scientific article; zbMATH DE number 3522963
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Publication:4101268
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- Exact conditional inference for two uniform populations
- Tree-structured model diagnostics for linear regression
- Homogeneity diagnostics for skew-normal nonlinear regression models
- Improved point and interval estimation for a beta regression model
- FIM for Arnold and Strauss's bivariate gamma distribution
- Models for purchase frequency
- On-line predictive linear regression
- Information matrix for a mixture of two Laplace distributions
- Diagnostics analysis for log-Birnbaum-Saunders regression models
- Nonconservative exact small-sample inference for discrete data
- Log-Burr XII regression models with censored data
- A maximum-likelihood estimator with infinite error
- AEGIS---attribute experimentation guiding improvement searches
- Tests for normality in classes of skew-t alternatives
- New methods for analyzing structural models of labor force dynamics
- Moments and order statistics of extinction times in multitype branching processes and their relation to random selection models
- Weighted averaging of species indicator values: Its efficiency in environmental calibration
- Inference about a change point in experimental neurophysiology
- Likelihood-based confidence regions for log-linear models
- Self-selection biases in correlational studies based on questionnaires
- An empirical investigation of some effects of sparseness in contingency tables
- Testing causality using efficiently parametrized vector ARMA models
- Generalised residuals and heterogeneous duration models with applications to the Weibull model
- Asymptotic theory of conditional inference for stochastic processes
- A general methodology for determining distributional forms with applications in reliability
- A shrunken leaving-one-out estimator of error rate
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- Asymptotic equivalence between frequentist and Bayesian prediction limits for the Poisson distribution
- The reliability of a test procedure for identifying defective components
- The foundations of confounding in epidemiology
- Equivariant estimation of a mean vector \(\mu\) of N(\(\mu\) ,\(\Sigma\) ) with \(\mu '\Sigma ^{-1}\mu =1\) or \(\Sigma ^{-}\mu =c\) or \(\Sigma =\sigma\) 2\(\mu\) '\(\mu\) I
- Likelihood and other approaches to prediction in dynamic models
- Forecasting and testing in co-integrated systems
- Distribution-free and link-free estimation for the sample selection model
- Unbiased estimation for distributions with shift and scale parameters
- Statistical inference in non-nested econometric models
- Multivariate contemporaneous ARMA model with hydrological applications
- Estimation of functionals of an a priori density
- A Bayesian method of parameter identification and prediction of states of linear stationary dynamical systems
- On the theory of \(C_{\alpha}\)-tests
- Predictive efficiency for simple non-linear models
- The ^ 2 process and its application to statistics
- Sensitivity analysis and the ``what if problem in simulation analysis
- Smooth extensions of Pearsons's product moment correlation and Spearman's rho
- Information theory as a unifying statistical approach for use in marketing research
- Estimating the variance of the LAD regression coefficients.
- Treatment comparisons with screenable endpoints.
- Parameter estimation using transform estimation in time-evolving models
- Useful invariance results for generalized regression models
- On the existence of stimulus-event relations for sensory neurons: A statistical method
- Bessel regression model: Robustness to analyze bounded data
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
- Optimal tests and estimators for truncated exponential families
- Survival analysis
- Bisimulation through probabilistic testing
- Rank tests for testing randomness of a regression coefficient in a linear regression model
- Statistical inference using maximum likelihood estimation and the generalized likelihood ratio when the true parameter is on the boundary of the parameter space
- Interval estimation of system reliability using a conditional distribution function of the number of failures
- Nonlinear models, rescaling and test invariance
- Simultaneous prediction regions
- Equivalent models in covariance structure analysis
- Optimal estimation in random coefficient regression models
- A geometric look at nuisance parameter effect of local powers in testing hypothesis
- Conditioning for variance reduction in estimating the sensitivity of simulations
- Comparative kinetics of embryo development
- Statistical inference for a certain class of bivariate distributions
- On the efficient estimation methods for the macro-economic models nonlinear in variables
- Why randomize?
- Approximate maximum likelihood estimation in linear regression
- Assessing the performance of empirical Bayes estimators
- Monte Carlo study of the -point for collapsing trees
- On bias in maximum likelihood estimators.
- A Bayesian method for combining statistical tests
- On a sign method of estimation for nonlinear regression
- A stochastic interpretation of membership functions
- On the global and componentwise rates of convergence of the EM algorithm
- Multiple optima and asymptotic approximations in the partial adjustment model
- The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family
- Direct cointegration testing in error correction models
- On the problem of stable image restoration
- Robust bounded influence tests against one-sided hypoptheses in general parametric models
- A test of homogeneity versus a specified heterogeneity in an epidemic model
- Stopping rules and the likelihood function
- Some new statistics for testing hypotheses in parametric models
- Detecting shocks: Outliers and breaks in time series
- Semiparametric likelihood ratio inference
- Bias correction for a class of multivariate nonlinear regression models
- A note on sufficiency and information loss
- Granulometric smoothing
- Accelerated life testing models for nonhomogeneous Poisson processes
- Likelihood based frequentist inference when data are missing at random
- Properties of Honda's test of random individual effects in non-linear regressions
- Parameter estimation with grouped data according to the linearization method -- a comparison with alternative approaches
- Local score tests in mixture exponential family
- General quadratic distance methods for discrete distributions definable recursively.
- Asymptotics and the theory of inference
- Testing for varying dispersion in discrete exponential family nonlinear models
- The 22 table: A discussion from a Bayesian viewpoint.
- The emperor's new tests. (With comments and a rejoinder).
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