Pages that link to "Item:Q2398972"
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The following pages link to Bonferroni-based size-correction for nonstandard testing problems (Q2398972):
Displaying 16 items.
- Hypothesis testing near singularities and boundaries (Q85619) (← links)
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
- Efficient shrinkage in parametric models (Q894642) (← links)
- Subvector inference when the true parameter vector may be near or at the boundary (Q1739590) (← links)
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (Q1792487) (← links)
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
- Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
- Testing overidentifying restrictions with a restricted parameter space (Q2334325) (← links)
- Model averaging, asymptotic risk, and regressor groups (Q4586211) (← links)
- Inference for VARs identified with sign restrictions (Q4625062) (← links)
- ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS (Q5218426) (← links)
- TESTING GARCH-X TYPE MODELS (Q5243487) (← links)
- UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL (Q5880803) (← links)
- Wald, QLR, and score tests when parameters are subject to linear inequality constraints (Q6108338) (← links)
- Small sample adjustment for hypotheses testing on cointegrating vectors (Q6581765) (← links)
- Asymptotically Uniform Tests After Consistent Model Selection in the Linear Regression Model (Q6626357) (← links)
