Pages that link to "Item:Q4355150"
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The following pages link to On bartlett and bartlett-type corrections francisco cribari-neto (Q4355150):
Displaying 50 items.
- An improved test for heteroskedasticity using adjusted modified profile likelihood inference (Q90741) (← links)
- Improved chi-squared tests for a composite hypothesis (Q413759) (← links)
- Some corrections of the score test statistic for Gaussian ARMA models (Q467896) (← links)
- Likelihood ratio tests of correlated multivariate samples (Q847411) (← links)
- A Bartlett type correction for Wald test in Cox regression model (Q952843) (← links)
- Improved likelihood inference in Birnbaum-Saunders regressions (Q962385) (← links)
- Comparison of Bartlett-type adjusted tests in the multiparameter case (Q972893) (← links)
- Improved statistical inference for the two-parameter Birnbaum-Saunders distribution (Q1020129) (← links)
- On Birnbaum-Saunders inference (Q1023858) (← links)
- Improved score tests for one-parameter exponential family models (Q1129463) (← links)
- Corrected modified profile likelihood heteroskedasticity tests (Q1613088) (← links)
- Improved likelihood inference in generalized linear models (Q1623453) (← links)
- A small sample correction for tests of hypotheses on the cointegrating vectors (Q1867739) (← links)
- A note on the local power of the LR, Wald, score and gradient tests (Q1950822) (← links)
- Gradient statistic: higher-order asymptotics and Bartlett-type correction (Q1951101) (← links)
- Corrected score tests for exponential censored data (Q1962133) (← links)
- Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance (Q2023456) (← links)
- Bootstrap-based testing inference in beta regressions (Q2180254) (← links)
- The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
- A five-dimensional Riemannian manifold with an irreducible \(\mathrm{SO}(3)\)-structure as a model of abstract statistical manifold (Q2454091) (← links)
- Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference (Q2512630) (← links)
- Bartlett-type adjustments for empirical discrepancy test statistics (Q2581636) (← links)
- Small-Sample Corrections for Score Tests in Birnbaum–Saunders Regressions (Q3083773) (← links)
- BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND (Q3181952) (← links)
- Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica (Q3543712) (← links)
- New results on the likelihood ratio and score tests for the von Mises distribution (Q3589986) (← links)
- Maple script for improving test statistics (Q3615026) (← links)
- Corrected likelihood ratio tests for von mises regression models (Q4237836) (← links)
- The robustness, reliabiligy and power of heteroskedasticity tests (Q4246596) (← links)
- Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing (Q4246599) (← links)
- Second order asymptotics for score tests in exponential family nonlinear models (Q4365864) (← links)
- Generalized bartlett correction (Q4386010) (← links)
- ON IMPROVING THE χ<sup>2</sup>APPROXIMATION OF SCORE TESTS IN LOCATION-SCALE NONLINEAR MODELS (Q4449076) (← links)
- On the robustness of analytical and bootstrtap corrections to score tests in regressios models (Q4513016) (← links)
- BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS (Q4540662) (← links)
- RAO'S SCORE TESTS IN SURVIVAL ANALYSIS: EXAMPLES AND BARTLETT TYPE ADJUSTMENTS (Q4540673) (← links)
- Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar (Q4541667) (← links)
- Approximate Conditional Unit Root Inference (Q4544835) (← links)
- The size and power of analytical amd bootstrap corrections to score tests in regression models (Q4550639) (← links)
- Bartlett corrections in Birnbaum–Saunders nonlinear regression models (Q4912067) (← links)
- On bootstrap testing inference in cure rate models (Q4960773) (← links)
- Hypothesis testing in log-Birnbaum-Saunders regressions (Q4976588) (← links)
- On higher-order moment and cumulant estimation (Q5107739) (← links)
- Corrected likelihood-ratio tests in logistic regression using small-sample data (Q5154075) (← links)
- Some Second-Order Asymptotics for Extreme Value Linear Regression Models (Q5201482) (← links)
- On testing inference in beta regressions (Q5219218) (← links)
- The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (Q5291756) (← links)
- BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD (Q5411513) (← links)
- Bartlett Adjustments for Overdispersed Generalized Linear Models (Q5484676) (← links)
- Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function (Q5861446) (← links)
