Pages that link to "Item:Q5943799"
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The following pages link to On improving the robustness and reliability of Rao's score test (Q5943799):
Displaying 14 items.
- Applying estimated score tests in econometrics (Q1918129) (← links)
- Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches (Q2062788) (← links)
- Adjustments of Rao's score test for distributional and local parametric misspecifications (Q2181487) (← links)
- Robustness checks and robustness tests in applied economics (Q2512608) (← links)
- Robust Misspecification Tests for the Heckman's Two-Step Estimator (Q3086363) (← links)
- (Q3452066) (← links)
- Rao score tests for goodness of fit and independence (Q3981114) (← links)
- A Rao Test With Enhanced Selectivity Properties in Homogeneous Scenarios (Q4570592) (← links)
- The Complex Parameter Rao Test (Q4619682) (← links)
- Improving efficiency using the Rao–Blackwell theorem in corrected and conditional score estimation methods for joint models (Q5355236) (← links)
- Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results (Q5943791) (← links)
- Sensitivity of Rao's score test, the Wald test and the likelihood ratio test to nuisance parameters (Q5943793) (← links)
- Rao's score test with nonparametric density estimators (Q5943795) (← links)
- The score test for the two‐sample occupancy model (Q6112941) (← links)
