Pages that link to "Item:Q1395939"

The following pages link to Empirical likelihood based hypothesis testing (Q1395939):

Displaying 50 items.

• On distribution-free goodness-of-fit testing of exponentiality (Q291097) (← links)
• Single change-point detection methods for small lifetime samples (Q300519) (← links)
• Testing for uniform stochastic ordering via empirical likelihood (Q314568) (← links)
• Empirical likelihood based tests for stochastic ordering under right censorship (Q315396) (← links)
• Empirical likelihood approach to goodness of fit testing (Q358139) (← links)
• On empirical likelihood inference of a change-point (Q383925) (← links)
• Semi-parametric hybrid empirical likelihood inference for two-sample comparison with censored data (Q415583) (← links)
• Jackknife empirical likelihood tests for distribution functions (Q434573) (← links)
• A new way of quantifying the symmetry of a random variable: estimation and hypothesis testing (Q451182) (← links)
• On an independence test approach to the goodness-of-fit problem (Q495375) (← links)
• A consistent jackknife empirical likelihood test for distribution functions (Q520555) (← links)
• A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression (Q605879) (← links)
• Integral-type tests for goodness-of-fit (Q625682) (← links)
• Comparing \(k\)-independent and right censored samples based on the likelihood ratio (Q650686) (← links)
• Empirical likelihood estimators for the error distribution in nonparametric regression models (Q734542) (← links)
• Empirical likelihood ratio test for the change-point problem (Q876978) (← links)
• Testing for central symmetry (Q900764) (← links)
• Goodness-of-fit tests for a heavy tailed distribution (Q951056) (← links)
• Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
• \(K\)-sample tests based on the likelihood ratio (Q1020130) (← links)
• Comparing empirical likelihood and bootstrap hypothesis tests (Q1340294) (← links)
• Empirical likelihood-based tests for stochastic ordering (Q1940760) (← links)
• Testing for bivariate spherical symmetry (Q1944366) (← links)
• Monitoring changes in the error distribution of autoregressive models based on Fourier methods (Q1946878) (← links)
• A note on residual-based empirical likelihood kernel density estimation (Q1952105) (← links)
• Empirical likelihood test for diagonal symmetry (Q2288752) (← links)
• A rank-based Cramér-von-Mises-type test for two samples (Q2318622) (← links)
• A new test of independence for bivariate observations (Q2401357) (← links)
• Empirical likelihood test via estimating equations (Q2431584) (← links)
• Testing conditional independence via empirical likelihood (Q2451799) (← links)
• Goodness-of-fit tests via phi-divergences (Q2466682) (← links)
• Nonparametric maximum likelihood approach to multiple change-point problems (Q2510824) (← links)
• An empirical likelihood ratio-based omnibus test for normality with an adjustment for symmetric alternatives (Q2662189) (← links)
• Power Assessment of a New Test of Independence (Q2787352) (← links)
• On Comparing Cumulative Incidence Functions Using an Empirical Likelihood Ratio Type Test (Q2807619) (← links)
• Tests for stochastic ordering under biased sampling (Q2832022) (← links)
• Estimating the conditional error distribution in non-parametric regression (Q2911717) (← links)
• Two non parametric methods for change-point detection in distribution (Q2979035) (← links)
• Simple and Exact Empirical Likelihood Ratio Tests for Normality Based on Moment Relations (Q3085300) (← links)
• Symmetric Location Estimation/Testing by Empirical Likelihood (Q3155390) (← links)
• Fourier Methods for Sequential Change Point Analysis in Autoregressive Models (Q3298505) (← links)
• Change-Point Analysis Based on Empirical Characteristic Functions of Ranks (Q3423606) (← links)
• Powers of Discrete Goodness-of-Fit Test Statistics for a Uniform Null Against a Selection of Alternative Distributions (Q3424317) (← links)
• Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model (Q3532745) (← links)
• New Goodness of Fit Tests Based on Stochastic EDF (Q3566555) (← links)
• A moment-based empirical likelihood ratio test for exponentiality using the probability integral transformation (Q5036917) (← links)
• Testing for Positive Quadrant Dependence (Q5055465) (← links)
• On empirical likelihood test for predictability (Q5078128) (← links)
• Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models (Q5079948) (← links)
• Evaluating the relative merits of competing models based on empirical likelihood ratio test (Q5138191) (← links)