Generalized Inverses, Wald's Method, and the Construction of Chi-Squared Tests of Fit
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Publication:4122616
DOI10.2307/2286920zbMATH Open0352.62017OpenAlexW4250569703MaRDI QIDQ4122616FDOQ4122616
Authors: David S. Moore
Publication date: 1977
Full work available at URL: https://doi.org/10.2307/2286920
Cited In (33)
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- Selecting the best linear regression model. A classical approach
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- Limited information estimation and testing of discretized multivariate normal structural models
- A unifying theory of tests of rank
- General quadratic distance methods for discrete distributions definable recursively.
- A higher-order correct fast moving-average bootstrap for dependent data
- On the distribution of the left singular vectors of a random matrix and its applications
- Testing for inequality constraints in singular models by trimming or winsorizing the variance matrix
- Hierarchical multinomial processing tree models: a latent-class approach
- A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes
- A Comparative Study of Some Modified Chi-Squared Tests
- The dynamic effects of an earnings subsidy for long-term welfare recipients: evidence from the self sufficiency project applicant experiment
- Generalized inverses and asymptotic properties of Wald tests
- A theorem on the rank of a product of matrices with illustration of its use in goodness of fit testing
- A chi-square type test for time-invariant fiber pathways of the brain
- Chi–square tests for comparing vectors of proportions for several cluster samples
- Minimum-distance methods based on quadratic distances for transforms
- A note on generalized Wald's method
- Dimension estimation in sufficient dimension reduction: a unifying approach
- The variance matrix of sample second-order moments in multivariate linear relations
- A matrix equality useful in goodness-of-fit testing of structural equation models
- A modified chi‐square test of independence against a class of ordered alternatives in an r x c contingency table
- Goodness of fit tests based on frequencies and averages of classes
- A statistical reanalysis of the classical Rutherford's experiment
- Testing for elliptical symmetry in covariance matrix based analyses.
- Asymptotically similar criteria
- Compact matrix expressions for generalized Wald tests of equality of moment vectors
- Discrete convolution statistic for hypothesis testing
- Some tests for the equality of covariance matrices
- Eigenprojections and the equality of latent roots of a correlation matrix
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