scientific article; zbMATH DE number 3169866
From MaRDI portal
Publication:3288487
zbMATH Open0104.12602MaRDI QIDQ3288487FDOQ3288487
Authors: Jerzy Splawa-Neyman 
Publication date: 1959
Title of this publication is not available (Why is that?)
Cited In (80)
- Analysis of proportions for clustered binary data in the presence of unequal dispersions
- Local Bahadur efficiency of score tests
- Estimating multiple rater agreement for a rare diagnosis
- Asymptotically minimax tests of composite hypotheses for nonergodic type processes
- Locally asymptotically most powerful tests about the effects of \(K\) treatments
- Higher order \(C(\alpha)\) tests with applications to mixture models
- TESTING FOR HOMOGENEITY IN MIXTURE MODELS
- Asymptotically minimax tests of some nonstandard composite hypotheses
- Testing the normality assumption in multivariate simultaneous limited dependent variable models
- On optimal asymptotic tests of composite hypotheses with several constraints
- Nonlinear stochastic inflation modelling using SEASETARs.
- Verification of composite hypotheses from results of randomized experiments
- On the theory of \(C_{\alpha}\)-tests
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework
- Neyman's \(C({\alpha{}})\) test as a GLRT
- Data-driven smooth tests for a location-scale family revisited
- Tailor-made tests for goodness of fit to semiparametric hypotheses
- Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
- Two score and 10 years of score tests
- Testing problems with nuisance parameters: Linear models under non-classical assumptions
- Specification testing when score test statistics are identically zero
- On using Lehmann alternatives with nonresponders
- Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models
- Specification analysis of linear quantile models
- On improving the robustness and reliability of Rao's score test
- Testing the homogeneity of the means of several groups of count data in the presence of unequal dispersions
- A random linear functional approach to efficiency bounds
- Sampling control according to a quantitative attribute
- Inference for low-rank models
- Invariance, Nonlinear Models, and Asymptotic Tests
- Joint and separate score tests for state dependence and unobserved heterogeneity
- Two-step generalised empirical likelihood inference for semiparametric models
- Neyman's C(\(\alpha\) ) test and Rao's efficient score test for composite hypotheses
- Specification tests for the propensity score
- A new class of tests for overidentifying restrictions in moment condition models
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
- A test for distributional assumptions for the stochastic frontier functions
- A conditional least squares estimation procedure for a disequilibrium market model with autocorrelated errors
- An asymptotic derivation of Neyman's \(C(\alpha)\) test
- Invariant tests based onM-estimators, estimating functions, and the generalized method of moments
- A review of optimality of multivariate tests
- On locally optimal tests for the mean direction of the Langevin distribution
- Test for normality in the econometric disequilibrium markets model
- On comparing survival probabilities from discrete observations under unequal censoring
- Fixed Effects Testing in High-Dimensional Linear Mixed Models
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
- Asymptotically minimax tests of composite hypotheses
- Bounds on the conditional and average treatment effect with unobserved confounding factors
- Title not available (Why is that?)
- Hypothesis tests for the one-way layout of type II censored data from Weibull populations
- The effect of grouping on the power of the Mantel-Haenszel test for the comparison of survival rates
- A regression model to combine results from 2\(\times 2\) tables
- On sampling by index cases
- Efficient robust tests in parametric models
- On statistical methods in neuronal spike-train analysis
- Estimation methods for the multivariate \(t\) distribution
- Significance testing in non-sparse high-dimensional linear models
- Robust inference for mediated effects in partially linear models
- Testing variances in wavelet regression models
- Nonlinear models, rescaling and test invariance
- Nonexistence of an unbiased estimating function for the Cox model
- Score tests when a nuisance parameter is unidentified under the null hypothesis
- Orthogonal statistical learning
- Title not available (Why is that?)
- Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence
- Testing equality of two negative binomial means in presence of unequal over-dispersion parameters: a Behrens–Fisher problem analog
- Debiased machine learning of set-identified linear models
- A history of the delta method and some new results
- Tests of exponentiality against some parametric over/under-dispersed life time models
- Minimizing sensitivity to model misspecification
- Locally Robust Semiparametric Estimation
- Title not available (Why is that?)
- A general approach to conditional moment specification testing with projections
- Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
- Unified specification tests in partially linear quantile regression models
- Score test for homogeneity of variances in longitudinal time series via wavelets
- A Gaussian process approach to model checks
- Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
- An averaging estimator for two-step m-estimation in semiparametric models
- High-dimensional robust inference for censored linear models
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3288487)
