On the Resolution of Statistical Hypotheses
From MaRDI portal
Cited in
(13)- The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics
- On the multivariate asymptotic distribution of sequential chi-square statistics
- Testing strategies for model specification
- Testing inequality constraints in linear econometric models
- Tests of symmetry in three-way contingency tables
- Asymptotically similar criteria
- Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test
- Combination of Levene-type tests and a finite-intersection method for testing equality of variances against ordered alternatives
- The professional contributions of robert v. hogg
- Testing for the number of change points in a sequence of exponential random variables
- Some applications for Basil's independence theorem in testing econometric models
- Testing equality of several exponential distributions
- ON CHANGE POINT DETECTION AND ESTIMATION
This page was built for publication: On the Resolution of Statistical Hypotheses
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3288505)
