| Publication | Date of Publication | Type |
|---|
Simplex regression with a flexible logit link: inference and application to cross-country impunity data (edit)
Applied Mathematical Modelling | 2026-03-24 | Paper |
Fast double bootstrap tests for non-nested beta regressions.
Chilean Journal of Statistics | 2026-02-12 | Paper |
New strategies for detecting atypical observations based on the information matrix equality
Journal of Applied Statistics | 2025-12-16 | Paper |
Theory and computational tool for interval estimation in linear regressions under heteroscedasticity of unknown form using double bootstrap methods
Communications in Statistics. Theory and Methods | 2025-11-11 | Paper |
A novel data-driven dynamic model for inflated doubly-bounded hydro-environmental time series
Applied Mathematical Modelling | 2025-03-10 | Paper |
A varying precision beta prime autoregressive moving average model with application to water flow data
Environmetrics | 2025-02-25 | Paper |
Goodness-of-fit tests for \(\beta\)ARMA hydrological time series modeling
Environmetrics | 2024-10-28 | Paper |
Beta regression misspecification tests
Journal of Statistical Planning and Inference | 2024-08-26 | Paper |
Residual and local influence analyses for unit gamma regressions
Statistica Neerlandica | 2023-12-14 | Paper |
Penalized maximum likelihood estimation in the modified extended Weibull distribution
Communications in Statistics. Simulation and Computation | 2022-07-01 | Paper |
Resampling-based prediction intervals in beta regressions under correct and incorrect model specification
Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
Modified likelihood ratio tests for unit gamma regressions
Journal of Applied Statistics | 2022-02-25 | Paper |
Bimodal Birnbaum-Saunders generalized autoregressive score model
Journal of Applied Statistics | 2022-02-23 | Paper |
Improved testing inferences for beta regressions with parametric mean link function
AStA. Advances in Statistical Analysis | 2021-10-19 | Paper |
Inference in a bimodal Birnbaum-Saunders model
Mathematics and Computers in Simulation | 2021-03-01 | Paper |
Nonnested hypothesis testing in the class of varying dispersion beta regressions
Journal of Applied Statistics | 2020-11-04 | Paper |
A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model
AStA. Advances in Statistical Analysis | 2020-10-12 | Paper |
A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model
AStA Advances in Statistical Analysis | 2020-10-12 | Paper |
Approximate inference in heteroskedastic regressions: a numerical evaluation
Journal of Applied Statistics | 2020-09-29 | Paper |
Bootstrap-based testing inference in beta regressions
Brazilian Journal of Probability and Statistics | 2020-05-13 | Paper |
Influence diagnostics and model validation for the generalized extreme-value nonlinear regression model
Journal of Statistical Computation and Simulation | 2020-04-28 | Paper |
Testing inference in heteroskedastic linear regressions: a comparison of two alternative approaches
Journal of Statistical Computation and Simulation | 2020-04-27 | Paper |
Beta seasonal autoregressive moving average models
Journal of Statistical Computation and Simulation | 2020-04-23 | Paper |
Non-nested hypothesis testing inference for GAMLSS models
Journal of Statistical Computation and Simulation | 2020-04-22 | Paper |
Modified likelihood ratio statistics for inflated beta regressions
Journal of Statistical Computation and Simulation | 2020-03-09 | Paper |
On testing inference in beta regressions
Journal of Statistical Computation and Simulation | 2020-03-09 | Paper |
| Real estate appraisal of land lots using GAMLSS models | 2020-01-06 | Paper |
Real estate appraisal of land lots using GAMLSS models
(available as arXiv preprint) | 2020-01-06 | Paper |
A new log-linear bimodal Birnbaum-Saunders regression model with application to survival data
Brazilian Journal of Probability and Statistics | 2019-05-22 | Paper |
Improved inference for the generalized Pareto distribution
Brazilian Journal of Probability and Statistics | 2018-11-06 | Paper |
Erratum to: ``Bootstrap prediction intervals in beta regressions''
Computational Statistics | 2018-02-07 | Paper |
Erratum to: ``Beta autoregressive moving average models''
Test | 2018-02-01 | Paper |
On nonlinear beta regression residuals
Biometrical Journal | 2017-08-18 | Paper |
Improved Birnbaum-Saunders inference under type II censoring
Computational Statistics and Data Analysis | 2017-06-29 | Paper |
Model selection criteria in beta regression with varying dispersion
Communications in Statistics. Simulation and Computation | 2017-03-03 | Paper |
| scientific article; zbMATH DE number 6616530 (Why is no real title available?) | 2016-08-12 | Paper |
Testing inference in inflated beta regressions under model misspecification
Communications in Statistics. Simulation and Computation | 2016-05-30 | Paper |
Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form
Annals of the Institute of Statistical Mathematics | 2016-02-01 | Paper |
Bootstrap-based model selection criteria for beta regressions
Test | 2016-01-14 | Paper |
Dealing with monotone likelihood in a model for speckled data
Computational Statistics and Data Analysis | 2016-01-12 | Paper |
Erratum to ``Improved point and interval estimation for a beta regression model''
Computational Statistics and Data Analysis | 2016-01-12 | Paper |
Bootstrap prediction intervals in beta regressions
Computational Statistics | 2015-03-05 | Paper |
Testing inference in heteroskedastic fixed effects models
European Journal of Operational Research | 2015-02-19 | Paper |
Foreword: Special section on statistical image and signal processing
