scientific article; zbMATH DE number 3052144
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Publication:5791397
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- Alternative tests for the significance of the intraclass correlation coefficients under unequal family sizes
- Sensitivity of Rao's score test, the Wald test and the likelihood ratio test to nuisance parameters
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- Score tests when a nuisance parameter is unidentified under the null hypothesis
- Comparison of Bartlett-type adjustments for the efficient score statistic
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- Rao's statistic for homogeneity of multiple parameter
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- Tests for the error component model in the presence of local misspecification
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- A person fit test for IRT models for polytomous items
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- 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
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- A misspecification test for beta prime regression models
- Preliminary test Liu-type estimators based on W, LR, and LM test statistics in a regression model
- On marginal quasi-likelihood inference in generalized linear mixed models
- The local power of the gradient test
- Rao's score test in spatial econometrics
- Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
- Test for the equality of several correlation coefficients
- Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error
- Statistical Inference with Local Optima
- The power function of conditional tests of the Rasch model
- Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes
- Approximate confidence intervals for a linear combination of binomial proportions: a new variant
- Some new statistics for testing hypotheses in parametric models
- Misspecification tests and their uses in econometrics
- A general expression for second-order covariance matrices -- an application to dispersion models
- Homogeneity tests and interval estimations of risk differences for stratified bilateral and unilateral correlated data
- Enhancing power of score tests for regression models via Fisher transformation
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- Obituary: Ronald Aylmer Fisher (1890--1962). Life and work of Ronald Aylmer Fisher
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- Some higher-order theory for a consistent non-parametric model specification test
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- Tests of exponentiality against some parametric over/under-dispersed life time models
- Testing causality using efficiently parametrized vector ARMA models
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- A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
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- Checking the assumptions of Rasch's model for speed tests
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