Pages that link to "Item:Q5905022"

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

Displaying 50 items.

• Empirical likelihood based goodness-of-fit testing for generalized linear mixed models (Q403438) (← links)
• Empirical smoothing lack-of-fit tests for variance function (Q413362) (← links)
• Regime switching state-space models applied to psychological processes: handling missing data and making inferences (Q418428) (← links)
• Proportional hazards model for competing risks data with missing cause of failure (Q419278) (← links)
• On the detectability of different forms of interaction in regression models (Q427481) (← links)
• Empirical likelihood for multidimensional linear model with missing responses (Q428349) (← links)
• Inference about clustering and parametric assumptions in covariance matrix estimation (Q429607) (← links)
• On semiparametric regression for count explanatory variables (Q434566) (← links)
• Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models (Q444995) (← links)
• Divergences and duality for estimation and test under moment condition models (Q447621) (← links)
• Kullback-Leibler aggregation and misspecified generalized linear models (Q447818) (← links)
• Perturbation and scaled Cook's distance (Q447828) (← links)
• Marginal methods for clustered longitudinal binary data with incomplete covariates (Q449361) (← links)
• Tracking interval for selecting between non-nested models: an investigation for type II right censored data (Q451206) (← links)
• Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
• Detecting random-effects model misspecification via coarsened data (Q452664) (← links)
• Robust designs for probability estimation in binary response experiments (Q460657) (← links)
• Restricted normal mixture QMLE for non-stationary TGARCH(1,1) models (Q477106) (← links)
• Robust designs for multivariate logistic regression (Q478485) (← links)
• A simple spatial dependence test robust to local and distributional misspecifications (Q485576) (← links)
• Integrated cumulative error (ICE) distance for non-nested mixture model selection: application to extreme values in metal fatigue problems (Q489175) (← links)
• Estimating parametric models of probability distributions (Q496976) (← links)
• Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models (Q501895) (← links)
• R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
• Model misspecification effects for biased samples (Q513971) (← links)
• Expert information and nonparametric Bayesian inference of rare events (Q516475) (← links)
• Asymptotic robustness study of the polychoric correlation estimation (Q525223) (← links)
• Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
• Optimal comparison of misspecified moment restriction models under a chosen measure of fit (Q528067) (← links)
• Higher order properties of the wild bootstrap under misspecification (Q528076) (← links)
• Moment condition tests for heavy tailed time series (Q528143) (← links)
• Maximum likelihood estimation and uniform inference with sporadic identification failure (Q528166) (← links)
• Exponential series estimator of multivariate densities (Q530957) (← links)
• Testing single-index restrictions with a focus on average derivatives (Q530960) (← links)
• Distribution-free test in Tobit mean regression model (Q538148) (← links)
• On the robustness of maximum composite likelihood estimate (Q546081) (← links)
• Estimating Rao's statistic distribution for testing uniform association in cross-classifications (Q554524) (← links)
• Asymptotics in Bayesian decision theory with applications to global robustness (Q558055) (← links)
• Consistent estimation of limited dependent variable models despite misspecification of distribution (Q580866) (← links)
• Regression models for positive random variables (Q583811) (← links)
• Detecting multiple outliers with an application to R \& D productivity (Q583821) (← links)
• A general family of limited information goodness-of-fit statistics for multinomial data (Q603158) (← links)
• Comments on: Goodness-of-fit tests in mixed models (Q619098) (← links)
• Assessing large sample bias in misspecified model scenarios with reference to exposure model misspecification in errors-in-variable regression: a new computational approach (Q619781) (← links)
• Selection of error probability laws by generalized modified profile likelihood (Q619788) (← links)
• Divergence statistics for testing uniform association in cross-classifications (Q621589) (← links)
• Deletion diagnostics for generalized linear models using the adjusted Poisson likelihood function (Q630934) (← links)
• Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625) (← links)
• The impact of order flow on the foreign exchange market: a copula approach (Q633820) (← links)
• Rejoinder to: ``Feature matching in time series modeling''. (Q635412) (← links)