Pages that link to "Item:Q673560"
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The following pages link to Bartlett-corrected tests for heteroskedastic linear models (Q673560):
Displaying 16 items.
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices (Q391878) (← links)
- Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models (Q451390) (← links)
- Bartlett's correction and the bootstrap in normal linear regression models (Q1676745) (← links)
- Corrected score tests for exponential censored data (Q1962133) (← links)
- Bartlett corrections in heteroskedastic \(t\) regression models (Q2576373) (← links)
- Bartlett corrections and bias correction for two heteroscedastic regression models (Q3137535) (← links)
- Corrected likelihood ratio tests for von mises regression models (Q4237836) (← links)
- On bartlett and bartlett-type corrections francisco cribari-neto (Q4355150) (← links)
- Generalized bartlett correction (Q4386010) (← links)
- BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS (Q4540662) (← links)
- Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar (Q4541667) (← links)
- Some adjusted likelihood ratio tests for heteroscedastic regression models (Q4700504) (← links)
- Bartlett corrections in Birnbaum–Saunders nonlinear regression models (Q4912067) (← links)
- Improved score tests for exponential family nonlinear models (Q5078581) (← links)
- Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods (Q5430507) (← links)
