Pages that link to "Item:Q1074262"

The following pages link to Finite sample properties and asymptotic efficiency of Monte Carlo tests (Q1074262):

Displaying 25 items.

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
• MMC techniques for limited dependent variables models: implementation by the branch-and-bound algorithm (Q275248) (← links)
• Improved Peňa-Rodriguez portmanteau test (Q1010524) (← links)
• Inference via kernel smoothing of bootstrap \(P\) values (Q1020698) (← links)
• Bootstrap and fast double bootstrap tests of cointegration rank with financial time series (Q1023836) (← links)
• Uses and abuses of statistical simulation (Q1104027) (← links)
• Exact tests in single equation autoregressive distributed lag models (Q1371376) (← links)
• Truncated sequential Monte Carlo test with exact power (Q1654322) (← links)
• On two-stage Monte Carlo tests of composite hypotheses (Q1658357) (← links)
• Parametric bootstrap edf-based goodness-of-fit testing for sinh-arcsinh distributions (Q1708365) (← links)
• Simulation based finite and large sample tests in multivariate regressions (Q1867743) (← links)
• Exact tests for structural change in first-order dynamic models (Q1906287) (← links)
• Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity (Q2259780) (← links)
• Permutation methods: a basis for exact inference (Q2503960) (← links)
• Identification of active contrasts in unreplicated factorial experiments (Q2563587) (← links)
• Bayesian and Classical Approaches for Hypotheses Testing in Trisomies (Q3015844) (← links)
• Some rank tests for one–sided many–one comparisons (Q3201338) (← links)
• Power of the Sequential Monte Carlo Test (Q3630048) (← links)
• Comparing Pearson Correlations: Dealing with Heteroscedasticity and Nonnormality (Q3652759) (← links)
• Combining monte carlo and cox tests of non-nested hypotheses (Q4275704) (← links)
• Bootstrap tests: how many bootstraps? (Q4493473) (← links)
• Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
• Bootstrap-assisted tests of symmetry for dependent data (Q5107386) (← links)
• Within groups analysis of covariance: multiple comparisons at specified design points using a robust measure location when there is curvature (Q5222277) (← links)