Pages that link to "Item:Q3201303"

The following pages link to On Large-Sample Estimation and Testing in Parametric Models (Q3201303):

Displaying 50 items.

• Non-stationary quasi-likelihood and asymptotic optimality (Q397244) (← links)
• Tensor sliced inverse regression (Q476235) (← links)
• Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference (Q537350) (← links)
• A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations (Q537479) (← links)
• Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality (Q538181) (← links)
• Godambe estimating functions and asymptotic optimal inference (Q553020) (← links)
• Comments on: Goodness-of-fit tests in mixed models. (Q619100) (← links)
• A simple nonparametric test for bivariate symmetry about a line (Q645613) (← links)
• Informative statistical analyses using smooth goodness of fit tests (Q715765) (← links)
• Competing risk modeling and testing for X-chromosome genetic association (Q830610) (← links)
• Subspace-based algorithms for structural identification, damage detection, and sensor data fusion (Q838852) (← links)
• A locally asymptotically powerful test for nonlinear autoregressive models (Q931815) (← links)
• Dimension reduction for nonelliptically distributed predictors (Q1018641) (← links)
• A review of optimality of multivariate tests (Q1186635) (← links)
• Inference for a binary lattice Markov process (Q1284589) (← links)
• Large sample inference based on multiple observations from nonlinear autoregressive processes (Q1315406) (← links)
• Large sample inference for conditional exponential families with applications to nonlinear time series (Q1330176) (← links)
• The local asymptotic normality of a class of generalized random coefficient autoregressive processes (Q1380643) (← links)
• Asymptotic optimal inference for a class of nonlinear time series models (Q1802320) (← links)
• Asymptotically uniformly most powerful tests in parametric and semiparametric models (Q1816577) (← links)
• Higher order \(C(\alpha)\) tests with applications to mixture models (Q1869134) (← links)
• The epsilon-skew-normal distribution for analyzing near-normal data (Q1970853) (← links)
• Asymptotically optimal tests for non-linear autoregressive model with \(\beta \)-ARCH errors (Q2244596) (← links)
• Generalised smooth tests for the generalised Pareto distribution (Q2324175) (← links)
• Efficiency of weighted averages (Q2382878) (← links)
• Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure. (Q2574642) (← links)
• Parametric and Semi-Parametric Efficient Tests for Parameter Instability (Q2815046) (← links)
• Reweighted Smooth Tests of Goodness of Fit (Q3006292) (← links)
• Smooth tests for the gamma distribution (Q3087817) (← links)
• On the maximum likelihood estimate for the drift of brownian motion following a symmetric sequential probability ratio test (Q4226908) (← links)
• Bernstein-type large deviations inequalities for partial sums of strong mixing processes (Q4324712) (← links)
• Goodness of fit tests based on frequencies and averages of classes (Q4324718) (← links)
• Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes (Q4485092) (← links)
• Maximum likelihood estimate following sequential probability ratio tests (Q4500807) (← links)
• A COMMENT ON LOCALLY MOST POWERFUL TESTS IN THE PRESENCE OF NUISANCE PARAMETERS (Q4540725) (← links)
• Data-driven smooth test for a location-scale family (Q4659552) (← links)
• Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence (Q4976481) (← links)
• (Q5004040) (← links)
• Local asymptotic normality for long-memory process with strong mixing noises (Q5077223) (← links)
• Neyman's C(α) test for the shape parameter of the exponential power class (Q5086074) (← links)
• ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
• Testing Statistical Hypotheses (Q5460728) (← links)
• Facilitating the Calculation of the Efficient Score Using Symbolic Computing (Q5882533) (← links)
• Two score and 10 years of score tests (Q5943790) (← links)
• Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results (Q5943791) (← links)
• Sensitivity of Rao's score test, the Wald test and the likelihood ratio test to nuisance parameters (Q5943793) (← links)
• Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity (Q5951991) (← links)
• Locally robust inference for non-Gaussian linear simultaneous equations models (Q6118711) (← links)
• Sample size determination for the association between longitudinal and time-to-event outcomes using the joint modeling time-dependent slopes parameterization (Q6629428) (← links)
• Tests in functional autoregressive processes via local asymptotic normality condition (Q6641364) (← links)