Pages that link to "Item:Q1166201"

The following pages link to The asymptotic effect of substituting estimators for parameters in certain types of statistics (Q1166201):

Displaying 50 items.

• Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
• Testing conditional asymmetry: a residual-based approach (Q310968) (← links)
• Testing competing models for non-negative data with many zeros (Q312340) (← links)
• Asymptotic cumulants of ability estimators using fallible item parameters (Q391670) (← links)
• Checking for normality in linear mixed models (Q424315) (← links)
• Inference on partially observed quasi-stationary Markov chains with applications to multistate population models (Q484504) (← links)
• Goodness-of-fit tests via characterizations. I: General approach (Q488081) (← links)
• Goodness-of-fit tests via characterizations. II: Special cases (Q488082) (← links)
• A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated (Q631285) (← links)
• A semiparametric pseudo-score method for analysis of two-phase studies with continuous phase-I covariates (Q636160) (← links)
• Smooth simultaneous confidence band for the error distribution function in nonparametric regression (Q829738) (← links)
• Evaluating multiplicative error models: a residual-based approach (Q830601) (← links)
• Asymptotic theory for the semiparametric accelerated failure time model with missing data (Q834343) (← links)
• The effects on convergence of substituting parameter estimates into U- statistics and other families of statistics (Q920500) (← links)
• A note on testing symmetry with estimated parameters (Q1065477) (← links)
• On the prediction of means in a finite population (Q1079306) (← links)
• Likelihood ratio tests for central mixtures (Q1095522) (← links)
• A Weibull-based score test for heterogeneity (Q1126025) (← links)
• Two-step estimation of panel data models with censored endogenous variables and selection bias (Q1298468) (← links)
• Special issue: Papers from the 7th Eugene Lukacs conference on Mathematical statistics and probability theory. Bowling Green State Univ., Bowling Green, OH, USA, April 25--27, 1997 (Q1298952) (← links)
• Properties of test statistics applied to residuals in failure time models (Q1298953) (← links)
• Diagnostics for conditional heteroscedasticity models: some simulation results. (Q1418612) (← links)
• Asymptotic behavior of robust estimators in partially linear models with missing responses: the effect of estimating the missing probability on the simplified marginal estimators (Q1761541) (← links)
• Fisher information in randomly sampled sib pairs and extremely discordant sib pairs in genetic analysis for a quantitative trait locus (Q1763454) (← links)
• Efficient estimation of Banach parameters in semiparametric models (Q1781163) (← links)
• A basis approach to goodness-of-fit testing in recurrent event models (Q1781511) (← links)
• Smooth goodness-of-fit tests for composite hypothesis in hazard based models (Q1807144) (← links)
• On the estimation of polychoric correlations and their asymptotic covariance matrix (Q1901351) (← links)
• Assessing gamma frailty models for clustered failure time data (Q1906156) (← links)
• Specification test for a linear regression model with ARCH process (Q1918165) (← links)
• On the asymptotic validity of a bootstrap method for testing nonnested hypotheses (Q1929857) (← links)
• A residual-based test for multivariate GARCH models using transformed quadratic residuals (Q1984480) (← links)
• A class of weighted estimating equations for additive hazard models with covariates missing at random (Q2115300) (← links)
• Goodness-of-fit test with a robustness feature (Q2125474) (← links)
• Asymptotic variance of test statistics in the ML and QML frameworks (Q2223179) (← links)
• Characterizations of continuous distributions and associated goodness of fit tests (Q2255588) (← links)
• Tests resulting from characterizations using record values (Q2255589) (← links)
• A propensity score adjustment for multiple group structural equation modeling (Q2260985) (← links)
• Empirical likelihood-based weighted rank regression with missing covariates (Q2306888) (← links)
• A data-driven smooth test of symmetry (Q2516319) (← links)
• GMM redundancy results for general missing data problems (Q2628831) (← links)
• Inference from PseudoLikelihoods with Plug-In Estimates (Q2802883) (← links)
• A Semiparametric Approach for the Two-Sample Comparison of Survival Times with Long-Term Survivors (Q3078829) (← links)
• Relative risk regression for current status data in case-cohort studies (Q3108004) (← links)
• ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES (Q3168421) (← links)
• A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS (Q3551014) (← links)
• A <i>Z</i>‐theorem with Estimated Nuisance Parameters and Correction Note for ‘Weighted Likelihood for Semiparametric Models and Two‐phase Stratified Samples, with Application to Cox Regression’ (Q3608260) (← links)
• Two-step estimation of multivariate polychoric correlation (Q3749953) (← links)
• Improved approximation for transformation diagnostics (Q3785796) (← links)
• Generalized Estimating Equations for Ordinal Categorical Data: Arbitrary Patterns of Missing Responses and Missingness in a Key Covariate (Q4666593) (← links)