Asymptotic properties of homogeneity tests
From MaRDI portal
Publication:5666002
Cited in
(18)- Penalized likelihood-ratio test for finite mixture models with multinomial observations
- Likelihood ratio tests for central mixtures
- On the distribution of the likelihood ratio test statistic for a mixture of two normal distributions
- TESTING FOR HOMOGENEITY IN MIXTURE MODELS
- Test for the equality of several correlation coefficients
- Nonparametric tests for mixed Poisson distributions
- Testing for Poissonity-normality vs. other infinite divisibility
- Nonrobustness of the information test in detecting heterogeneity
- Neyman's \({\mathrm C}(\alpha)\) test for unobserved heterogeneity
- Multi - sample test of equal gamma distribution scale parameters in presence of unknown common shape parameter
- Testtesting for the equality of scale parameters of k(> 2) exponential populations based on complete and type ii censored samples
- Generalized \(C(\alpha)\) tests for estimating functions with serial dependence
- On the asymptotic behavior of mixtures of poisson distributions
- Inference concerning a common dispersion of several treatment groups in the analysis of over/underdispersed count data
- On sampling by index cases
- Asymptotically similar criteria
- Nonlinear models, rescaling and test invariance
- Testing for GARCH effects: A one-sided approach
This page was built for publication: Asymptotic properties of homogeneity tests
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5666002)