scientific article; zbMATH DE number 3052144
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Publication:5791397
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(only showing first 100 items - show all)- 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
- Model specification tests. A simultaneous approach
- 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
- Score tests when a nuisance parameter is unidentified under the null hypothesis
- Comparison of Bartlett-type adjustments for the efficient score statistic
- New Edgeworth-type expansions with finite sample guarantees
- 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
- Tests for the error component model in the presence of local misspecification
- C. Radhakrishna Rao: A Century in Statistical Science
- Test of normality against generalized exponential power alternatives
- A person fit test for IRT models for polytomous items
- Variable dispersion beta regressions with parametric link functions
- 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
- Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods
- 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
- 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
- Modification indices for the 2-PL and the nominal response model
- Some tests for the covariance matrix with fewer observations than the dimension under non-normality
- The gradient test and its finite sample size properties in a conditional maximum likelihood and psychometric modeling context
- 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
- 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
- Seroprevalence of SARS-CoV-2 antibodies in South Korea
- Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
- 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
- On the Boundedness and Nonmonotonicity of Generalized Score Statistics
- Specification testing when score test statistics are identically zero
- On using Lehmann alternatives with nonresponders
- 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
- Some higher-order theory for a consistent non-parametric model specification test
- The “ThreePlusOne” Likelihood-Based Test Statistics: Unified Geometrical and Graphical Interpretations
- Goodness-of-fit tests for models of latency and choice
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
- On improving the robustness and reliability of Rao's score test
- Tests of exponentiality against some parametric over/under-dispersed life time models
- Testing causality using efficiently parametrized vector ARMA models
- Variable selection for structural models
- A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
- Joint models for multiple longitudinal processes and time-to-event outcome
- Modal simulation and visualization in finite mixture models
- Score Test for Missing at Random or Not under Logistic Missingness Models
- Checking the assumptions of Rasch's model for speed tests
- On bootstrap testing inference in cure rate models
- Beyond the number of classes: separating substantive from non-substantive dependence in latent class analysis
- Discussion of “A Tale of Two Datasets: Representativeness and Generalisability of Inference for Samples of Networks” by Pavel N. Krivitsky, Pietro Coletti, and Niel Hens
- On tests for the mean direction of the Langevin distribution
- Tests for large-dimensional covariance structure based on Rao's score test
- A new approach to modeling positive random variables with repeated measures
- Tests for regression models fitted to survey data
- Corrected score tests for exponential censored data
- Score, pseudo-score and residual diagnostics for spatial point process models
- A score-test on measurement errors in rating transition times
- A Robust Generalization of the Rao Test
- Ridge-penalized adaptive mantel test and its application in imaging genetics
- Neyman's C(\(\alpha\) ) test and Rao's efficient score test for composite hypotheses
- Testing equality of two negative binomial means in presence of unequal over-dispersion parameters: a Behrens-Fisher problem analog
- On the equivalence of some test criteria based on BAN estimators for the multivariate exponential family
- Testing covariance structure of large-dimensional data based on Wald's score test
- Improved gradient statistic in heteroskedastic generalized linear models
- Recommended methods to compare the accuracy of two binary diagnostic tests subject to a paired design
- Power analysis for the Wald, LR, score, and gradient tests in a marginal maximum likelihood framework: applications in IRT
- Equivalent linear logistic test models
- A weighted composite likelihood approach to inference from clustered survey data under a two-level model
- Specification testing in Markov-switching time-series models
- Conditional risk models for ordinal response data: Simultaneous logistic regression analysis and generalized score tests
- Covariance structure tests for multivariate \(t\)-distribution
- Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches
- On the class of transmuted-G distributions
- Adjustments of Rao's score test for distributional and local parametric misspecifications
- Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on λ-th power skewness and kurtosis
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