The following pages link to Francisco Cribari-Neto (Q464750):
Displayed 50 items.
- Testing Inference in Inflated Beta Regressions under Model Misspecification (Q2809634) (← links)
- Model selection criteria in beta regression with varying dispersion (Q2965609) (← links)
- Diagnostic tools in beta regression with varying dispersion (Q3088160) (← links)
- (Q3149046) (← links)
- (Q3186718) (← links)
- Long Memory Inflationary Dynamics: The Case of Brazil (Q3368316) (← links)
- On beta regression residuals (Q3532673) (← links)
- Improved likelihood inference for the shape parameter in Weibull regression (Q3543752) (← links)
- Heteroskedasticity-consistent interval estimators (Q3638591) (← links)
- Bias reduction in one-parameter exponential family models (Q4232064) (← links)
- On bias reduction in exponential and non-exponential family regression models (Q4232088) (← links)
- Modified maximum likelihood estimation in one-parameter exponential family models (Q4237854) (← links)
- Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing (Q4246599) (← links)
- (Q4323161) (← links)
- Bias-corrected maximum likelihood estimation for the beta distribution (Q4347037) (← links)
- Bartlett corrections for one-parameter exponential family models (Q4352562) (← links)
- On the corrections to information matrix tests (Q4355143) (← links)
- On bartlett and bartlett-type corrections francisco cribari-neto (Q4355150) (← links)
- Miscellanea. Local power of three classic criteria in generalised linear models with unknown dispersion (Q4364915) (← links)
- Second order asymptotics for score tests in exponential family nonlinear models (Q4365864) (← links)
- A Class of Improved Heteroskedasticity-Consistent Covariance Matrix Estimators (Q4420245) (← links)
- RESEARCH IN ECONOMETRIC THEORY: QUANTITATIVE AND QUALITATIVE PRODUCTIVITY RANKINGS (Q4512712) (← links)
- On the robustness of analytical and bootstrtap corrections to score tests in regressios models (Q4513016) (← links)
- The size and power of analytical amd bootstrap corrections to score tests in regression models (Q4550639) (← links)
- (Q4678809) (← links)
- Leverage-adjusted heteroskedastic bootstrap methods (Q4825492) (← links)
- Second order asymptotics for score tests in generalised linear models (Q4842936) (← links)
- An improved lagrange multiplier test for heteroskedasticity (Q4861309) (← links)
- Testing inference in variable dispersion beta regressions (Q4925459) (← links)
- Beta seasonal autoregressive moving average models (Q4960734) (← links)
- Bimodal Birnbaum–Saunders generalized autoregressive score model (Q5036368) (← links)
- Modified likelihood ratio tests for unit gamma regressions (Q5037089) (← links)
- Resampling-based prediction intervals in beta regressions under correct and incorrect model specification (Q5082615) (← links)
- Penalized maximum likelihood estimation in the modified extended Weibull distribution (Q5086151) (← links)
- Non-nested hypothesis testing inference for GAMLSS models (Q5106846) (← links)
- Testing inference in heteroskedastic linear regressions: a comparison of two alternative approaches (Q5107402) (← links)
- Influence diagnostics and model validation for the generalized extreme-value nonlinear regression model (Q5107723) (← links)
- Approximate inference in heteroskedastic regressions: A numerical evaluation (Q5123554) (← links)
- Nonnested hypothesis testing in the class of varying dispersion beta regressions (Q5130216) (← links)
- (Q5207076) (← links)
- On testing inference in beta regressions (Q5219218) (← links)
- Modified likelihood ratio statistics for inflated beta regressions (Q5219956) (← links)
- Heteroskedasticity-Robust Inference in Linear Regressions (Q5305502) (← links)
- On nonlinear beta regression residuals (Q5348681) (← links)
- Detecting Model Misspecification in Inflated Beta Regressions (Q5415875) (← links)
- Inference Under Heteroskedasticity and Leveraged Data (Q5421542) (← links)
- Adjusted profile likelihoods for the weibull shape parameter (Q5433107) (← links)
- Bootstrap-based improved estimators for the two-parameter Birnbaum–Saunders distribution (Q5457922) (← links)
- Errata: Inference Under Heteroskedasticity and Leveraged Data,<i>Communications in Statistics, Theory and Methods</i>, 36, 1877–1888, 2007 (Q5495074) (← links)
- Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators (Q5697315) (← links)