
• A family of tests to detect misspecifications in the random-effects structure of generalized linear mixed models (Q1023791) (← links)
• Methods to estimate dynamic stochastic general equilibrium models (Q1027381) (← links)
• A semiparametric Wald statistic for testing logistic regression models based on case-control data (Q1042805) (← links)
• Local quasi-likelihood with a parametric guide (Q1043727) (← links)
• Misspecified models with dependent observations (Q1050063) (← links)
• Model specification tests. A simultaneous approach (Q1053408) (← links)
• Some comments on maximum likelihood and partial least squares methods (Q1055146) (← links)
• Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem (Q1058794) (← links)
• Score tests for zero covariances in recursive linear models for grouped or censored data (Q1067740) (← links)
• Modified Lagrange multiplier tests for problems with one-sided alternatives (Q1083155) (← links)
• A semi-parametric censored regression estimator (Q1083158) (← links)
• Testing strategies for model specification (Q1084825) (← links)
• Generalised residuals and heterogeneous duration models with applications to the Weibull model (Q1086970) (← links)