Pages that link to "Item:Q1816577"
From MaRDI portal
The following pages link to Asymptotically uniformly most powerful tests in parametric and semiparametric models (Q1816577):
Displaying 27 items.
- A class of optimal tests for symmetry based on local Edgeworth approximations (Q638770) (← links)
- An optimal approach for hypothesis testing in the presence of incomplete data (Q652615) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Optimal inference for instrumental variables regression with non-Gaussian errors (Q738130) (← links)
- Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy (Q962283) (← links)
- Testing for superiority among two regression curves (Q1410575) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- A basis approach to goodness-of-fit testing in recurrent event models (Q1781511) (← links)
- Local asymptotic normality property for fractional Gaussian noise under high-frequency observations (Q1800793) (← links)
- Smooth goodness-of-fit tests for composite hypothesis in hazard based models (Q1807144) (← links)
- Locally asymptotically optimal designs for testing in logistic regression. (Q1848894) (← links)
- Tests against inequality constraints in semiparametric models (Q1866207) (← links)
- Two-step semiparametric empirical likelihood inference (Q2176605) (← links)
- Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
- Information bounds for Gaussian copulas (Q2448705) (← links)
- Pre and post break parameter inference (Q2451770) (← links)
- Hypothesis testing for arbitrary bounds (Q2453055) (← links)
- Tailor-made tests for goodness of fit to semiparametric hypotheses (Q2497179) (← links)
- Model equivalence tests in a parametric framework (Q2512611) (← links)
- Specification analysis of linear quantile models (Q2512617) (← links)
- Finite sample inference for quantile regression models (Q2630070) (← links)
- Parametric and Semi-Parametric Efficient Tests for Parameter Instability (Q2815046) (← links)
- OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE (Q3181948) (← links)
- Asymptotically Distribution-Free Goodness-of-Fit Testing: A Unifying View (Q3182775) (← links)
- Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts (Q3391186) (← links)
- Locally robust inference for non-Gaussian linear simultaneous equations models (Q6118711) (← links)
- Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation (Q6160980) (← links)