Pages that link to "Item:Q5943791"

The following pages link to Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results (Q5943791):

Displaying 31 items.

• Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods (Q272057) (← links)
• A simple spatial dependence test robust to local and distributional misspecifications (Q485576) (← links)
• Data-driven smooth tests for a location-scale family revisited (Q715759) (← links)
• A new method of projection-based inference in GMM with weakly identified nuisance parameters (Q738026) (← links)
• Network ANOVA random effects models for node attributes (Q828019) (← links)
• New goodness-of-fit tests for the error distribution of autoregressive time-series models (Q951930) (← links)
• Testing for serial correlation in hierarchical linear models (Q1742734) (← links)
• The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (Q1858925) (← links)
• An efficient and flexible multiplicity adjustment for chi-square endpoints (Q2091967) (← links)
• Subgraph network random effects error components models: specification and testing (Q2121823) (← links)
• General and feasible tests with multiply-imputed datasets (Q2131261) (← links)
• Adjustments of Rao's score test for distributional and local parametric misspecifications (Q2181487) (← links)
• Dr C R Rao's contributions to the advancement of economic science (Q2211880) (← links)
• Inference in a structural heteroskedastic calibration model (Q2340396) (← links)
• Testing for heteroskedasticity and serial correlation in a random effects panel data model (Q2630153) (← links)
• Testing for random effects and serial correlation in spatial autoregressive models (Q2655061) (← links)
• Testing for independence in J×K contingency tables with complex sample survey data (Q2803512) (← links)
• A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS (Q2847589) (← links)
• Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty (Q3018666) (← links)
• Robust Misspecification Tests for the Heckman's Two-Step Estimator (Q3086363) (← links)
• Simultaneous Confidence Intervals for Comparing Binomial Parameters (Q3549424) (← links)
• Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence (Q4976481) (← links)
• Goodness of fit tests of the two-parameter gamma distribution against the three-parameter generalized gamma distribution (Q5082848) (← links)
• Neyman's C(α) test for the shape parameter of the exponential power class (Q5086074) (← links)
• A test for detecting etiologic heterogeneity in epidemiological studies (Q5138014) (← links)
• The Pearson Score Statistic for Multinomial-Poisson Models (Q5172813) (← links)
• Optimal Method for Realizing Two-Sided Inferences About a Linear Combination of Two Proportions (Q5299826) (← links)
• <i>M</i>Tests with a New Normalization Matrix (Q5863556) (← links)
• Invariant tests based on<i>M</i>-estimators, estimating functions, and the generalized method of moments (Q5864460) (← links)
• Two score and 10 years of score tests (Q5943790) (← links)
• Rao's score test with nonparametric density estimators (Q5943795) (← links)