scientific article; zbMATH DE number 3169866

Cited in

(93)

Two-step generalised empirical likelihood inference for semiparametric models
On comparing survival probabilities from discrete observations under unequal censoring
A test for distributional assumptions for the stochastic frontier functions
A regression model to combine results from 2\(\times 2\) tables
On sampling by index cases
Testing the normality assumption in multivariate simultaneous limited dependent variable models
Local Bahadur efficiency of score tests
Verification of composite hypotheses from results of randomized experiments
An asymptotic derivation of Neyman's \(C(\alpha)\) test
On the theory of \(C_{\alpha}\)-tests
Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
Asymptotically minimax tests of composite hypotheses for nonergodic type processes
A review of optimality of multivariate tests
On locally optimal tests for the mean direction of the Langevin distribution
On using Lehmann alternatives with nonresponders
Nonlinear models, rescaling and test invariance
Neyman's \(C({\alpha{}})\) test as a GLRT
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
On statistical methods in neuronal spike-train analysis
Estimating multiple rater agreement for a rare diagnosis
Joint and separate score tests for state dependence and unobserved heterogeneity
A random linear functional approach to efficiency bounds
Nonlinear stochastic inflation modelling using SEASETARs.
Specification tests for the propensity score
Significance testing in non-sparse high-dimensional linear models
Testing variances in wavelet regression models
Specification testing when score test statistics are identically zero
Higher order \(C(\alpha)\) tests with applications to mixture models
Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework
Robust inference for mediated effects in partially linear models
Bounds on the conditional and average treatment effect with unobserved confounding factors
Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
Nonexistence of an unbiased estimating function for the Cox model
Tailor-made tests for goodness of fit to semiparametric hypotheses
Specification analysis of linear quantile models
Locally asymptotically most powerful tests about the effects of \(K\) treatments
Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models
Score test for homogeneity of variances in longitudinal time series via wavelets
Efficient robust tests in parametric models
Invariance, Nonlinear Models, and Asymptotic Tests
Testing problems with nuisance parameters: Linear models under non-classical assumptions
TESTING FOR HOMOGENEITY IN MIXTURE MODELS
Tests of exponentiality against some parametric over/under-dispersed life time models
scientific article; zbMATH DE number 846075 (Why is no real title available?)
Simultaneous inference for pairwise graphical models with generalized score matching
Generalized C() tests for estimating functions with serial dependence
A general approach to conditional moment specification testing with projections
Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
Fixed effects testing in high-dimensional linear mixed models
Testing equality of two negative binomial means in presence of unequal over-dispersion parameters: a Behrens-Fisher problem analog
Analysis of proportions for clustered binary data in the presence of unequal dispersions
Asymptotically minimax tests of composite hypotheses
On optimal asymptotic tests of composite hypotheses with several constraints
scientific article; zbMATH DE number 3354412 (Why is no real title available?)
A new class of tests for overidentifying restrictions in moment condition models
Invariant tests based onM-estimators, estimating functions, and the generalized method of moments
Two score and 10 years of score tests
Rao's score, Neyman's C() and Silvey's LM tests: an essay on historical developments and some new results
Score tests when a nuisance parameter is unidentified under the null hypothesis
On improving the robustness and reliability of Rao's score test
Minimizing sensitivity to model misspecification
A history of the delta method and some new results
Debiased machine learning of set-identified linear models
High-dimensional robust inference for censored linear models
Orthogonal statistical learning
Inference for low-rank models
Locally Robust Semiparametric Estimation
An averaging estimator for two-step m-estimation in semiparametric models
Unified specification tests in partially linear quantile regression models
A Gaussian process approach to model checks
Specification tests for generalised propensity scores using double projections
Covariance alignment: from maximum likelihood estimation to Gromov-Wasserstein
Generalized Lee bounds
Integrative analysis of high-dimensional RCT and RWD subject to censoring and hidden confounding
Generalized C() tests with nonstandard convergence rates
Semiparametric inference based on adaptively collected data
Effect of missing responses on the C() or score tests in one-way layout of count data
A conditional Bayesian approach with valid inference for high dimensional logistic regression
Testing the endogeneity of a spatial weight matrix in the weak-tied spatial dynamic panel data model
Model Checking in Partially Linear Spatial Autoregressive Models
Data-driven smooth tests for a location-scale family revisited
Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments
SOFARI: High-Dimensional Manifold-Based Inference
Neyman-orthogonal goodness-of-fit tests for distributions
Neyman's C(\(\alpha\) ) test and Rao's efficient score test for composite hypotheses
Test for normality in the econometric disequilibrium markets model
Asymptotically minimax tests of some nonstandard composite hypotheses
Sampling control according to a quantitative attribute
A conditional least squares estimation procedure for a disequilibrium market model with autocorrelated errors
Estimation methods for the multivariate \(t\) distribution
Testing the homogeneity of the means of several groups of count data in the presence of unequal dispersions

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