scientific article; zbMATH DE number 3522963

zbMath0334.62003MaRDI QIDQ4101268

David V. Hinkley, David R. Cox

Publication date: 1974

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Parametric inference (62Fxx) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Nonparametric inference (62Gxx) Sufficiency and information (62Bxx)

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High Dimensional Predictors and Self-Reported Outcomes, Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts, Diagnostics for generalized Poisson regression models with errors in variables, Heteroscedasticity diagnostics in two-phase linear regression models, Using Maple and Mathematica to derive bias corrections for two parameter distributions, Unnamed Item, Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models, Hypotheses testing for a multidimensional parameter of inhomogeneous Poisson processes, Testing for equality of variance of correlated normal variables, On Variance Components in Semiparametric Mixed Models for Longitudinal Data, Flat and Multimodal Likelihoods and Model Lack of Fit in Curved Exponential Families, RandomisedP-values and nonparametric procedures in multiple testing, Testing Against a High Dimensional Alternative, A Continuous Time Markov Model for the Length of Stay of Elderly People in Institutional Long-Term Care, On the Relationship between Directional and Omnibus Statistical Tests, Are Two Classes Enough for the X²Goodness of Fit Test?, CONDITIONING IN DYNAMIC MODELS, Abundance Estimation from Multiple Photo Surveys: Confidence Distributions and Reduced Likelihoods for Bowhead Whales off Alaska, Estimation in Capture‐Recapture Models When Covariates Are Subject to Measurement Errors, The jackknife and the variance part of the credibility premium, Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors, Equivariant estimation under the pitman closeness criterion, Analytic expressions for maximum likelihood estimators in a nonparametric model of tumor incidence and death, Multi - sample test of equal gamma distribution scale parameters in presence of unknown common shape parameter, SOME ASPECTS OF NON-NORMALITY TESTS IN SYSTEMS OF REGRESSION EQUATIONS, Improved estimators for generalized linear models with dispersion covariates, on the second-order bias of parameter estimates in nonlinear regression models with studentterrors, SECOND-ORDER ASYMPTOTICS FOR SCORE TESTS IN HETEROSKEDASTICtREGRESSION MODELS, Testing for Heteroscedasticity in Nonlinear Regression Models, Tests based on monte carlo simulations conditioned on maximum likelihood estimates of nuisance parameters, Examining Outlying Subjects and Outlying Records in Bioequivalence Trials, Parametric versus semi-parametric models for the analysis of correlated survival data: A case study in veterinary epidemiology, LOCAL INFLUENCE IN NONLINEAR REPRODUCTIVE DISPERSION MODELS, IMPROVED SCORE TESTS FOR VON MISES REGRESSION MODELS, BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS, ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION, TESTING OF SCALE PARAMETER OF THE EXPONENTIAL DISTRIBUTION WITH KNOWN COEFFICIENT OF VARIATION: CONDITIONAL APPROACH, A statistical test for the mean squared error, The effect of reparametrization on accelerated lifetime tests, On the best equivariant estimator of covariance matrix of a multivariate normal population, The general class of chain estimators for the ratio of two means using double sampling, Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar, Asymptotic relative efficiency of wald tests in measurement error models, RANDOM PERMUTATION TESTING IN MULTIPLE LINEAR REGRESSION, Empirical Bayes Sequential Estimation of Binomial Probabilities, ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES, Equivalence of normal means compared with a control, On composite intensity score tests, Post-data evaluation of prior assessment, An upper bound on a ratio of variances, Influence for empirical transforms, Coefficients of determinations for variable selection in the msae regression, Influence measure for the L₁regression, Bias corrected estimates in multivariate student t regression models, A Transformation for the Analysis of Unimodal Hazard Rate Lifetimes Data, POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS, CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS, Decision Making in the Environment of Heterogeneous Uncertainty, Variable selection – A review and recommendations for the practicing statistician, Purely Sequential and Two-Stage Bounded-Length Confidence Interval Estimation Problems in Fisher’s “Nile” Example, Optimal testing in a three way anova model, Modeling and simulation of a nonhomogeneous poisson process having cyclic behavior, Estimation, large-sample parametric tests and diagnostics for non-exponential family nonlinear models, Unnamed Item, Information theoretic multivariate graduation, ARL-unbiased geometric andCCC_Gcontrol charts, Testing for autocorrelation and random-effects in nonlinear mixed effects models based on M-estimation, Grouped poisson regression models: theory and an application to public house visit frequency, A note on the difference between two likelihood based methods in growth curves, The randomized concentration-controlled trial:mathematical definitions, a dose-adjusting algorithm, and sample size efficiency, An angular-radial dependence model for point process data, Improved likelihood ratio tests for exponential censored data, On bartlett and bartlett-type corrections francisco cribari-neto, Locally optimal one-sided tests for multiparameter hypotheses, A beta partial least squares regression model: Diagnostics and