Pages that link to "Item:Q5846739"
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The following pages link to Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large (Q5846739):
Displayed 50 items.
- Sample sizes for improved binomial confidence intervals (Q66060) (← links)
- Optimal weighted average power similar tests for the covariance structure in the linear regression model (Q261899) (← links)
- Anatomy of the Higgs fits: A first guide to statistical treatments of the theoretical uncertainties (Q262878) (← links)
- Time-series estimation of the effects of natural experiments (Q291869) (← links)
- Detection of embeddings in binary Markov chains (Q314172) (← links)
- Power and sample size computation for Wald tests in latent class models (Q318133) (← links)
- Goodness-of-fit for allocation models (Q375057) (← links)
- The local power of the gradient test (Q421417) (← links)
- The epic story of maximum likelihood (Q449800) (← links)
- Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US (Q473249) (← links)
- On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models (Q498051) (← links)
- Sample size calculation based on generalized linear models for differential expression analysis in RNA-seq data (Q523926) (← 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)
- Parameter estimation and inference in the linear mixed model (Q551316) (← links)
- Sample size determination for Rasch model tests (Q615673) (← links)
- On identifiability and information-regularity in parametrized normal distributions (Q677541) (← links)
- Prediction of cardiac arrest recurrence using ensemble classifiers (Q680903) (← links)
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix (Q739588) (← links)
- A statistical test for differential item pair functioning (Q748202) (← links)
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures (Q789863) (← links)
- On tests of independence in a trivariate exponential distribution (Q792716) (← links)
- On asymptotically optimal tests under loss of identifiability in semiparametric models (Q834345) (← links)
- A comment on a paper by H. Wu and M. W. Browne (Q888050) (← links)
- Assessing the relative efficiency of Hausman's test under Bahadur efficiency considerations (Q899853) (← links)
- Testing structural equation models: the effect of kurtosis (Q901622) (← links)
- Sample size determination within the scope of conditional maximum likelihood estimation with special focus on testing the Rasch model (Q906042) (← links)
- Profile likelihood-based confidence intervals and regions for structural equation models (Q906059) (← links)
- A note on generalized Wald's method (Q918605) (← links)
- Detection threshold for non-parametric estimation (Q954143) (← links)
- A truncated inverted beta distribution with application to air pollution data (Q954684) (← links)
- Estimating a difference of Kullback-Leibler risks using a normalized difference of AIC (Q958337) (← links)
- Asymptotic normality of test statistics under alternative hypotheses (Q1006673) (← links)
- Some truncated distributions (Q1016555) (← links)
- A theoretical result for processing signals that have unknown distributions and priors in white Gaussian noise (Q1023651) (← links)
- Optimization in a multivariate generalized linear model situation (Q1023815) (← links)
- A maximum likelihood method for an asymmetric MDS model (Q1023823) (← links)
- Rank procedures for testing subhypotheses in linear regression (Q1062382) (← links)
- Rank-order tests for the parallelism of several regression surfaces (Q1063976) (← links)
- Asymptotic expansions of the distributions of some test statistics (Q1065479) (← links)
- Optimal local Gaussian approximation of an exponential family (Q1085905) (← links)
- Regression type tests for parametric hypotheses based on sums of squared L-statistics (Q1085907) (← links)
- Tests of the parallelism of several regression surfaces based on rank- order estimates (Q1087270) (← links)
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions (Q1092542) (← links)
- On the asymptotic bias of estimators under parameter drift (Q1113568) (← links)
- Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes (Q1116250) (← links)
- Limited information estimators and exogeneity tests for simultaneous probit models (Q1118322) (← links)
- Cramer-type conditions and quadratic mean differentiability (Q1138315) (← links)
- Goodness of fit tests for probabilistic measurement models (Q1140572) (← links)
- Testing the restrictions implied by the rational expectations hypothesis (Q1147483) (← links)
- On Wald tests for globally and locally quadratic restrictions (Q1185203) (← links)