From finite sample to asymptotic methods in statistics.
From MaRDI portal
Publication:3401783
Recommendations
Cited in
(33)- Testing composite hypothesis based on the density power divergence
- An alternative discrete skew Laplace distribution
- Finite sample nonparametric inference and large sample efficiency.
- The circular quantile residual
- A simple and useful regression model for underdispersed count data based on Bernoulli-Poisson convolution
- Phi-divergence statistics for the likelihood ratio order: an approach based on log-linear models
- Asymptotic skewness for the beta regression model
- Large sample properties for a class of copulas in bivariate survival analysis
- Hypothesis testing in a generic nesting framework for general distributions
- The Pareto IV power series cure rate model with applications
- scientific article; zbMATH DE number 777587 (Why is no real title available?)
- The power piecewise exponential model
- Asymptotic statistical inference. A basic course using R
- A regression model for special proportions
- A class of residuals for outlier identification in zero adjusted regression models
- Skewness of maximum likelihood estimators in the varying dispersion beta regression model
- Generalized autoregressive and moving average models: multicollinearity, interpretation and a new modified model
- An EM algorithm for estimating the destructive weighted Poisson cure rate model
- An extension of log-symmetric regression models: R codes and applications
- Bayes factors for comparison of restricted simple linear regression coefficients
- A class of regression models for parallel and series systems with a random number of components
- On ecological aspects of dynamics for zero slope regression for water pollution in Chile
- Applied Asymptotics
- Augmented-limited regression models with an application to the study of the risk perceived using continuous scales
- Forecasting the proportion of stored energy using the unit Burr XII quantile autoregressive moving average model
- Contiguity and irreconcilable nonstandard asymptotics of statistical tests
- Bartlett corrections for zero-adjusted generalized linear models
- Modeling tropical tuna shifts: an inflated power logit regression approach
- Inequality restricted minimum density power divergence estimation in panel count data
- Inferential and predictive procedures for inverse gamma regression model
- R-estimation in linear models: algorithms, complexity, challenges
- Non-proportional hazards model with a PVF frailty term: application with a melanoma dataset
- Improved \(U\)-tests for variance components in one-way random effects models
This page was built for publication: From finite sample to asymptotic methods in statistics.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3401783)
