The following pages link to volume (P26):
Displaying 50 items.
- A population-level statistic for assessing Mendelian behavior of genotyping-by-sequencing data from highly duplicated genomes (Q90617) (← links)
- Methods for significance testing of categorical covariates in logistic regression models after multiple imputation: power and applicability analysis (Q90625) (← links)
- Testing the prediction error difference between 2 predictors (Q90629) (← links)
- Combining estimates of interest in prognostic modelling studies after multiple imputation: current practice and guidelines (Q90634) (← links)
- Robust filters for intensive care monitoring: beyond the running median / Robuste Filter für intensivmedizinisches Monitoring: mehr als ein gleitender Median (Q90645) (← links)
- Online signal extraction by robust regression in moving windows with data-adaptive width selection (Q90651) (← links)
- Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter (Q90652) (← links)
- Robust filtering of time series with trends (Q90654) (← links)
- What Teachers Should Know About the Bootstrap: Resampling in the Undergraduate Statistics Curriculum (Q90675) (← links)
- The wild bootstrap, tamed at last (Q90678) (← links)
- Tests for Specification Errors in Classical Linear Least-Squares Regression Analysis (Q90680) (← links)
- Using Residuals Robustly I: Tests for Heteroscedasticity, Nonlinearity (Q90682) (← links)
- A Simple Test for Heteroscedasticity and Random Coefficient Variation (Q90685) (← links)
- A note on studentizing a test for heteroscedasticity (Q90687) (← links)
- Testing for heteroscedasticity in regression models (Q90691) (← links)
- Diagnostics for heteroscedasticity in regression (Q90694) (← links)
- Testing for constant variance in a linear model (Q90697) (← links)
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- A point optimal test for heteroscedastic disturbances (Q90705) (← links)
- A further class of tests for heteroscedasticity (Q90706) (← links)
- A New Test for Heteroskedasticity (Q90708) (← links)
- The robustness, reliabiligy and power of heteroskedasticity tests (Q90711) (← links)
- Some Tests for Homoscedasticity (Q90714) (← links)
- A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals (Q90717) (← links)
- Estimating Regression Models with Multiplicative Heteroscedasticity (Q90719) (← links)
- On the Optimality of Some Tests of the Error Covariance Matrix in the Linear Regression Model (Q90721) (← links)
- Heteroscedasticity of residuals: a non-parametric alternative to the goldfeld-quandt peak test (Q90723) (← links)
- Testing for heteroscedasticity in high-dimensional regressions (Q90726) (← links)
- A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test (Q90730) (← links)
- New tests of heteroskedasticity in linear regression model (Q90734) (← links)
- Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression (Q90737) (← links)
- An improved test for heteroskedasticity using adjusted modified profile likelihood inference (Q90741) (← links)
- A Class of Parametric Tests for Heteroscedasticity in Linear Econometric Models (Q90743) (← links)
- Modelling Variance Heterogeneity: Residual Maximum Likelihood and Diagnostics (Q90745) (← links)
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity (Q90747) (← links)
- Detecting heteroscedasticity in a simple regression model via quantile regression slopes (Q90750) (← links)
- Profiling heteroscedasticity in linear regression models (Q90754) (← links)
- The Analysis of Disturbances in Regression Analysis (Q90756) (← links)
- Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties (Q90758) (← links)
- Asymptotic inference under heteroskedasticity of unknown form (Q90759) (← links)
- Inference Under Heteroskedasticity and Leveraged Data (Q90762) (← links)
- A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model (Q90764) (← links)
- A New Heteroskedastic Consistent Covariance Matrix Estimator using Deviance Measure (Q90767) (← links)
- A new heteroskedasticity-consistent covariance matrix estimator and inference under heteroskedasticity (Q90772) (← links)
- Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information (Q90782) (← links)
- Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations (Q90784) (← links)
- Philentropy: Information Theory and Distance Quantification with R (Q90804) (← links)
- ctmm: an r package for analyzing animal relocation data as a continuous‐time stochastic process (Q90835) (← links)
- From Fine-Scale Foraging to Home Ranges: A Semivariance Approach to Identifying Movement Modes across Spatiotemporal Scales (Q90840) (← links)
- Non-Markovian maximum likelihood estimation of autocorrelated movement processes (Q90841) (← links)
