Pages that link to "Item:Q1185563"

The following pages link to Statistical inference using maximum likelihood estimation and the generalized likelihood ratio when the true parameter is on the boundary of the parameter space (Q1185563):

Displaying 29 items.

• Extension of the Schwarz information criterion for models sharing parameter boundaries (Q274032) (← links)
• On the asymptotic distribution of likelihood ratio test when parameters lie on the boundary (Q641797) (← links)
• On the consistency of MLE in finite mixture models of exponential families (Q861218) (← links)
• Fitting of mixtures with unspecified number of components using cross validation distance estimate (Q951801) (← links)
• On the validity of the likelihood ratio and maximum likelihood methods (Q1410577) (← links)
• On estimation of the Poisson parameter in zero-modified Poisson models. (Q1583499) (← links)
• Score tests for zero-inflated Poisson models (Q1606103) (← links)
• Type I multivariate zero-inflated Poisson distribution with applications (Q1623794) (← links)
• Subvector inference when the true parameter vector may be near or at the boundary (Q1739590) (← links)
• Investigating heterogeneity in meta-analysis of studies with rare events. Estimating the amount of heterogeneity (Q2070654) (← links)
• A note on the log-Lindley distribution (Q2374110) (← links)
• On the asymptotic behaviour of the pseudolikelihood ratio test statistic with boundary problems (Q2786371) (← links)
• New estimates and tests of independence in some copula models (Q3562985) (← links)
• Testing Random Effects in the Linear Mixed Model Using Approximate Bayes Factors (Q3636979) (← links)
• Parameter-based asymptotics (Q4015827) (← links)
• On statistical inference with parameter estimates on the boundary of the parameter space (Q4030214) (← links)
• Applying skovgaard's modified directed likelihood statistic to mixed linear models (Q4489908) (← links)
• Likelihood inference for small variance components (Q4527895) (← links)
• Likelihood Ratio Tests in Linear Mixed Models with One Variance Component (Q4665838) (← links)
• Restricted Likelihood Ratio Lack-of-Fit Tests Using Mixed Spline Models (Q4670801) (← links)
• Bootstrap likelihood ratio test for Weibull mixture models fitted to grouped data (Q5076915) (← links)
• Locally optimal designs for some dose–response models with continuous endpoints (Q5154039) (← links)
• A New Test Procedure of Independence in Copula Models via χ²-Divergence (Q5190580) (← links)
• Inference for Bivariate Survival Data by Copula Models Adjusted for the Boundary Effect (Q5438344) (← links)
• Conditional maximum likelihood estimation in negative binomial INGARCH processes with known number of successes when the true parameter is at the boundary of the parameter space (Q5866080) (← links)
• Improved inference for a boundary parameter (Q6059474) (← links)
• The multivariate component zero‐inflated Poisson model for correlated count data analysis (Q6139769) (← links)
• Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio (Q6577816) (← links)
• Poisson item count techniques with noncompliance (Q6617394) (← links)