Pages that link to "Item:Q3625366"

The following pages link to A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models (Q3625366):

Displaying 27 items.

• Inference for repeated measures models under heteroscedasticity (Q394396) (← links)
• Comparison of several means: a fiducial based approach (Q901587) (← links)
• Bootstrapped White's test for heteroskedasticity in regression models (Q1292331) (← links)
• Simultaneous confidence intervals for ratios of means of several lognormal distributions: a parametric bootstrap approach (Q1615181) (← links)
• A note on bootstrapped White's test for heteroskedasticity in regression models (Q1934147) (← links)
• Bootstrap inference of the skew-normal two-way classification random effects model with interaction (Q2093811) (← links)
• A parametric bootstrap approach for the equality of coefficients of variation (Q2259339) (← links)
• Comparing exponential location parameters with several controls under heteroscedasticity (Q2259775) (← links)
• Testing equality of quantiles of two-parameter exponential distributions under progressive type II censoring (Q2321839) (← links)
• Bootstrap tests for nonparametric comparison of regression curves with dependent errors (Q2384663) (← links)
• Some joys and trials of mathematical neuroscience (Q2450880) (← links)
• Bootstrap hypothesis testing in regression models (Q2573259) (← links)
• Parametric Bootstrap Tests for Unbalanced Three-factor Nested Designs under Heteroscedasticity (Q2809609) (← links)
• A Parametric Bootstrap Solution to Two-way MANOVA without Interaction under Heteroscedasticity: Fixed and Mixed Models (Q2821055) (← links)
• Comparing Several Regression Models with Unequal Variances (Q2828704) (← links)
• A Parametric Bootstrap Approach for One-Way ANCOVA with Unequal Variances (Q2859295) (← links)
• A Test for the Equality of Parameters for Separate Regression Models in the Presence of Heteroskedasticity (Q3447067) (← links)
• A conservative test and confidence region for comparing heteroscedastic regressions (Q3774752) (← links)
• (Q3836614) (← links)
• (Q4542133) (← links)
• A fiducial <i>p</i>-value approach for comparing heteroscedastic regression models (Q4563421) (← links)
• Parametric bootstrap inferences for the growth curve models with intraclass correlation structure (Q4976212) (← links)
• A parametric bootstrap approach for two-way error component regression models (Q4976585) (← links)
• A computational approach test for comparing two linear regression models with unequal variances (Q5073781) (← links)
• Parametric bootstrap tests for unbalanced nested designs under heteroscedasticity (Q5219459) (← links)
• Heteroscedastic Global Tests that the Regression Parameters for Two or More Independent Groups are Identical (Q5252866) (← links)
• A Parametric Bootstrap Test for Two-Way ANOVA Model Without Interaction Under Heteroscedasticity (Q5259168) (← links)