Pages that link to "Item:Q5509419"
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The following pages link to Computing the distribution of quadratic forms in normal variables (Q5509419):
Displayed 50 items.
- On testing variance components in unbalanced mixed linear model. (Q1771825) (← links)
- Inference for variograms (Q1800113) (← links)
- The sensitivity of OLS when the variance matrix is (partially) unknown (Q1806696) (← links)
- The exact distribution of indefinite quadratic forms in noncentral normal vectors (Q1817402) (← links)
- A comparison of the power of some tests for heteroskedasticity in the general linear model (Q1847125) (← links)
- Tests for the response distribution in a Poisson regression model (Q1866228) (← links)
- Tests for the order of integration against higher order integration (Q1880276) (← links)
- A note on smoothing parameter selection for penalized spline smoothing (Q1888828) (← links)
- Detecting a change in the intercept in multiple regression (Q1892116) (← links)
- A general model for preferential and triadic choice in terms of central \(F\) distribution functions (Q1897131) (← links)
- Supporting complex group decisions: A probabilistic multi-dimensional scaling approach (Q1900267) (← links)
- The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors (Q1907605) (← links)
- Optimal testing for equicorrelated linear regression models (Q1907861) (← links)
- Structural change and unit roots (Q1909372) (← links)
- Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution (Q1914652) (← links)
- Applying estimated score tests in econometrics (Q1918129) (← links)
- The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model (Q1918149) (← links)
- Comparing non-stationary and irregularly spaced time series (Q1927173) (← links)
- A Wald-type test of quadratic parametric restrictions (Q1927509) (← links)
- Pearson-type goodness-of-fit test with bootstrap maximum likelihood estimation (Q1951120) (← links)
- Testing linear causality in mean when the number of estimated parameters is high (Q1952197) (← links)
- Testing for a \(\delta \)-neighborhood of a generalized Pareto copula (Q2000742) (← links)
- Classification with many classes: challenges and pluses (Q2008227) (← links)
- A two-sample test for the error distribution in nonparametric regression based on the characteristic function (Q2010800) (← links)
- Integral transform methods in goodness-of-fit testing. II: The Wishart distributions (Q2027219) (← links)
- Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218) (← links)
- Bayesian optimization of functional output in inverse problems (Q2069152) (← links)
- On the exact distribution of the difference between two chi-square variables (Q2089395) (← links)
- Inferring bias and uncertainty in camera calibration (Q2117006) (← links)
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
- Goodness-of-fit tests for SPARMA models with dependent error terms (Q2151745) (← links)
- Computing the asymptotic distribution of second-order \(U\)- and \(V\)-statistics (Q2157505) (← links)
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models (Q2165839) (← links)
- A note on repeated measures analysis for functional data (Q2176330) (← links)
- Comparison of the LS-based estimators and the MLE for the fractional Ornstein-Uhlenbeck process (Q2194055) (← links)
- Integral transform methods in goodness-of-fit testing. I: The gamma distributions (Q2202027) (← links)
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- Fast tests for the two-sample problem based on the empirical characteristic function (Q2229077) (← links)
- Model free estimation of graphical model using gene expression data (Q2233152) (← links)
- Testing inference in heteroskedastic fixed effects models (Q2256332) (← links)
- On the sampling distribution of resubstitution and leave-one-out error estimators for linear classifiers (Q2270742) (← links)
- A sequence of improved standard errors under heteroskedasticity of unknown form (Q2276193) (← links)
- Noncentralities induced in regression diagnostics (Q2320896) (← links)
- Outlier detection under star-contoured errors (Q2320993) (← links)
- Seeking outlying subsets under star-contoured errors (Q2321838) (← links)
- Correction to: ``Comparison of joint control schemes for multivariate normal i.i.d. output'' (Q2324324) (← links)
- Testing nonstationary and absolutely regular nonlinear time series models (Q2330966) (← links)
- Logarithmic Lambert \(W \times \mathcal{F}\) random variables for the family of chi-squared distributions and their applications (Q2339554) (← links)
- Approximate ellipsoidal tolerance regions for multivariate normal populations (Q2343627) (← links)
- Statistical performance analysis of direct position determination method based on Doppler shifts in presence of model errors (Q2361289) (← links)