Pages that link to "Item:Q1020989"

The following pages link to Likelihood ratio tests and singularities (Q1020989):

Displaying 41 items.

• Hypothesis testing near singularities and boundaries (Q85619) (← links)
• Asymptotic distribution of likelihood ratio test statistics for variance components in nonlinear mixed effects models (Q113495) (← links)
• Global identifiability of linear structural equation models (Q116503) (← links)
• Bayes model selection with path sampling: factor models and other examples (Q254343) (← links)
• Extension of the Schwarz information criterion for models sharing parameter boundaries (Q274032) (← links)
• Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
• Discrete chain graph models (Q605020) (← links)
• Testing lumpability for marginal discrete hidden Markov models (Q635941) (← links)
• A note on one-factor analysis (Q712526) (← links)
• Smoothness of conditional independence models for discrete data (Q765826) (← links)
• Extending mixtures of factor models using the restricted multivariate skew-normal distribution (Q900823) (← links)
• Open statistical issues in particle physics (Q958322) (← links)
• Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices (Q1000311) (← links)
• Dealing with reflection invariance in Bayesian factor analysis (Q1695626) (← links)
• Computation of maximum likelihood estimates in cyclic structural equation models (Q1731051) (← links)
• Smooth, identifiable supermodels of discrete DAG models with latent variables (Q1740511) (← links)
• A \(q\)-exponential regression model (Q1940904) (← links)
• Margins of discrete Bayesian networks (Q1991671) (← links)
• Model selection and local geometry (Q1996781) (← links)
• Test for homogeneity with unordered paired observations (Q2044352) (← links)
• A note on likelihood ratio tests for models with latent variables (Q2065257) (← links)
• A measure of evidence based on the likelihood-ratio statistics (Q2110348) (← links)
• A monotone frequentist measure of evidence for testing variance components in linear mixed models (Q2123254) (← links)
• Nested covariance determinants and restricted trek separation in Gaussian graphical models (Q2203613) (← links)
• Context-specific independencies in hierarchical multinomial marginal models (Q2220302) (← links)
• Detecting structural changes in longitudinal network data (Q2297236) (← links)
• Identification of confirmatory factor analysis models of different levels of invariance for ordered categorical outcomes (Q2364849) (← links)
• A note on the identifiability of fixed-effect 3PL models (Q2364852) (← links)
• Identification of discrete concentration graph models with one hidden binary variable (Q2435228) (← links)
• On the choice of the splitting ratio for the split likelihood ratio test (Q2681746) (← links)
• Graphs for Margins of Bayesian Networks (Q2821469) (← links)
• More on the Kronecker Structured Covariance Matrix (Q2920054) (← links)
• Eigenvalues of Random Matrices with Isotropic Gaussian Noise and the Design of Diffusion Tensor Imaging Experiments (Q3130755) (← links)
• Generalized Linear Latent Variable Models with Flexible Distribution of Latent Variables (Q3145561) (← links)
• Singularity Structures and Impacts on Parameter Estimation in Finite Mixtures of Distributions (Q5025768) (← links)
• Sufficient cause interactions for categorical and ordinal outcomes (Q5037810) (← links)
• Universal inference (Q5073098) (← links)
• Wald tests of singular hypotheses (Q5963494) (← links)
• The geometry of Gaussian double Markovian distributions (Q6049755) (← links)
• Two robust tools for inference about causal effects with invalid instruments (Q6055523) (← links)
• Generalised likelihood profiles for models with intractable likelihoods (Q6190673) (← links)