scientific article; zbMATH DE number 7829050
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Cites work
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- Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
- Improved chi-squared tests for a composite hypothesis
- Improvement of Kernel Type Density Estimators
- Invariants and likelihood ratio statistics
- Inverse gamma kernel density estimation for nonnegative data
- Kernel Density Estimation for Compositional Data
- Large sample results for varying kernel regression estimates
- Likelihood ratio and associated test criteria
- Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions
- Miscellanea Kernel-Type Density Estimation on the Unit Interval
- Mixing: Properties and examples
- Multiplicative bias correction for asymmetric kernel density estimators revisited
- Multivariate elliptical-based Birnbaum-Saunders kernel density estimation for nonnegative data
- Nonparametric density estimation for nonnegative data, using symmetrical-based inverse and reciprocal inverse Gaussian kernels through dual transformation
- On Bartlett correction of empirical likelihood in the presence of nuisance parameters
- On Estimation of a Probability Density Function and Mode
- On improving convergence rates for nonnegative kernel density estimators
- On multivariate associated kernels to estimate general density functions
- On the accuracy of empirical likelihood confidence intervals forM-Functionals
- On the accuracy of empirical likelihood confidence regions for linear regression model
- On the second-order properties of empirical likelihood with moment restrictions
- On the validity of the formal Edgeworth expansion
- Parameter Estimation for a Generalized Gamma Distribution
- Probability density estimation using delta sequences
- Probability density function estimation using gamma kernels
- Properties of sufficiency and statistical tests
- Re-formulation of inverse Gaussian, reciprocal inverse Gaussian, and Birnbaum-Saunders kernel estimators
- Remarks on Some Nonparametric Estimates of a Density Function
- Sensitivity of Rao's score test, the Wald test and the likelihood ratio test to nuisance parameters
- Smoothing histograms by means of lattice- and continuous distributions
- Some New Estimates for Distribution Functions
- Statistical Properties of Inverse Gaussian Distributions. I
- Statistical properties of the generalized inverse Gaussian distribution
- SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION
- Testing linear restrictions in linear models with empirical likelihood
- Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
- The Generalized Birnbaum–Saunders Distribution and Its Theory, Methodology, and Application
- The Lagrangian Multiplier Test
- The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
- The likelihood ratio criterion and the asymptotic expansion of its distribution
- The likelihood ratio criterion for a composite hypothesis under a local alternative
- The local power of the efficient scores test statistic
- Third-order asymptotic properties of a class of test statistics under a local alternative
- Third-order average local powers of Bartlett-type adjusted tests: ordinary \textit{versus} adjusted profile likelihood
- Third-order local power properties of tests for a composite hypothesis
- Third-order local power properties of tests for a composite hypothesis. II
- Two-dimensional Bernstein polynomial density estimators
- Weighted log-normal kernel density estimation
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