swMATH25812MaRDI QIDQ37547FDOQ37547
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Official website: https://www.jstor.org/stable/2346911
Cited In (only showing first 100 items - show all)
- Hypothesis testing for Markovian models with random time observations
- Testing error heterogeneity in censored linear regression
- Testing hypotheses in mixed linear models
- QF
- Qapprox
- Mean and variance of the LQG cost function
- Using \(P\)-splines to test the linearity of partially linear models
- Data-adaptive multi-locus association testing in subjects with arbitrary genealogical relationships
- Nonnested testing for autocorrelation in the linear regression model
- Simple correspondence analysis using adjusted residuals
- Sampling error distribution for the ensemble Kalman filter update step
- Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process
- Ridge rerandomization: an experimental design strategy in the presence of covariate collinearity
- A point optimal test for autoregressive disturbances
- Exact distributions of intraclass correlation and Cronbach's alpha with Gaussian data and general covariance
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
- On the exact distribution of the likelihood ratio test statistic for testing the homogeneity of the scale parameters of several inverse Gaussian distributions
- Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models
- Multivariate nonparametric test of independence
- Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing
- Testing for autoregressive against moving average errors in the linear regression model
- A comparison of efficient approximations for a weighted sum of chi-squared random variables
- Simulating mixtures of multivariate data with fixed cluster overlap in FSDA library
- On locally optimal invariant unbiased tests for the variance components ratio in mixed linear models
- A multivariate empirical characteristic function test of independence with normal marginals
- Preliminary-test estimation of the scale parameter in a mis-specified regression model
- Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
- Second-order reliability method-based inverse reliability analysis using Hessian update for accurate and efficient reliability-based design optimization
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications
- Modeling and testing for joint association using a genetic random field model
- AS 53
- SHAZAM
- UBASIC
- CARP
- MixSim
- Algorithm 619
- hgm R
- ScreenClean
- FSDA
- AS 256
- AS 231
- AS 275
- IMPUTE
- CompQuadForm
- ManlyMix
- IndependenceTests
- TATES
- GCTA
- TFisher
- ALSCAL
- AS 284
- SimEstFBM
- SKAT
- robNB
- AS 153
- AS 204
- AS 211
- AS 106
- gatars
- MPAT
- acrt
- iBAG
- LDpred
- bigQF
- A Geometric Perspective on the Power of Principal Component Association Tests in Multiple Phenotype Studies
- The locally unbiased two-sided Durbin-Watson test
- The Fourier-series method for inverting transforms of probability distributions
- KYST
- ProScaL
- ri
- CharFun
- Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss
- Optimal testing for equicorrelated linear regression models
- GWAS Catalog
- Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics
- Error rates in quadratic discrimination with constraints on the covariance matrices
- A new variance component score test for testing distributed lag functions with applications in time series analysis
- On the asymptotic power of the two-sided Kolmogorov-Smirnov test
- The power of the Durbin-Watson test when the errors are heteroscedastic
- A new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables
- Extending multivariate distance matrix regression with an effect size measure and the asymptotic null distribution of the test statistic
- Set-based tests for genetic association in longitudinal studies
- On the linear combination, product and ratio of normal and Laplace random variables
- A note on smoothing parameter selection for penalized spline smoothing
- Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods
- Testing a null variance ratio in mixed models with zero degrees of freedom for error
- Controlling test size while gaining the benefits of an internal pilot design
- Statistical properties of \(b\)-adic diaphonies
- Large deviations of time-averaged statistics for Gaussian processes
- On the distribution of extended CIR model
- General linear hypothesis testing in functional response model
- The numerical evaluation of the probability density function of a quadratic form in normal variables
- An exact invariant variance ratio test.
- Quantile dispersion graphs for the comparison of designs for a random two-away model.
- Testing composite hypothesis based on the density power divergence
- Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function
- Multiple phenotype association tests using summary statistics in genome-wide association studies
- Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach
- Logarithmic Lambert \(W \times \mathcal{F}\) random variables for the family of chi-squared distributions and their applications
- Testing the equality of several binomial proportions to a prespecified standard
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