AS 155 - MaRDI portal

Cited in

(only showing first 100 items - show all)

The numerical evaluation of the probability density function of a quadratic form in normal variables
Normal and logistic random variables: Distribution of the linear combination
Probabilistic multidimensional scaling: An anisotropic model for distance judgments
Asymptotic expansions for the distribution of quadratic forms in normal variables
Testing for autoregressive against moving average errors in the linear regression model
The Fourier-series method for inverting transforms of probability distributions
The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter
Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
The exact distribution of R^ 2 when the regression disturbances are autocorrelated
Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics
Some consequences of using the Chow tests in the context of autocorrelated disturbances
Nonnested testing for autocorrelation in the linear regression model
The exact powers of some autocorrelation tests when the disturbances are heteroscedastic
Testing for random effects in analysis of covariance model
ACAT
lme4qtl
Testing of linearity in a semiparametric regression model
Error rates in quadratic discrimination with constraints on the covariance matrices
QF
ResMLP
Qapprox
Extending multivariate distance matrix regression with an effect size measure and the asymptotic null distribution of the test statistic
Set-based tests for genetic association in longitudinal studies
On optimal testing for the equality of equicorrelation: An example of loss in power
Quantile dispersion graphs for the comparison of designs for a random two-away model.
An exact invariant variance ratio test.
AS 53
SHAZAM
Testing composite hypothesis based on the density power divergence
On the distribution of extended CIR model
Large deviations of time-averaged statistics for Gaussian processes
On testing variance components in unbalanced mixed linear model.
Testing for autoregressive disturbances in a time series regression with missing observations
UBASIC
A note on smoothing parameter selection for penalized spline smoothing
Optimal testing for equicorrelated linear regression models
Testing the equality of several binomial proportions to a prespecified standard
Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution
Nonnegative quadratic estimation of the mean squared errors of minimax estimators in the linear regression model
A modified harmonic mean test procedure for variance components
Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss
The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model
A Wald-type test of quadratic parametric restrictions
MixSim
Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables
CARP
An optimal test for the additive model with discrete or categorical predictors
On the exact distribution of the likelihood ratio test statistic for testing the homogeneity of the scale parameters of several inverse Gaussian distributions
Algorithm 619
hgm R
On linear combination of generalized logistic random variables with an application to financial returns
Statistical test for fractional Brownian motion based on detrending moving average algorithm
Testing error heterogeneity in censored linear regression
Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models
Exact distributions of intraclass correlation and Cronbach's alpha with Gaussian data and general covariance
A new test for fourth-order autoregressive disturbances
ScreenClean
Data-adaptive multi-locus association testing in subjects with arbitrary genealogical relationships
Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing
Logarithmic Lambert \(W \times \mathcal{F}\) random variables for the family of chi-squared distributions and their applications
FSDA
Multivariate nonparametric test of independence
Assessing trimming methodologies for clustering linear regression data
Simulating mixtures of multivariate data with fixed cluster overlap in FSDA library
Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form
Joint analysis of SNP and gene expression data in genetic association studies of complex diseases
Testing for no effect via splines
Hypothesis testing for Markovian models with random time observations
A multivariate empirical characteristic function test of independence with normal marginals
Mean and variance of the LQG cost function
AS 256
AS 231
AS 275
IMPUTE
A comparison of efficient approximations for a weighted sum of chi-squared random variables
On the distribution of the sample autocorrelation coefficients
The locally unbiased two-sided Durbin-Watson test
Tests for regression models fitted to survey data
A novel random effect model for GWAS meta-analysis and its application to trans-ethnic meta-analysis
Modeling and testing for joint association using a genetic random field model
Second-order reliability method-based inverse reliability analysis using Hessian update for accurate and efficient reliability-based design optimization
Statistical properties of b-adic diaphonies
ManlyMix
IndependenceTests
A test for improved multi-step forecasting
Controlling test size while gaining the benefits of an internal pilot design
Multiple phenotype association tests using summary statistics in genome-wide association studies
TATES
TFisher
GCTA
ALSCAL
SimEstFBM
AS 284
SKAT
robNB
AS 153
AS 204
AS 211
AS 106
CompQuadForm

This page was built for software: AS 155