application to mining industry data, JOINT MODELS FOR NONLINEAR LONGITUDINAL AND TIME-TO-EVENT DATA USING PENALISED SPLINES, A methodology for stochastic inventory models based on a zero‐adjusted Birnbaum‐Saunders distribution, Survival Weibull regression model for mismeasured outcomes, Better nonparametric confidence intervals for the mean of a symmetric distribution, A discussion of the question: for what use are tests of hypotheses and tests of significance, Of what use are tests of significance and tests of hypothesis, Generalized bartlett correction, A gamma analogue of the wilson-hilferty transformation, Improved statistical inference for exponential reliability data under type ii censoring, MODELING THE NONLINEAR DYNAMICS OF CELLULAR SIGNAL TRANSDUCTION, BIAS in linear regression models with unknown covariance matrix, Hypothesis Testing in Mixture Regression Models, Bias‐Corrected Confidence Intervals for the Concentration Parameter in a Dilution Assay, Estimating the Size of a Transient Population, The Utility of Mixed‐Form Likelihoods, Regression Modeling of Ordinal Data with Nonzero Baselines, On Quantum Statistical Inference, Conditional Statistical Inference and Quantification of Relevance, A Statistical Model for Shelf Life Estimation Using Sensory Evaluations Scores, Statistical Adequacy and the Testing of Trend Versus Difference Stationarity, Two-Sample Tests Based on the Integrated Empirical Process, Tests of Coefficients of Variation of Normal Population, Using the Variagraph to Test Lack of Fit of a Parametric Regression Model Without Replication, Hierarchical models with normal and conjugate random effects : a review, Testing of Homogeneity for Correlation and Variance in Nonlinear Regression Models with DBL(p, 0, 1) Random Errors, BARTLETT-TYPE CORRECTIONS FOR TWO-PARAMETER EXPONENTIAL FAMILY MODELS, NEYMAN SMOOTH TESTS FOR THE GENERALIZED PARETO DISTRIBUTION, ON IMPROVING THE χ²APPROXIMATION OF SCORE TESTS IN LOCATION-SCALE NONLINEAR MODELS, A simple alternative to the likelihood ratio test in a logistic discrimination problem, On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank, Performance extrapolation in discrete-event systems simulation, Model selection: some generalized distributions, Smooth tests of fit for censored gmma samples, On the estimation of the variance of the median used in L₁linear inference procedures, Three Corrected Score Tests for Generalized Linear Models with Dispersion Covariates, Transformations which preserve exchangeability and application to permutation tests, Overdispersed negative binomial regression models, The effects of covariate adjustment in generalized linear models, Dynamic allocation policies for the finite horizon one armed bandit problem, Comparison of goodness of fit tests for the cox proportional hazards model, Rank tests for independence based on partially right-censored pairs, Efficient method for identification of cyclic trends in incidence, Limit theorems and tests for within family clustering in epidemic models, Unnamed Item, Maximum likelihood estimation from replicate limiting dilution assays from a binomial markov chain model, Corrected likelihood ratio tests for von mises regression models, Calculating the mvue of the fraction nonconforming for the bivariate normal, Order statistics as minimal sufficient statistics, Adaptation of honda's one–sided test of random effects to repeated measurements experiments, An option-theoretic model of a reputation network, On a new mixture-based regression model: simulation and application to data with high censoring, On a tobit–Birnbaum–Saunders model with an application to medical data, On a multivariate regression model for rates and proportions, On hypothesis testing inference in location-scale models under model misspecification, Joint models for a GLM-type longitudinal response and a time-to-event with smooth random effects, Quasi-binomial zero-inflated regression model suitable for variables with bounded support, Extreme Value Models for Software Reliability, On a log-symmetric quantile tobit model applied to female labor supply data, Reliability model for dual constant-stress accelerated life test with Weibull distribution under Type-I censoring scheme, Hyperparameter estimation using a resolution matrix for Bayesian sensing, Unnamed Item, Unnamed Item, Testing homogeneity in a random intercept model using asymptotic, posterior predictive and plug‐in p‐values, Bivariate Birnbaum-Saunders accelerated lifetime model: estimation and diagnostic analysis, Making REML computationally feasible for large data sets: use of the Gibbs sampler, Statistical inference of agreement coefficient between two raters with binary outcomes, On mean-based bivariate Birnbaum-Saunders distributions: Properties, inference and application, Unnamed Item, Likelihood-based inference in censored exponential regression models, Improved score tests for exponential family nonlinear models, Small sample inference for exponential survival times with heavy right-censoring, Estimation of accelerated failure time due to exposure risk using piecewise-exponential model in cohort follow-up study, Mixtures of traces of Wishart and inverse Wishart matrices, Improved test for the scale parameter of the power-law process with incomplete failure data, Covariance matrix of maximum likelihood estimators in censored exponential regression models, 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proportions in the presence of autoregressively correlated training data:the case of two univariate normal populations, Testing for the minimal repair model versus additional damage at failures, Asymptotic adjustments of Pearson