Brazilian Journal of Probability and Statistics | 2014-10-29 | Paper |
Errata: Inference Under Heteroskedasticity and Leveraged Data,<i>Communications in Statistics, Theory and Methods</i>, 36, 1877–1888, 2007
Communications in Statistics: Theory and Methods | 2014-07-30 | Paper |
An introduction to Bartlett correction and bias reduction
SpringerBriefs in Statistics | 2014-06-18 | Paper |
Detecting model misspecification in inflated beta regressions
Communications in Statistics. Simulation and Computation | 2014-05-19 | Paper |
New heteroskedasticity-robust standard errors for the linear regression model
Brazilian Journal of Probability and Statistics | 2014-05-02 | Paper |
Improved maximum likelihood estimation in a new class of beta regression models
Brazilian Journal of Probability and Statistics | 2013-09-16 | Paper |
Testing inference in variable dispersion beta regressions
Journal of Statistical Computation and Simulation | 2013-06-12 | Paper |
Bartlett corrections in beta regression models
Journal of Statistical Planning and Inference | 2012-12-28 | Paper |
Diagnostic tools in beta regression with varying dispersion
Statistica Neerlandica | 2011-08-19 | Paper |
A sequence of improved standard errors under heteroskedasticity of unknown form
Journal of Statistical Planning and Inference | 2011-08-01 | Paper |
Beta autoregressive moving average models
Test | 2011-01-22 | Paper |
A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model
AStA. Advances in Statistical Analysis | 2010-11-04 | Paper |
A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model
AStA Advances in Statistical Analysis | 2010-11-04 | Paper |
Improved likelihood inference in Birnbaum-Saunders regressions
Computational Statistics and Data Analysis | 2010-04-06 | Paper |
Improved testing inference in mixed linear models
Computational Statistics and Data Analysis | 2010-04-01 | Paper |
Heteroskedasticity-robust inference in linear regressions
Communications in Statistics. Simulation and Computation | 2010-03-22 | Paper |
A generalization of the exponential-Poisson distribution
Statistics & Probability Letters | 2009-12-04 | Paper |
Heteroskedasticity-consistent interval estimators
Journal of Statistical Computation and Simulation | 2009-10-27 | Paper |
Robust estimation in long-memory processes under additive outliers
Journal of Statistical Planning and Inference | 2009-08-01 | Paper |
Influence diagnostics in beta regression
Computational Statistics and Data Analysis | 2009-06-16 | Paper |
On Birnbaum-Saunders inference
Computational Statistics and Data Analysis | 2009-06-16 | Paper |
Robust estimation in long-memory processes under additive outliers
Journal of Statistical Planning and Inference | 2009-06-09 | Paper |
Improved statistical inference for the two-parameter Birnbaum-Saunders distribution
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Improved point and interval estimation for a beta regression model
Computational Statistics and Data Analysis | 2009-04-06 | Paper |
Improved likelihood inference for the shape parameter in Weibull regression
Journal of Statistical Computation and Simulation | 2008-12-04 | Paper |
Asymptotic inference under heteroskedasticity of unknown form
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
On beta regression residuals
Journal of Applied Statistics | 2008-10-28 | Paper |
Bootstrap-based improved estimators for the two-parameter Birnbaum–Saunders distribution
Journal of Statistical Computation and Simulation | 2008-04-10 | Paper |
Adjusted profile likelihoods for the weibull shape parameter
Journal of Statistical Computation and Simulation | 2007-12-19 | Paper |
Inference Under Heteroskedasticity and Leveraged Data
Communications in Statistics: Theory and Methods | 2007-10-24 | Paper |
Beta Regression for Modelling Rates and Proportions
Journal of Applied Statistics | 2007-09-11 | Paper |
Long Memory Inflationary Dynamics: The Case of Brazil
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
| scientific article; zbMATH DE number 2227263 (Why is no real title available?) | 2005-11-09 | Paper |
Analysis of minute features in speckled imagery with maximum likelihood estimation
EURASIP Journal on Applied Signal Processing | 2005-10-28 | Paper |
Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators
Journal of Statistical Computation and Simulation | 2005-10-17 | Paper |
Improved profile likelihood inference
Journal of Statistical Planning and Inference | 2005-08-22 | Paper |
| scientific article; zbMATH DE number 2171259 (Why is no real title available?) | 2005-05-23 | Paper |
Leverage-adjusted heteroskedastic bootstrap methods
Journal of Statistical Computation and Simulation | 2004-10-28 | Paper |
An improved test for heteroskedasticity using adjusted modified profile likelihood inference
Journal of Statistical Planning and Inference | 2004-09-08 | Paper |
An improved test for heteroskedasticity using adjusted modified profile likelihood inference
Journal of Statistical Planning and Inference | 2004-09-01 | Paper |
Beta Regression for Modelling Rates and Proportions
Journal of Applied Statistics | 2004-08-01 | Paper |
Asymptotic inference under heteroskedasticity of unknown form
Computational Statistics and Data Analysis | 2004-03-01 | Paper |
Improved heteroscedasticity-consistent covariance matrix estimators
Biometrika | 2004-01-27 | Paper |
A Class of Improved Heteroskedasticity-Consistent Covariance Matrix Estimators
Communications in Statistics: Theory and Methods | 2003-08-14 | Paper |
Econometric and statistical computing using Ox
Computational Economics | 2003-08-06 | Paper |
Improved estimation of clutter properties in speckled imagery.
