The following pages link to Thomas A. Severini (Q193892):
Displayed 50 items.
- A nonparametric approach to measuring the sensitivity of an asset's return to the market (Q315467) (← links)
- Integrated likelihoods in models with stratum nuisance parameters (Q491409) (← links)
- Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors (Q528062) (← links)
- Asymptotic properties of maximum likelihood estimators in models with multiple change points (Q637080) (← links)
- A note on sufficiency and conditional inference (Q689555) (← links)
- On maximum likelihood estimation in infinite dimensional parameter spaces (Q808575) (← links)
- Item:Q193892 (redirect page) (← links)
- An alternative specification of generalized linear mixed models (Q962289) (← links)
- Profile likelihood and conditionally parametric models (Q1208642) (← links)
- Some properties of inferences in misspecified linear models (Q1305270) (← links)
- A flexible approach to inference in semiparametric regression models with correlated errors using Gaussian processes (Q1659007) (← links)
- Likelihood functions based on parameter-dependent functions (Q1880899) (← links)
- On a simple identity for the conditional expectation of orthogonal polynomials (Q1987713) (← links)
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects (Q2024474) (← links)
- Some properties of portfolios constructed from principal components of asset returns (Q2103515) (← links)
- Integrated likelihood computation methods (Q2358920) (← links)
- Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models (Q2466683) (← links)
- Integrated likelihood inference in semiparametric regression models (Q2513694) (← links)
- The likelihood ratio approximation to the conditional distribution of the maximum likelihood estimator in the discrete case (Q2739342) (← links)
- (Q2760425) (← links)
- Quantile Uncorrelation and Instrumental Regressions (Q2870561) (← links)
- Elements of Distribution Theory (Q2889238) (← links)
- Analytic Methods in Sports (Q2946217) (← links)
- (Q3074779) (← links)
- Information and Conditional Inference (Q3128750) (← links)
- Local ancillarity in the presence of a nuisance parameter (Q3142232) (← links)
- Conditional properties of likelihood-based significance tests (Q3357327) (← links)
- A modified likelihood ratio statistic for some nonregular models (Q3429965) (← links)
- Likelihood ratio statistics based on an integrated likelihood (Q3585408) (← links)
- Diagnostics for Assessing Regression Models (Q3984602) (← links)
- Conditional robustness in location estimation (Q4020597) (← links)
- A Comparison of the Maximum Likelihood Estimator and the Posterior Mean in the Single-Parameter Case (Q4031119) (← links)
- An approximation to the modified profile likelihood function (Q4212772) (← links)
- Likelihood functions for inference in the presence of a nuisance parameter (Q4216703) (← links)
- On the Effect of Overdispersion On Exact Conditional Tests (Q4238692) (← links)
- (Q4267669) (← links)
- An empirical adjustment to the likelihood ratio statistic (Q4267759) (← links)
- (Q4272476) (← links)
- (Q4272818) (← links)
- Approximately Bayesian Inference (Q4292152) (← links)
- (Q4298911) (← links)
- Quasi-likelihood Estimation in Semiparametric Models (Q4305721) (← links)
- (Q4317939) (← links)
- On the approximate elimination of nuisance parameters by conditioning (Q4323531) (← links)
- Measures of the Sensitivity of Regression Estimates to the Choice of Estimator (Q4366112) (← links)
- Modified estimating functions (Q4419404) (← links)
- On an exact probability matching property of right-invariant priors (Q4455384) (← links)
- Semiparametric Bayesian inference for regression models (Q4488788) (← links)
- Extended Generalized Estimating Equations for Clustered Data (Q4541185) (← links)
- Inference for Exponential Order Statistic Models Based on an Integrated Likelihood Function (Q4541342) (← links)