The following pages link to (Q5791397):
Displayed 50 items.
- Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods (Q272057) (← links)
- Tests for large-dimensional covariance structure based on Rao's score test (Q321908) (← links)
- A Monte Carlo evaluation of three methods to detect local dependence in binary data latent class models (Q369340) (← links)
- The local power of the gradient test (Q421417) (← links)
- Testing homogeneity in clustered (longitudinal) count data regression model with over-dispersion (Q434581) (← links)
- Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models (Q451390) (← links)
- Equivalent linear logistic test models (Q463086) (← links)
- A score-test on measurement errors in rating transition times (Q469565) (← links)
- On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models (Q498051) (← links)
- Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error (Q537520) (← links)
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality (Q538191) (← links)
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix (Q739588) (← links)
- On tests for the mean direction of the Langevin distribution (Q749115) (← links)
- Neyman's C(\(\alpha\) ) test and Rao's efficient score test for composite hypotheses (Q758032) (← links)
- A general approach to Lagrange multiplier model diagnostics (Q801625) (← links)
- Sample size determination within the scope of conditional maximum likelihood estimation with special focus on testing the Rasch model (Q906042) (← links)
- Which Wald statistic? Choosing a parameterization of the Wald statistic to maximize power in \(k\)-sample generalized estimating equations (Q935459) (← links)
- Statistical tests of conditional independence between responses and/or response times on test items (Q971533) (← links)
- Model specification tests. A simultaneous approach (Q1053408) (← links)
- Asymptotic expansions of the distributions of some test statistics (Q1065479) (← links)
- Testing causality using efficiently parametrized vector ARMA models (Q1086960) (← links)
- Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes (Q1116250) (← links)
- A Bartlett-type correction for the subject-years method in comparing survival data to a standard population (Q1126096) (← links)
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method (Q1167506) (← links)
- On the equivalence of some test criteria based on BAN estimators for the multivariate exponential family (Q1173359) (← links)
- The Berry-Esséen theorem for the subject-years method in mortality analysis with censored data (Q1179288) (← links)
- On using Lehmann alternatives with nonresponders (Q1193123) (← links)
- Nonlinear models, rescaling and test invariance (Q1200018) (← links)
- Goodness-of-fit tests for models of latency and choice (Q1244192) (← links)
- Some new statistics for testing hypotheses in parametric models (Q1365556) (← links)
- The power function of conditional tests of the Rasch model (Q1621991) (← links)
- Inference functions and quadratic score tests (Q1764309) (← links)
- Specification testing when score test statistics are identically zero (Q1820541) (← links)
- Asymptotically similar criteria (Q1836235) (← links)
- Variable selection for structural models (Q1866230) (← links)
- Conditional risk models for ordinal response data: Simultaneous logistic regression analysis and generalized score tests (Q1866233) (← links)
- Some higher-order theory for a consistent non-parametric model specification test (Q1866255) (← links)
- Comparison of Bartlett-type adjustments for the efficient score statistic (Q1901724) (← links)
- Specification testing in Markov-switching time-series models (Q1906290) (← links)
- A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers (Q1914216) (← links)
- Misspecification tests and their uses in econometrics (Q1918128) (← links)
- Gradient statistic: higher-order asymptotics and Bartlett-type correction (Q1951101) (← links)
- Corrected score tests for exponential censored data (Q1962133) (← links)
- Variable dispersion beta regressions with parametric link functions (Q2010811) (← links)
- A weighted composite likelihood approach to inference from clustered survey data under a two-level model (Q2051022) (← links)
- Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches (Q2062788) (← links)
- New Edgeworth-type expansions with finite sample guarantees (Q2105182) (← links)
- Seroprevalence of SARS-CoV-2 antibodies in South Korea (Q2132033) (← links)
- Adjustments of Rao's score test for distributional and local parametric misspecifications (Q2181487) (← links)
- Testing that a local optimum of the likelihood is globally optimum using reparameterized embeddings. Applications to wavefront sensing (Q2203364) (← links)