scientific article; zbMATH DE number 3990600

MaRDI QIDQ3753259zbMATH OpenFDO

Authors Robert Davies

Publication date 1987

zbMATH Keywords

chi-squared processdiscrete frequency problemlinear trendnuisance parametersimulationtime seriestwo-phase regressionunivariate continuous two phase problemupcrossing

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models
• Arbitrarily shaped multiple spatial cluster detection for case event data
• Recent asymptotic results in testing for mixtures
• Tree-structured smooth transition regression models
• Asymptotics for argmin processes: convexity arguments
• A review of optimality of multivariate tests
• Testing for GARCH effects: A one-sided approach
• Testing appearance of linear trend
• Bayes factors and nonlinearity: Evidence from economic time series
• Threshold effects in non-dynamic panels: Estimation, testing, and inference
• Survival analysis with time-varying regression effects using a tree-based approach
• A method of constructing tests based on the quadratic form
• A frequency-calibrated Bayesian search for new particles
• What does financial volatility tell us about macroeconomic fluctuations?
• Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis
• On two-stage Monte Carlo tests of composite hypotheses
• Asymptotic theory for regressions with smoothly changing parameters
• The Jeffreys-Lindley paradox and discovery criteria in high energy physics
• Testing multivariate scatter parameter in elliptical model based on forward search method
• Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships
• The admixture model in linkage analysis
• Misspecified structural change, threshold, and Markov-switching models.
• Testing for two-regime threshold cointegration in vector error-correction models.
• Testing for a unit root in the nonlinear STAR framework
• Optimal changepoint tests for normal linear regression
• Testing for the effects of omitted power transformations
• Optimal inferences for proportional hazards model with parametric covariate transformations
• Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
• Inference when a nuisance parameter is weakly identified under the null hypothesis
• Confidence intervals in a regression with both linear and non-linear terms
• Fiscal policy in good and bad times
• Nowcasting causality in mixed frequency vector autoregressive models
• Testing for observation-dependent regime switching in mixture autoregressive models
• On the power of axial tests of uniformity on spheres
• Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit
• Inference in partially identified heteroskedastic simultaneous equations models
• On a constrained mixture vector autoregressive model
• Kriging a soil variable with a simple nonstationary variance model
• The limiting bound of Efron's W-formula for hypothesis testing when a nuisance parameter is present only under the alternative
• An alternative procedure to test for cointegration in STAR models
• Testing for a changepoint in the Cox survival regression model
• On detecting harmonic oscillations
• Identification of confirmatory factor analysis models of different levels of invariance for ordered categorical outcomes
• Unit root testing in presence of a double threshold process
• Theoretical analysis of power in a two-component normal mixture model
• A unified approach to validating univariate and multivariate conditional distribution models in time series
• On quantitative trait locus mapping with an interference phenomenon
• The dynamic invariant multinomial probit model: identification, pretesting and estimation
• Chi-square processes for gene mapping in a population with family structure
• Inference under right censoring for transformation models with a change-point based on a covariate threshold
• New testing approaches for mean-variance predictability
• Panel threshold spatial Durbin models with individual fixed effects
• Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models
• Testing for co-nonlinearity
• Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand
• Effects of filtering data on testing asymmetry in threshold autoregressive models
• Flexible Fourier form for volatility breaks
• The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach
• Robust and efficient specification tests in Markov-switching autoregressive models
• Regression discontinuity designs with unknown state-dependent discontinuity points: estimation and testing
• Time-varying threshold cointegration with an application to the Fisher hypothesis
• Performances of a test for homogeneity against a Gaussian mixture hypothesis
• Bootstrap testing for the null of no cointegration in a threshold vector error correction model
• Tests for linearity in star models: SupWald and LM-type tests
• Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models
• Testing for co-integration and nonlinear adjustment in a smooth transition error correction model
• Contemporaneous threshold autoregressive models: estimation, testing and forecasting
• Large shocks vs. small shocks. (Or does size matter? May be so.)
• Regime switching for dynamic correlations
• Some statistical properties of efficiency robust tests with applications to genetic association studies
• Adjusted supremum score-type statistics for evaluating non-standard hypotheses
• Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
• Hypothesis testing in a mixture case-control model
• Identification of TAR models using recursive estimation
• Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models
• Semi-Markov Models with Phase-Type Sojourn Distributions
• Global testing against sparse alternatives in time-frequency analysis
• Kernel Machine Approach to Testing the Significance of Multiple Genetic Markers for Risk Prediction
• ADL tests for threshold cointegration
• Multivariate association analysis with somatic mutation data
• A Case-Cohort Design for Assessing Covariate Effects in Longitudinal Studies
• Erosion of Regression Effect in a Survival Study
• Testing effect of a drug using multiple nested models for the dose-response
• Testing in Semiparametric Models with Interaction, with Applications to Gene–Environment Interactions
• Asymptotic test of mixture model and its applications to QTL interval mapping
• A test for abrupt change in hazard regression models with Weibull baselines
• Robust suptest for the genetic association study under genetic model uncertainty
• Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem
• scientific article; zbMATH DE number 718746 (Why is no real title available?)
• Hypothesis testing when a nuisance parameter is present only under the alternative: Linear model case
• Testing When a Parameter is on the Boundary of the Maintained Hypothesis
• Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
• On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability
• Directionally differentiable econometric models
• Comparison of different approaches for dose response analysis
• An asymptotic test for quantitative trait locus detection in presence of missing genotypes
• The supremum of chi-square processes
• Step‐function covariate effects in the proportional‐hazards model
• Estimation and testing linearity for non-linear mixed Poisson autoregressions
• Evaluating statistical hypotheses using weakly-identifiable estimating functions

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