residuals in exponential family nonlinear models, EM algorithm-based likelihood estimation for a generalized Gompertz regression model in presence of survival data with long-term survivors: an application to uterine cervical cancer data, Unnamed Item, Matrix formulae for computing improved score tests, Robust Data-Driven Fault Detection in Dynamic Process Environments Using Discrete Event Systems, On the bivariate negative binomial regression model, Testing for varying zero-inflation and dispersion in generalized Poisson regression models, Stochastic modelling of consumer’s diminishing return, Preventing the Dirac disaster: Wavelet based density estimation, On expectations associated with maximum likelihood estimation in the Weibull distribution, Assessing 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autocorrelation coefficients of nonlinear mixed models with AR(1) errors based on M-estimation, Heteroscedastic log-exponentiated Weibull regression model, Inferences from logistic regression models in the presence of small samples, rare events, nonlinearity, and multicollinearity with observational data, Generalized Tobit models: diagnostics and application in econometrics, Zero-inflated Bell regression models for count data, A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters, Sequential Designs for Dose Escalation Studies in Oncology, Bartlett corrections in Birnbaum–Saunders nonlinear regression models, Locally optimal test of normality against skew-normality, Diagnostics for elliptical linear mixed models with first-order autoregressive errors, Partially Hidden Markov Model for Time-Varying Principal Stratification in HIV Prevention Trials, Unnamed Item, Power Law Selection Model for Repairable Systems, A log-Birnbaum–Saunders regression model 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properties of the score test for varying dispersion in exponential family nonlinear models, Linear Score Tests for Variance Components in Linear Mixed Models and Applications to Genetic Association Studies, Goodness‐of‐fit Test for Directional Data, Influence analysis in nonlinear models with random effects, Robust Actuarial Risk Analysis, High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications, Use of Cohort Information in the Design and Analysis of Case‐Control Studies, Structural Nested Models and Standard Software: A Mathematical Foundation through Partial Likelihood, Pricing catastrophe insurance products based on actually reported claims, A family of fractional age assumptions, Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results, Higher-order asymptotic refinements for score tests in proper dispersion models, Stochastic complexity and the mdl principle, Checks of model adequacy for univariate time series models and their application to econometric relationships, Limits of Quantitation for Laboratory Assays, A Joint Model for Longitudinal Data Profiles and Associated Event Risks with Application to a Depression Study, Dispersion effects in signal-response data from fractional factorial experiments., Estimation in discrete parameter models, Improving power of multivariate combination-based permutation tests, Score, pseudo-score and residual diagnostics for spatial point process models, Discussion of ``On the Birnbaum argument for the strong likelihood principle, Corrected estimates for Studenttregression models with unknown degrees of freedom, A Comparison of Conditioned Versus Unconditioned Forecasts of the VAR(1) Process, Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error, The exponential–Weibull lifetime distribution, Parametric simultaneous robust inferences for regression coefficient under generalized linear models, Multivariate Birnbaum–Saunders distribution: properties and associated inference, Testing for parameter constancy in the time series direction in panel data models, A universal robust method for analysing bivariate continuous and proportion data, Asymptotically refined score and GOF tests for inverse Gaussian models, Higher order inference for stress–strength reliability with independent Burr-typeXdistributions, Robust inference for Birnbaum–Saunders regressions, An extension of log-symmetric regression models: R codes and applications, Testing for noninferiority of binomial distributions referring to a modified equivalence region with piecewise linear boundary, Permutation inference distribution for linear regression and related models, TRANSFORMATIONS, MEANS, AND ACCURATE CONFIDENCE INTERVALS, GENERALIZED LINDLEY POWER SERIES FAMILY OF DISTRIBUTIONS, Bartlett Adjustments for Overdispersed Generalized Linear Models, Premium Calculation for Fat-tailed Risk, The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model, A diagnostic test for specification of copulas under censorship, Estimating the turning point of the log-logistic hazard function in the presence of long-term survivors with an application for uterine cervical cancer data, Invariant tests based onM-estimators, estimating functions, and the generalized method of moments, Statistical inference for the generalized weighted exponential distribution, Modified signed log-likelihood ratio test for the scale parameter of the power-law process with applications to repairable systems, What Properties Might Statistical Inferences Reasonably be Expected to Have?—Crisis and Resolution in Statistical Inference, ValidP-Values Behave Exactly as They Should: Some Misleading Criticisms ofP-Values and Their Resolution WithS-Values, The Scaled Uniform Model Revisited, On impact of statistical estimates on precision of stochastic optimization, 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