Pages that link to "Item:Q1074262"
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The following pages link to Finite sample properties and asymptotic efficiency of Monte Carlo tests (Q1074262):
Displayed 14 items.
- 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)
- Simulation based finite and large sample tests in multivariate regressions (Q1867743) (← links)
- Exact tests for structural change in first-order dynamic models (Q1906287) (← links)
- Permutation methods: a basis for exact inference (Q2503960) (← links)
- Identification of active contrasts in unreplicated factorial experiments (Q2563587) (← 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)