scientific article; zbMATH DE number 3052144

From MaRDI portal
Publication:5791397

zbMath0034.07503MaRDI QIDQ5791397

C. Radhakrishna Rao

Publication date: 1948


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Improved gradient statistic in heteroskedastic generalized linear models, Score Test for Missing at Random or Not under Logistic Missingness Models, Log‐symmetric quantile regression models, Statistical Inference with Local Optima, C. Radhakrishna Rao: A Century in Statistical Science, Inflated beta autoregressive moving average models, Unit gamma regression models for correlated bounded data, A misspecification test for beta prime regression models, A new distance-based distribution: detecting concentration in directional data, 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, Power analysis for the Wald, LR, score, and gradient tests in a marginal maximum likelihood framework: applications in IRT, Unnamed Item, 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, Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on λ-th power skewness and kurtosis, Test for conditional odds ratio in matching pairs inverse sampling design, Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods, 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, The power function of conditional tests of the Rasch model, A new approach to modeling positive random variables with repeated measures, Seroprevalence of SARS-CoV-2 antibodies in South Korea, Testing causality using efficiently parametrized vector ARMA models, Modal simulation and visualization in finite mixture models, On the test of the volatility proxy model, Test of Normality Against Generalized Exponential Power Alternatives, Tests for large-dimensional covariance structure based on Rao's score test, Comparison of Bartlett-type adjustments for the efficient score statistic, Specification testing in Markov-switching time-series models, ENHANCING POWER OF SCORE TESTS FOR REGRESSION MODELS VIA FISHER TRANSFORMATION, Some new statistics for testing hypotheses in parametric models, Preliminary test almost unbiased two-parameter estimators with student’sterrors and conflicting test statistics, Improved score tests for exponential family nonlinear models, Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes, A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers, An Appraisal and Bibliography of Tests for Multivariate Normality, Goodness of fit tests of the two-parameter gamma distribution against the three-parameter generalized gamma distribution, Misspecification tests and their uses in econometrics, A Monte Carlo evaluation of three methods to detect local dependence in binary data latent class models, A Bartlett-type correction for the subject-years method in comparing survival data to a standard population, Adjustments of Rao's score test for distributional and local parametric misspecifications, Beyond the number of classes: separating substantive from non-substantive dependence in latent class analysis, Recommended methods to compare the accuracy of two binary diagnostic tests subject to a paired design, Testing covariance structure of large-dimensional data based on Wald’s score test, The local power of the gradient test, Sample size determination within the scope of conditional maximum likelihood estimation with special focus on testing the Rasch model, Testing that a local optimum of the likelihood is globally optimum using reparameterized embeddings. Applications to wavefront sensing, Testing homogeneity in clustered (longitudinal) count data regression model with over-dispersion, 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, Gradient statistic: higher-order asymptotics and Bartlett-type correction, Dr C R Rao's contributions to the advancement of economic science, Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models, Assessing and accounting for time heterogeneity in stochastic actor oriented models, Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method, Corrected score tests for exponential censored data, Equivalent linear logistic test models, A score-test on measurement errors in rating transition times, 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, Which Wald statistic? Choosing a parameterization of the Wald statistic to maximize power in \(k\)-sample generalized estimating equations, A general expression for second-order covariance matrices -- an application to dispersion models, Tests of exponentiality against some parametric over/under-dispersed life time models, Improved testing inferences for beta regressions with parametric mean link function, On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models, Unnamed Item, Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors, On using Lehmann alternatives with nonresponders, Nonlinear models, rescaling and test invariance, Modification indices for the 2-PL and the nominal response model, On marginal quasi-likelihood inference in generalized linear mixed models, Tests for the error component model in the presence of local misspecification, 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, Inference functions and quadratic score tests, Checking the assumptions of Rasch's model for speed tests, Statistical tests of conditional independence between responses and/or response times on test items, Variable dispersion beta regressions with parametric link functions, Two score and 10 years of score tests, Rao's score, Neyman's \(C(\alpha)\) 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, Checks of model adequacy for univariate time series models and their application to econometric relationships, Goodness-of-fit tests for models of latency and choice, A General Framework for Estimation and Inference From Clusters of Features, Identifiability of nonlinear logistic test models, Tests for Regression Models Fitted to Survey Data, A person fit test for IRT models for polytomous items, Beta seasonal autoregressive moving average models, On bootstrap testing inference in cure rate models, Score test for a separable covariance structure with the first component as compound symmetric correlation matrix, Bilinear form test statistics for extremum estimation, S3T: A score statistic for spatiotemporal change point detection, A weighted composite likelihood approach to inference from clustered survey data under a two-level model, On tests for the mean direction of the Langevin distribution, 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, Neyman's C(\(\alpha\) ) test and Rao's efficient score test for composite hypotheses, Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches, Specification testing when score test statistics are identically zero, Interpretable High-Dimensional Inference Via Score Projection With an Application in Neuroimaging, Test for the equality of several correlation coefficients, 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, Asymptotically similar criteria, Model specification tests. A simultaneous approach, A general approach to Lagrange multiplier model diagnostics, New Edgeworth-type expansions with finite sample guarantees, The gradient test and its finite sample size properties in a conditional maximum likelihood and psychometric modeling context, Asymptotic expansions of the distributions of some test statistics, 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, On the Boundedness and Nonmonotonicity of Generalized Score Statistics, The “ThreePlusOne” Likelihood-Based Test Statistics: Unified Geometrical and Graphical Interpretations