Computational Statistics and Data Analysis | 2003-01-21 | Paper |
Corrected modified profile likelihood heteroskedasticity tests
Statistics & Probability Letters | 2002-09-05 | Paper |
The size and power of analytical amd bootstrap corrections to score tests in regression models
Communications in Statistics: Theory and Methods | 2002-08-26 | Paper |
Higher-order asymptotic refinements for score tests in proper dispersion models
Journal of Statistical Planning and Inference | 2002-04-07 | Paper |
| scientific article; zbMATH DE number 1805833 (Why is no real title available?) | 2002-01-01 | Paper |
Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap<sup>∗</sup>
Journal of Statistical Computation and Simulation | 2001-12-16 | Paper |
Monotonic improved critical values for two \(\chi^{2}\) asymptotic criteria
Economics Letters | 2001-08-20 | Paper |
On the robustness of analytical and bootstrtap corrections to score tests in regressios models
Journal of Statistical Computation and Simulation | 2001-05-17 | Paper |
C for econometricians
Computational Economics | 2001-01-02 | Paper |
Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing
Econometric Reviews | 2000-01-11 | Paper |
On the corrections to information matrix tests
Econometric Reviews | 2000-01-11 | Paper |
Modified maximum likelihood estimation in one-parameter exponential family models
Communications in Statistics: Theory and Methods | 1999-09-05 | Paper |
On bias reduction in exponential and non-exponential family regression models
Communications in Statistics. Simulation and Computation | 1999-05-18 | Paper |
Bias reduction in one-parameter exponential family models
Communications in Statistics. Simulation and Computation | 1999-04-27 | Paper |
Improved score tests for one-parameter exponential family models
Statistics & Probability Letters | 1999-02-03 | Paper |
RESEARCH IN ECONOMETRIC THEORY: QUANTITATIVE AND QUALITATIVE PRODUCTIVITY RANKINGS
Econometric Theory | 1999-01-01 | Paper |
On bootstrap and analytical bias corrections
Economics Letters | 1998-08-13 | Paper |
On bartlett and bartlett-type corrections francisco cribari-neto
Econometric Reviews | 1998-04-29 | Paper |
Second- and third-order bias reduction for one-parameter family models
Statistics & Probability Letters | 1998-04-01 | Paper |
Miscellanea. Local power of three classic criteria in generalised linear models with unknown dispersion
Biometrika | 1998-02-22 | Paper |
Second order asymptotics for score tests in exponential family nonlinear models
Journal of Statistical Computation and Simulation | 1997-11-18 | Paper |
Bartlett corrections for one-parameter exponential family models
Journal of Statistical Computation and Simulation | 1997-11-04 | Paper |
Finite-sample adjustments for homogeneity and symmetry tests in systems of demand equations: A Monte Carlo evaluation
Computational Economics | 1997-11-04 | Paper |
Bias-corrected maximum likelihood estimation for the beta distribution
Journal of Statistical Computation and Simulation | 1997-08-05 | Paper |
Bartlett-corrected tests for heteroskedastic linear models
Economics Letters | 1997-02-28 | Paper |
Improved test statistics for multivariate regression
Economics Letters | 1997-02-28 | Paper |
An improved lagrange multiplier test for heteroskedasticity
Communications in Statistics. Simulation and Computation | 1996-01-14 | Paper |
| scientific article; zbMATH DE number 722352 (Why is no real title available?) | 1995-11-28 | Paper |
Second order asymptotics for score tests in generalised linear models
Biometrika | 1995-11-12 | Paper |
On the corrections to the Wald test of nonlinear restrictions
Economics Letters | 1994-04-26 | Paper |
