Inferences of variance function – a parametric robust way
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Cites work
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- A robust adjustment of the profile likelihood
- An extended quasi-likelihood function
- Comparing Two Population Means and Variances: A Parametric Robust Way
- Estimating Regression Models with Multiplicative Heteroscedasticity
- Interpreting Statistical Evidence by using Imperfect Models: Robust Adjusted Likelihood Functions
- Longitudinal data analysis using generalized linear models
- Maximum Likelihood Estimation of Misspecified Models
- On the Probability of Observing Misleading Statistical Evidence
- Quasi-likelihood functions
- Variance functions and the minimum detectable concentration in assays
- Wald's Test as Applied to Hypotheses in Logit Analysis
Cited in
(9)- Comparing Two Population Means and Variances: A Parametric Robust Way
- Regression diagnostic under model misspecification
- Parametric robust inference about regression parameters for the correlation coefficient
- A Robust Score Test for Testing Several Coefficients of Variation with Unknown Underlying Distributions
- Determining the mean-variance relationship in generalized linear models -- A parametric robust way
- Robust likelihood inferences about regression parameters for general bivariate continuous data
- Likelihood inferences for the link function without knowing the true underlying distributions
- Parametric robust test for multiple regression parameters under generalized linear models
- Robust likelihood inference for regression parameters in partially linear models
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