Pages that link to "Item:Q1776858"
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The following pages link to Testing equality of regression coefficients in heteroscedastic normal regression models (Q1776858):
Displaying 13 items.
- Accounting for uncertainty in heteroscedasticity in nonlinear regression (Q413343) (← links)
- A Bayesian joinpoint regression model with an unknown number of break-points (Q652378) (← links)
- Prior distributions for objective Bayesian analysis (Q1631565) (← links)
- Training samples in objective Bayesian model selection. (Q1879922) (← links)
- Objective Bayesian methods for one-sided testing (Q2387142) (← links)
- On intrinsic priors for nonnested models (Q2387486) (← links)
- A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models (Q3625366) (← links)
- A fiducial <i>p</i>-value approach for comparing heteroscedastic regression models (Q4563421) (← links)
- A computational approach test for comparing two linear regression models with unequal variances (Q5073781) (← links)
- Bayes Factors for Comparison of Restricted Simple Linear Regression Coefficients (Q5266579) (← links)
- Objective Testing Procedures in Linear Models: Calibration of the <i>p</i>‐values (Q5430620) (← links)
- Objective priors for hypothesis testing in one‐way random effects models (Q5442067) (← links)
- A consistent on‐line Bayesian procedure for detecting change points (Q6090002) (← links)
