The following pages link to (Q5631939):
Displayed 10 items.
- IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES (Q4443969) (← links)
- Exact tests and confidence intervals for ratio of variance components in unbalanced two-and three-stage nested designs (Q4733253) (← links)
- The application of the durbin-watson test to the dynamic regression model under normal and non-normal errors (Q4860432) (← links)
- Testing for block effects and misspecification in regession models based on survey data<sup>*</sup> (Q4864220) (← links)
- The exact distribution function of the ratio of two dependent quadratic forms (Q5075555) (← links)
- Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series (Q5467594) (← links)
- Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators (Q5697315) (← links)
- Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach (Q5860926) (← links)
- Statistical inference concerning several redundancy indices (Q5949982) (← links)
- Bootstrap tests for autocorrelation. (Q5958422) (← links)