scientific article; zbMATH DE number 3169866

Cited in

(80)

On comparing survival probabilities from discrete observations under unequal censoring
On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
Asymptotically minimax tests of some nonstandard composite hypotheses
Testing problems with nuisance parameters: Linear models under non-classical assumptions
Hypothesis tests for the one-way layout of type II censored data from Weibull populations
A regression model to combine results from 2\(\times 2\) tables
The effect of grouping on the power of the Mantel-Haenszel test for the comparison of survival rates
On sampling by index cases
Invariant tests based onM-estimators, estimating functions, and the generalized method of moments
Sampling control according to a quantitative attribute
Higher order \(C(\alpha)\) tests with applications to mixture models
Efficient robust tests in parametric models
Nonlinear models, rescaling and test invariance
Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework
TESTING FOR HOMOGENEITY IN MIXTURE MODELS
Neyman's \(C({\alpha{}})\) test as a GLRT
Two-step generalised empirical likelihood inference for semiparametric models
A conditional least squares estimation procedure for a disequilibrium market model with autocorrelated errors
Neyman's C(\(\alpha\) ) test and Rao's efficient score test for composite hypotheses
Test for normality in the econometric disequilibrium markets model
Inference for low-rank models
Locally asymptotically most powerful tests about the effects of \(K\) treatments
A random linear functional approach to efficiency bounds
On using Lehmann alternatives with nonresponders
On statistical methods in neuronal spike-train analysis
A review of optimality of multivariate tests
On locally optimal tests for the mean direction of the Langevin distribution
Joint and separate score tests for state dependence and unobserved heterogeneity
Testing the normality assumption in multivariate simultaneous limited dependent variable models
On optimal asymptotic tests of composite hypotheses with several constraints
Estimation methods for the multivariate \(t\) distribution
Fixed effects testing in high-dimensional linear mixed models
On improving the robustness and reliability of Rao's score test
Specification tests for the propensity score
Significance testing in non-sparse high-dimensional linear models
Robust inference for mediated effects in partially linear models
Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models
Data-driven smooth tests for a location-scale family revisited
Nonlinear stochastic inflation modelling using SEASETARs.
Testing variances in wavelet regression models
Verification of composite hypotheses from results of randomized experiments
Specification analysis of linear quantile models
Asymptotically minimax tests of composite hypotheses
Local Bahadur efficiency of score tests
On the theory of \(C_{\alpha}\)-tests
Tailor-made tests for goodness of fit to semiparametric hypotheses
Estimating multiple rater agreement for a rare diagnosis
A test for distributional assumptions for the stochastic frontier functions
Asymptotically minimax tests of composite hypotheses for nonergodic type processes
An asymptotic derivation of Neyman's \(C(\alpha)\) test
Specification testing when score test statistics are identically zero
Simultaneous inference for pairwise graphical models with generalized score matching
Invariance, Nonlinear Models, and Asymptotic Tests
Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
Bounds on the conditional and average treatment effect with unobserved confounding factors
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
Analysis of proportions for clustered binary data in the presence of unequal dispersions
Testing the homogeneity of the means of several groups of count data in the presence of unequal dispersions
A new class of tests for overidentifying restrictions in moment condition models
Locally Robust Semiparametric Estimation
A Gaussian process approach to model checks
Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
scientific article; zbMATH DE number 3354412 (Why is no real title available?)
Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
Nonexistence of an unbiased estimating function for the Cox model
Unified specification tests in partially linear quantile regression models
Score test for homogeneity of variances in longitudinal time series via wavelets
Score tests when a nuisance parameter is unidentified under the null hypothesis
A history of the delta method and some new results
An averaging estimator for two-step m-estimation in semiparametric models
A general approach to conditional moment specification testing with projections
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
Generalized \(C(\alpha)\) tests for estimating functions with serial dependence
scientific article; zbMATH DE number 846075 (Why is no real title available?)
Orthogonal statistical learning
High-dimensional robust inference for censored linear models
Tests of exponentiality against some parametric over/under-dispersed life time models
Minimizing sensitivity to model misspecification

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