scientific article; zbMATH DE number 3052144

zbMATH Open0034.07503MaRDI QIDQ5791397FDOQ5791397

Authors: C. R. Rao 

Publication date: 1948

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zbMATH Keywords

Statistics

Cited In (only showing first 100 items - show all)

• Model specification tests. A simultaneous approach
• Comparison of Bartlett-type adjustments for the efficient score statistic
• Tests for the error component model in the presence of local misspecification
• Test of normality against generalized exponential power alternatives
• A person fit test for IRT models for polytomous items
• 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
• Variable dispersion beta regressions with parametric link functions
• On marginal quasi-likelihood inference in generalized linear mixed models
• Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods
• Rao's score test in spatial econometrics
• Test for the equality of several correlation coefficients
• The local power of the gradient test
• Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
• Approximate confidence intervals for a linear combination of binomial proportions: a new variant
• Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error
• The power function of conditional tests of the Rasch model
• Misspecification tests and their uses in econometrics
• Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes
• Some new statistics for testing hypotheses in parametric models
• Modification indices for the 2-PL and the nominal response model
• Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
• Two score and 10 years of score tests
• Higher-order asymptotic refinements for score tests in proper dispersion models
• Some tests for the covariance matrix with fewer observations than the dimension under non-normality
• Test for conditional odds ratio in matching pairs inverse sampling design
• A Bartlett-type correction for the subject-years method in comparing survival data to a standard population
• Sample size determination within the scope of conditional maximum likelihood estimation with special focus on testing the Rasch model
• Testing homogeneity in clustered (longitudinal) count data regression model with over-dispersion
• Gradient statistic: higher-order asymptotics and Bartlett-type correction
• Asymptotic expansions of the distributions of some test statistics
• The Berry-Esséen theorem for the subject-years method in mortality analysis with censored data
• Specification testing when score test statistics are identically zero
• On using Lehmann alternatives with nonresponders
• Confidence interval estimation for a difference between two dependent intraclass correlation coefficients with variable class sizes
• Some higher-order theory for a consistent non-parametric model specification test
• Joint models for multiple longitudinal processes and time-to-event outcome
• Goodness-of-fit tests for models of latency and choice
• Modal simulation and visualization in finite mixture models
• Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
• Variable selection for structural models
• Testing causality using efficiently parametrized vector ARMA models
• Beyond the number of classes: separating substantive from non-substantive dependence in latent class analysis
• A new approach to modeling positive random variables with repeated measures
• On tests for the mean direction of the Langevin distribution
• Corrected score tests for exponential censored data
• Tests for large-dimensional covariance structure based on Rao's score test
• Score, pseudo-score and residual diagnostics for spatial point process models
• A score-test on measurement errors in rating transition times
• Neyman's C(\(\alpha\) ) test and Rao's efficient score test for composite hypotheses
• Recommended methods to compare the accuracy of two binary diagnostic tests subject to a paired design
• On the equivalence of some test criteria based on BAN estimators for the multivariate exponential family
• Equivalent linear logistic test models
• Specification testing in Markov-switching time-series models
• Conditional risk models for ordinal response data: Simultaneous logistic regression analysis and generalized score tests
• On the class of transmuted-G distributions
• Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on λ-th power skewness and kurtosis
• Beta seasonal autoregressive moving average models
• An Appraisal and Bibliography of Tests for Multivariate Normality
• On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models
• Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
• A Monte Carlo evaluation of three methods to detect local dependence in binary data latent class models
• Checks of model adequacy for univariate time series models and their application to econometric relationships
• Which Wald statistic? Choosing a parameterization of the Wald statistic to maximize power in \(k\)-sample generalized estimating equations
• A general approach to Lagrange multiplier model diagnostics
• Nonlinear models, rescaling and test invariance
• Sensitivity of Rao's score test, the Wald test and the likelihood ratio test to nuisance parameters
• Identifiability of nonlinear logistic test models
• Statistical tests of conditional independence between responses and/or response times on test items
• Inference functions and quadratic score tests
• A new test for non-linear hypotheses under distributional and local parametric misspecification
• Discrepancy between structured matrices in the power analysis of a separability test
• Dr C R Rao's contributions to the advancement of economic science
• Obituary: Ronald Aylmer Fisher (1890--1962). Life and work of Ronald Aylmer Fisher
• Score tests when a nuisance parameter is unidentified under the null hypothesis
• Log‐symmetric quantile regression models
• Rao's statistic for homogeneity of multiple parameter
• Improved score tests for exponential family nonlinear models
• A general framework for estimation and inference from clusters of features
• Inflated beta autoregressive moving average models
• Unit gamma regression models for correlated bounded data
• New Edgeworth-type expansions with finite sample guarantees
• C. Radhakrishna Rao: A Century in Statistical Science
• S3T: A score statistic for spatiotemporal change point detection
• 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
• Statistical Inference with Local Optima
• 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
• A general expression for second-order covariance matrices -- an application to dispersion models
• The gradient test and its finite sample size properties in a conditional maximum likelihood and psychometric modeling context
• Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
• Seroprevalence of SARS-CoV-2 antibodies in South Korea
• On the Boundedness and Nonmonotonicity of Generalized Score Statistics
• Obituary: Ronald Aylmer Fisher (1890--1962). Life and work of Ronald Aylmer Fisher
• The “ThreePlusOne” Likelihood-Based Test Statistics: Unified Geometrical and Graphical Interpretations
• On improving the robustness and reliability of Rao's score test
• Tests of exponentiality against some parametric over/under-dispersed life time models
• Score Test for Missing at Random or Not under Logistic Missingness Models
• A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
• On bootstrap testing inference in cure rate models

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