scientific article; zbMATH DE number 3052144
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Publication:5791397
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(only showing first 100 items - show all)- Model specification tests. A simultaneous approach
- Asymptotic expansions of the distributions of some test statistics
- Testing causality using efficiently parametrized vector ARMA models
- Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes
- A Bartlett-type correction for the subject-years method in comparing survival data to a standard population
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
- On the equivalence of some test criteria based on BAN estimators for the multivariate exponential family
- The Berry-Esséen theorem for the subject-years method in mortality analysis with censored data
- On using Lehmann alternatives with nonresponders
- Nonlinear models, rescaling and test invariance
- Goodness-of-fit tests for models of latency and choice
- Some new statistics for testing hypotheses in parametric models
- The power function of conditional tests of the Rasch model
- Inference functions and quadratic score tests
- Specification testing when score test statistics are identically zero
- Asymptotically similar criteria
- Variable selection for structural models
- Conditional risk models for ordinal response data: Simultaneous logistic regression analysis and generalized score tests
- Some higher-order theory for a consistent non-parametric model specification test
- Comparison of Bartlett-type adjustments for the efficient score statistic
- Specification testing in Markov-switching time-series models
- A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
- Misspecification tests and their uses in econometrics
- Gradient statistic: higher-order asymptotics and Bartlett-type correction
- Corrected score tests for exponential censored data
- Variable dispersion beta regressions with parametric link functions
- A weighted composite likelihood approach to inference from clustered survey data under a two-level model
- Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches
- New Edgeworth-type expansions with finite sample guarantees
- Seroprevalence of SARS-CoV-2 antibodies in South Korea
- Adjustments of Rao's score test for distributional and local parametric misspecifications
- Testing that a local optimum of the likelihood is globally optimum using reparameterized embeddings. Applications to wavefront sensing
- Dr C R Rao's contributions to the advancement of economic science
- A general expression for second-order covariance matrices -- an application to dispersion models
- Improved testing inferences for beta regressions with parametric mean link function
- Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
- Modification indices for the 2-PL and the nominal response model
- Checking the assumptions of Rasch's model for speed tests
- Bilinear form test statistics for extremum estimation
- Obituary: Ronald Aylmer Fisher (1890--1962). Life and work of Ronald Aylmer Fisher
- Confidence interval estimation for a difference between two dependent intraclass correlation coefficients with variable class sizes
- Test for conditional odds ratio in matching pairs inverse sampling design
- Beyond the number of classes: separating substantive from non-substantive dependence in latent class analysis
- Assessing and accounting for time heterogeneity in stochastic actor oriented models
- Identifiability of nonlinear logistic test models
- A person fit test for IRT models for polytomous items
- Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods
- Tests for regression models fitted to survey data
- Modal simulation and visualization in finite mixture models
- Tests for large-dimensional covariance structure based on Rao's score test
- A Monte Carlo evaluation of three methods to detect local dependence in binary data latent class models
- The local power of the gradient test
- Testing homogeneity in clustered (longitudinal) count data regression model with over-dispersion
- Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
- Enhancing power of score tests for regression models via Fisher transformation
- Preliminary test Liu-type estimators based on W, LR, and LM test statistics in a regression model
- Approximate confidence intervals for a linear combination of binomial proportions: a new variant
- Equivalent linear logistic test models
- Tests of exponentiality against some parametric over/under-dispersed life time models
- A general framework for estimation and inference from clusters of features
- A score-test on measurement errors in rating transition times
- Test for the equality of several correlation coefficients
- An Appraisal and Bibliography of Tests for Multivariate Normality
- Beta seasonal autoregressive moving average models
- On bootstrap testing inference in cure rate models
- S3T: A score statistic for spatiotemporal change point detection
- On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models
- A powerful and interpretable alternative to the Jarque-Bera test of normality based on 2nd-power skewness and kurtosis, using the Rao's score test on the APD family
- A new approach to modeling positive random variables with repeated measures
- On the class of transmuted-G distributions
- On the test of the volatility proxy model
- Preliminary test almost unbiased two-parameter estimators with Student's \(t\) errors and conflicting test statistics
- Improved score tests for exponential family nonlinear models
- Goodness of fit tests of the two-parameter gamma distribution against the three-parameter generalized gamma distribution
- Recommended methods to compare the accuracy of two binary diagnostic tests subject to a paired design
- Joint models for multiple longitudinal processes and time-to-event outcome
- Testing equality of two negative binomial means in presence of unequal over-dispersion parameters: a Behrens-Fisher problem analog
- Interpretable high-dimensional inference via score projection with an application in neuroimaging
- Test of normality against generalized exponential power alternatives
- Testing covariance structure of large-dimensional data based on Wald's score test
- Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality
- Checks of model adequacy for univariate time series models and their application to econometric relationships
- The gradient test and its finite sample size properties in a conditional maximum likelihood and psychometric modeling context
- On the Boundedness and Nonmonotonicity of Generalized Score Statistics
- The “ThreePlusOne” Likelihood-Based Test Statistics: Unified Geometrical and Graphical Interpretations
- Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on λ-th power skewness and kurtosis
- On marginal quasi-likelihood inference in generalized linear mixed models
- Tests for the error component model in the presence of local misspecification
- Two score and 10 years of score tests
- Rao's score, Neyman's C() and Silvey's LM tests: an essay on historical developments and some new results
- Sensitivity of Rao's score test, the Wald test and the likelihood ratio test to nuisance parameters
- Score tests when a nuisance parameter is unidentified under the null hypothesis
- Rao's statistic for homogeneity of multiple parameter
- Rao's score test in spatial econometrics
- On improving the robustness and reliability of Rao's score test
- Higher-order asymptotic refinements for score tests in proper dispersion models
- Score, pseudo-score and residual diagnostics for spatial point process models
- Obituary: Ronald Aylmer Fisher (1890--1962). Life and work of Ronald Aylmer Fisher
- Improved gradient statistic in heteroskedastic generalized linear models
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