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zbMATH Open0612.62023MaRDI QIDQ3753259FDOQ3753259

Publication date: 1987

Title of this publication is not available (Why is that?)

simulation time series nuisance parameter linear trend upcrossing two-phase regression chi-squared process discrete frequency problem univariate continuous two phase problem

Mathematics Subject Classification ID

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

Cited In (only showing first 100 items - show all)

Extremes of L^p-norm of vector-valued Gaussian processes with trend
Testing multivariate scatter parameter in elliptical model based on forward search method
Competing risk modeling and testing for X-chromosome genetic association
On asymptotically optimal tests under loss of identifiability in semiparametric models
Some statistical properties of efficiency robust tests with applications to genetic association studies
A method of constructing tests based on the quadratic form
Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships
Multivariate association analysis with somatic mutation data
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On a constrained mixture vector autoregressive model
Assessing cumulative logit models via a score test in random effect models
A frequency-calibrated Bayesian search for new particles
Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
Macroeconomics and the reality of mixed frequency data
Fiscal policy in good and bad times
Testing for observation-dependent regime switching in mixture autoregressive models
Semiparametric Methods for Mapping Quantitative Trait Loci with Censored Data
An alternative procedure to test for cointegration in STAR models
Testing for a unit root in a nonlinear quantile autoregression framework
Hypothesis testing when a nuisance parameter is present only under the alternative: Linear model case
Testing One Hypothesis Multiple Times: The Multidimensional Case
On detecting the effect of exposure mixture
Theoretical analysis of power in a two-component normal mixture model
Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models
Score, pseudo-score and residual diagnostics for spatial point process models
Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis
Parameter Identifiability in Statistical Machine Learning: A Review
Optimal inferences for proportional hazards model with parametric covariate transformations
Linearity testing for fuzzy rule-based models
Recent asymptotic results in testing for mixtures
Tree-structured smooth transition regression models
Asymptotics for argmin processes: convexity arguments
Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit
Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
Detection and localization of hidden radioactive sources with spatial statistical method
A proportional score test over the nuisance parameter space: properties and applications
Asymptotic theory for regressions with smoothly changing parameters
On the power of axial tests of uniformity on spheres
A review of optimality of multivariate tests
Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem
Misspecified structural change, threshold, and Markov-switching models.
A unified approach to validating univariate and multivariate conditional distribution models in time series
Confidence intervals in a regression with both linear and non-linear terms
Time-varying threshold cointegration with an application to the Fisher hypothesis
Model‐robust inference for continuous threshold regression models
VOLATILITY SPILLOVER EFFECT ON NONLINEAR CAUSALITY TESTS
Inference when a nuisance parameter is weakly identified under the null hypothesis
Testing for Inequality Constraints in Singular Models by Trimming or Winsorizing the Variance Matrix
Threshold model with a time‐varying threshold based on Fourier approximation
The Jeffreys-Lindley paradox and discovery criteria in high energy physics
Test for homogeneity in Hardy-Weinberg normal mixture model
Identification of confirmatory factor analysis models of different levels of invariance for ordered categorical outcomes
A test for abrupt change in hazard regression models with Weibull baselines
On quantitative trait locus mapping with an interference phenomenon
On finite mixture models
What does financial volatility tell us about macroeconomic fluctuations?
On two-stage Monte Carlo tests of composite hypotheses
On the estimation of a binary response model in a selected population
Robust suptest for the genetic association study under genetic model uncertainty
Testing for the effects of omitted power transformations
Approximating probabilities of correlated events
Semiparametric Regression of Multidimensional Genetic Pathway Data: Least‐Squares Kernel Machines and Linear Mixed Models
A new interval mapping approach based on a general sib-pair regression model with a modified Wald test
Likelihood ratio tests for continuous monotone hazards with an unknown change point
Testing in Semiparametric Models with Interaction, with Applications to Gene–Environment Interactions
Arbitrarily shaped multiple spatial cluster detection for case event data
Modeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive model
A hidden Markov model for informative dropout in longitudinal response data with crisis states
Rao's score test in spatial econometrics
Chi-square processes for gene mapping in a population with family structure
Modelling Australian interest rate swap spreads by mixture autoregressive conditional heteroscedastic processes
Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem
Kriging a soil variable with a simple nonstationary variance model
Bootstrap testing for the null of no cointegration in a threshold vector error correction model
Testing appearance of linear trend
Testing for Granger causality in large mixed-frequency VARs
Large shocks vs. small shocks. (Or does size matter? May be so.)
Regime switching for dynamic correlations
Testing linearity against threshold effects: uniform inference in quantile regression
Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models
Global testing against sparse alternatives in time-frequency analysis
Testing for two-regime threshold cointegration in vector error-correction models.
Optimal changepoint tests for normal linear regression
Bayes factors and nonlinearity: Evidence from economic time series
Semi-Markov Models with Phase-Type Sojourn Distributions
Inference in partially identified heteroskedastic simultaneous equations models
Robust tests in genome-wide scans under incomplete linkage disequilibrium
Testing for constant nonparametric effects in general semiparametric regression models with interactions
Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
Nowcasting causality in mixed frequency vector autoregressive models
Testing When a Parameter is on the Boundary of the Maintained Hypothesis
An asymptotic test for quantitative trait locus detection in presence of missing genotypes
The supremum of chi-square processes
Robust inference in nonlinear models with mixed identification strength
A trinomial test for paired data when there are many ties
Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap
Testing for a unit root in the nonlinear STAR framework
Kernel Machine Approach to Testing the Significance of Multiple Genetic Markers for Risk Prediction
Structural vector autoregressions with smooth transition in variances

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