The following pages link to (Q4346091):
Displaying 9 items.
- Robust tests for normality of errors in regression models (Q1927718) (← links)
- Testing inequality constraints in a linear regression model with spherically symmetric disturbances (Q2341587) (← links)
- A Revisit to the Behrens–Fisher Problem: Comparison of Five Test Methods (Q3527741) (← links)
- Maximum likelihood estimates for the Hildreth–Houck random coefficients model (Q4551782) (← links)
- THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP (Q4562544) (← links)
- MSE performance of the weighted average estimators consisting of shrinkage estimators (Q4639110) (← links)
- Most stringent test of independence for time series (Q5083896) (← links)
- ADMISSIBLE SIGNIFICANCE TESTS IN SIMULTANEOUS EQUATION MODELS (Q5349004) (← links)
- Econometric applications of high-breakdown robust regression techniques (Q5940888) (← links)
