AS 155
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Related Items (98)
Testing for random effects in analysis of covariance model ⋮ Ridge rerandomization: an experimental design strategy in the presence of covariate collinearity ⋮ Testing of linearity in a semiparametric regression model ⋮ A note on smoothing parameter selection for penalized spline smoothing ⋮ A comparison of efficient approximations for a weighted sum of chi-squared random variables ⋮ Multivariate nonparametric test of independence ⋮ On the distribution of the sample autocorrelation coefficients ⋮ Error rates in quadratic discrimination with constraints on the covariance matrices ⋮ Unnamed Item ⋮ The locally unbiased two-sided Durbin-Watson test ⋮ Optimal testing for equicorrelated linear regression models ⋮ Testing the equality of several binomial proportions to a prespecified standard ⋮ Modeling and testing for joint association using a genetic random field model ⋮ General linear hypothesis testing in functional response model ⋮ Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution ⋮ Nonnegative quadratic estimation of the mean squared errors of minimax estimators in the linear regression model ⋮ Probabilistic multidimensional scaling: An anisotropic model for distance judgments ⋮ Testing the absence of random effects in the nested-error regression model using orthogonal transformations ⋮ A Fast and Accurate Approximation to the Distributions of Quadratic Forms of Gaussian Variables ⋮ A modified harmonic mean test procedure for variance components ⋮ Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss ⋮ The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model ⋮ Asymptotic expansions for the distribution of quadratic forms in normal variables ⋮ On the linear combination of normal and Laplace random variables ⋮ A Wald-type test of quadratic parametric restrictions ⋮ On linear combination of generalized logistic random variables with an application to financial returns ⋮ Assessing trimming methodologies for clustering linear regression data ⋮ Simulating mixtures of multivariate data with fixed cluster overlap in FSDA library ⋮ Second-order reliability method-based inverse reliability analysis using Hessian update for accurate and efficient reliability-based design optimization ⋮ Statistical properties of $b$-adic diaphonies ⋮ Unnamed Item ⋮ Preliminary-test estimation of the scale parameter in a mis-specified regression model ⋮ Statistical test for fractional Brownian motion based on detrending moving average algorithm ⋮ Testing composite hypothesis based on the density power divergence ⋮ On locally optimal invariant unbiased tests for the variance components ratio in mixed linear models ⋮ Probabilistic-statistical programs from ``Applied Statistics ⋮ Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form ⋮ Testing for autoregressive against moving average errors in the linear regression model ⋮ A test for the linearity of the nonparametric part of a semiparametric logistic regression model ⋮ On the distribution of extended CIR model ⋮ Large deviations of time-averaged statistics for Gaussian processes ⋮ Joint analysis of SNP and gene expression data in genetic association studies of complex diseases ⋮ Simple correspondence analysis using adjusted residuals ⋮ The Fourier-series method for inverting transforms of probability distributions ⋮ The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter ⋮ Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances ⋮ Testing error heterogeneity in censored linear regression ⋮ A new variance component score test for testing distributed lag functions with applications in time series analysis ⋮ The exact distribution of \(R^ 2\) when the regression disturbances are autocorrelated ⋮ Testing a null variance ratio in mixed models with zero degrees of freedom for error ⋮ Testing hypotheses in mixed linear models ⋮ Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics ⋮ A new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables ⋮ Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications ⋮ Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods ⋮ Some consequences of using the Chow tests in the context of autocorrelated disturbances ⋮ Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables ⋮ Sampling error distribution for the ensemble Kalman filter update step ⋮ Using \(P\)-splines to test the linearity of partially linear models ⋮ Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models ⋮ Exact distributions of intraclass correlation and Cronbach's alpha with Gaussian data and general covariance ⋮ On the linear combination, product and ratio of normal and Laplace random variables ⋮ A new test for fourth-order autoregressive disturbances ⋮ On testing variance components in unbalanced mixed linear model. ⋮ An optimal test for the additive model with discrete or categorical predictors ⋮ On the exact distribution of the likelihood ratio test statistic for testing the homogeneity of the scale parameters of several inverse Gaussian distributions ⋮ Testing for no effect via splines ⋮ Tests for Regression Models Fitted to Survey Data ⋮ Testing for autoregressive disturbances in a time series regression with missing observations ⋮ Extending multivariate distance matrix regression with an effect size measure and the asymptotic null distribution of the test statistic ⋮ A test for improved multi-step forecasting ⋮ Controlling Test Size While Gaining the Benefits of an Internal Pilot Design ⋮ The numerical evaluation of the probability density function of a quadratic form in normal variables ⋮ Set-based tests for genetic association in longitudinal studies ⋮ Nonnested testing for autocorrelation in the linear regression model ⋮ Normal and logistic random variables: Distribution of the linear combination ⋮ Testing the linearity of negative binomial regression models ⋮ A novel random effect model for GWAS meta-analysis and its application to trans-ethnic meta-analysis ⋮ A point optimal test for autoregressive disturbances ⋮ Data-adaptive multi-locus association testing in subjects with arbitrary genealogical relationships ⋮ A Geometric Perspective on the Power of Principal Component Association Tests in Multiple Phenotype Studies ⋮ Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing ⋮ On optimal testing for the equality of equicorrelation: An example of loss in power ⋮ A multivariate empirical characteristic function test of independence with normal marginals ⋮ Multiple phenotype association tests using summary statistics in genome-wide association studies ⋮ Quantile dispersion graphs for the comparison of designs for a random two-away model. ⋮ Logarithmic Lambert \(W \times \mathcal{F}\) random variables for the family of chi-squared distributions and their applications ⋮ Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient ⋮ Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach ⋮ Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function ⋮ Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process ⋮ On the asymptotic power of the two-sided Kolmogorov-Smirnov test ⋮ Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors ⋮ The power of the Durbin-Watson test when the errors are heteroscedastic ⋮ An exact invariant variance ratio test. ⋮ The exact powers of some autocorrelation tests when the disturbances are heteroscedastic ⋮ Hypothesis testing for Markovian models with random time observations ⋮ Mean and variance of the LQG cost function
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