Cited in
(only showing first 100 items - show all)- Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution
- Testing a null variance ratio in mixed models with zero degrees of freedom for error
- Hypothesis testing for Markovian models with random time observations
- Testing error heterogeneity in censored linear regression
- Testing hypotheses in mixed linear models
- Large deviations of time-averaged statistics for Gaussian processes
- On the distribution of extended CIR model
- Controlling test size while gaining the benefits of an internal pilot design
- Mean and variance of the LQG cost function
- Statistical properties of \(b\)-adic diaphonies
- Using \(P\)-splines to test the linearity of partially linear models
- The numerical evaluation of the probability density function of a quadratic form in normal variables
- Nonnested testing for autocorrelation in the linear regression model
- Data-adaptive multi-locus association testing in subjects with arbitrary genealogical relationships
- General linear hypothesis testing in functional response model
- An exact invariant variance ratio test.
- Simple correspondence analysis using adjusted residuals
- Sampling error distribution for the ensemble Kalman filter update step
- Quantile dispersion graphs for the comparison of designs for a random two-away model.
- Ridge rerandomization: an experimental design strategy in the presence of covariate collinearity
- Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process
- Testing composite hypothesis based on the density power divergence
- A point optimal test for autoregressive disturbances
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
- Multiple phenotype association tests using summary statistics in genome-wide association studies
- Exact distributions of intraclass correlation and Cronbach's alpha with Gaussian data and general covariance
- Logarithmic Lambert \(W \times \mathcal{F}\) random variables for the family of chi-squared distributions and their applications
- Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function
- Testing the equality of several binomial proportions to a prespecified standard
- Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach
- Probabilistic multidimensional scaling: An anisotropic model for distance judgments
- Asymptotic expansions for the distribution of quadratic forms in normal variables
- Joint analysis of SNP and gene expression data in genetic association studies of complex diseases
- A test for improved multi-step forecasting
- 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
- On the distribution of the sample autocorrelation coefficients
- Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables
- Multivariate nonparametric test of independence
- A new test for fourth-order autoregressive disturbances
- Testing for random effects in analysis of covariance model
- Testing the absence of random effects in the nested-error regression model using orthogonal transformations
- Testing for autoregressive against moving average errors in the linear regression model
- Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing
- scientific article; zbMATH DE number 2064050 (Why is no real title available?)
- An optimal test for the additive model with discrete or categorical predictors
- A comparison of efficient approximations for a weighted sum of chi-squared random variables
- On locally optimal invariant unbiased tests for the variance components ratio in mixed linear models
- Exact asymptotic goodness-of-fit testing for discrete circular data with applications
- Testing of linearity in a semiparametric regression model
- A test for the linearity of the nonparametric part of a semiparametric logistic regression model
- Simulating mixtures of multivariate data with fixed cluster overlap in FSDA library
- On the linear combination of normal and Laplace random variables
- Normal and logistic random variables: Distribution of the linear combination
- Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient
- A multivariate empirical characteristic function test of independence with normal marginals
- Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form
- Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances
- Preliminary-test estimation of the scale parameter in a mis-specified regression model
- Testing the linearity of negative binomial regression models
- On testing variance components in unbalanced mixed linear model.
- AS 53
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- 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
- KYST
- ProScaL
- ri
- CharFun
- A modified harmonic mean test procedure for variance components
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