Pages that link to "Item:Q4836997"
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The following pages link to A Score Test Against One-Sided Alternatives (Q4836997):
Displaying 45 items.
- Permutation tests for random effects in linear mixed models (Q101989) (← links)
- Asymptotic distribution of likelihood ratio test statistics for variance components in nonlinear mixed effects models (Q113495) (← links)
- Constrained test in linear models with multivariate power exponential distribution (Q333396) (← links)
- Score tests for zero-inflation and overdispersion in two-level count data (Q333694) (← links)
- Inference and testing on the boundary in extended constant conditional correlation GARCH models (Q341884) (← links)
- \(U\)-tests for variance components in linear mixed models (Q384757) (← links)
- Estimation and testing for a Poisson autoregressive model (Q626420) (← links)
- Improved \(U\)-tests for variance components in one-way random effects models (Q783268) (← links)
- One-sided tests in shared frailty models (Q946207) (← links)
- Restricted methods in symmetrical linear regression models (Q957232) (← links)
- Likelihood ratio tests for variance components in linear mixed models (Q998999) (← links)
- Hypothesis testing in the unrestricted and restricted parametric spaces of structural models (Q1019206) (← links)
- Robust bounded influence tests against one-sided hypoptheses in general parametric models (Q1359697) (← links)
- Testing order restricted hypotheses with proportional hazards (Q1366902) (← links)
- Inference of nonlinear mixed models for clustered data under moment conditions (Q1694483) (← links)
- An appraisal of some aspects of statistical inference under inequality constraints (Q1866184) (← links)
- Tests against inequality constraints in semiparametric models (Q1866207) (← links)
- Applying estimated score tests in econometrics (Q1918129) (← links)
- Assessment of variance components in nonlinear mixed-effects elliptical models (Q1936533) (← links)
- Approximating the powers of order-restricted log rank tests at local alternatives (Q1962157) (← links)
- A residual-based test for variance components in linear mixed models (Q2018623) (← links)
- A fast online monitoring approach for surgical risks (Q2038706) (← links)
- Bahadur intercept with applications to one-sided testing (Q2306885) (← links)
- Union-intersection principle and constrained statistical inference (Q2382896) (← links)
- Generalized score test of homogeneity for mixed effects models (Q2500462) (← links)
- Testing homogeneity in Weibull error in variables models (Q2502136) (← links)
- The Use of Score Tests for Inference on Variance Components (Q3079106) (← links)
- Lack-of-fit tests in linear mixed models with application to wavelet tests (Q3106427) (← links)
- One-Sided Tests in Linear Models with Multivariate<i>t</i>-Distribution (Q3155627) (← links)
- Robustness of the arch tests in the presence of serial correlation (Q4369369) (← links)
- Tests of exponentiality against some parametric over/under-dispersed life time models (Q4638294) (← links)
- On the Efficiency of Score Tests for Homogeneity in Two‐Component Parametric Models for Discrete Data (Q4649079) (← links)
- Assessment of variance components in elliptical linear mixed models (Q4970701) (← links)
- Estimating precision, repeatability, and reproducibility from Gaussian and non- Gaussian data: a mixed models approach (Q5123653) (← links)
- On elliptical multilevel models (Q5138150) (← links)
- Bootstrap tests for variance components in generalized linear mixed models (Q5192948) (← links)
- Testing random effects in linear mixed models: another look at the F‐test (with discussion) (Q5234445) (← links)
- TESTING GARCH-X TYPE MODELS (Q5243487) (← links)
- Linear Score Tests for Variance Components in Linear Mixed Models and Applications to Genetic Association Studies (Q5408009) (← links)
- A Note on Permutation Tests for Variance Components in Multilevel Generalized Linear Mixed Models (Q5434933) (← links)
- Group Testing Regression Models with Fixed and Random Effects (Q5850977) (← links)
- Proximity-Structured Multivariate Volatility Models (Q5863553) (← links)
- A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649) (← links)
- Wald one-sided test using generalized estimating equations approach (Q5941336) (← links)
- Nonparametric Scanning Tests of Homogeneity for Hierarchical Models with Continuous Covariates (Q6079690) (← links)
