Pages that link to "Item:Q1209443"
From MaRDI portal
The following pages link to General matrix formulae for computing Bartlett corrections (Q1209443):
Displaying 20 items.
- Improved additive adjustments for the LR/ELR test statistics (Q553053) (← links)
- Improved score tests for one-parameter exponential family models (Q1129463) (← links)
- A proof of independent Bartlett correctability of nested likelihood ratio tests (Q1373247) (← links)
- Some new formulae for posterior expectations and Bartlett corrections (Q1875705) (← links)
- A general expression for second-order covariance matrices -- an application to dispersion models (Q2233637) (← links)
- Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica (Q3543712) (← links)
- Maple script for improving test statistics (Q3615026) (← links)
- Corrected likelihood ratio tests for von mises regression models (Q4237836) (← links)
- Bartlett corrections for generalized linear models with dispersion covariates (Q4337316) (← links)
- Bartlett corrections for one-parameter exponential family models (Q4352562) (← links)
- On bartlett and bartlett-type corrections francisco cribari-neto (Q4355150) (← links)
- Generalized bartlett correction (Q4386010) (← links)
- BARTLETT-TYPE CORRECTIONS FOR TWO-PARAMETER EXPONENTIAL FAMILY MODELS (Q4449034) (← links)
- Bartlett adjustments for two-parameter exponential family models (Q4469073) (← 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)
- Bias corrected estimates in multivariate student t regression models (Q4550610) (← links)
- Bartlett corrections for \(V\)-statistics (Q4715585) (← links)
- Matrix formulae for computing improved score tests (Q4864206) (← links)
- Higher-order asymptotic refinements in the multivariate Dirichlet regression model (Q5086336) (← links)
