Pages that link to "Item:Q3234897"

The following pages link to A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA (Q3234897):

Displaying 50 items.

• An improved test for heteroskedasticity using adjusted modified profile likelihood inference (Q90741) (← links)
• Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods (Q272057) (← links)
• Foreign-currency interest-rate swaps in asset-liability management for insurers (Q362043) (← links)
• Transformed goodness-of-fit statistics for a generalized linear model of binary data (Q391945) (← links)
• Asymptotic cumulants of the estimator of the canonical parameter in the exponential family (Q393634) (← links)
• Improved chi-squared tests for a composite hypothesis (Q413759) (← links)
• On standardizing the signed root log likelihood ratio statistic (Q434729) (← links)
• Score-type statistics in pattern classification (Q467873) (← links)
• Some corrections of the score test statistic for Gaussian ARMA models (Q467896) (← links)
• Improved transformed deviance statistic for testing a logistic regression model (Q549919) (← links)
• Improved additive adjustments for the LR/ELR test statistics (Q553053) (← links)
• A review on empirical likelihood methods for regression (Q619114) (← links)
• Bartlett-corrected tests for heteroskedastic linear models (Q673560) (← links)
• Generalized Cordeiro-Ferrari Bartlett-type adjustment (Q712543) (← links)
• Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables (Q748207) (← links)
• Bartlett-type modification for Rao's efficient score statistic (Q749071) (← links)
• Improvement of the test of independence among groups of factors in a multi-way contingency table (Q825322) (← links)
• Higher-order approximate confidence intervals (Q830725) (← links)
• Quantifying nuisance parameter effects via decompositions of asymptotic refinements for likelihood-based statistics (Q894780) (← links)
• Bias and skewness in a general extreme-value regression model (Q901507) (← links)
• Smoothing of likelihood ratio statistic for equiprobable multinomial goodness-of-fit (Q916267) (← links)
• Fundamental equations for statistical submanifolds with applications to the Bartlett correction (Q918062) (← links)
• Higher order semiparametric frequentist inference with the profile sampler (Q939664) (← links)
• Small sample inference for the fixed effects in the mixed linear model (Q956983) (← links)
• Improved testing inference in mixed linear models (Q961678) (← links)
• Improved estimators for a general class of beta regression models (Q962267) (← links)
• Improved likelihood inference in Birnbaum-Saunders regressions (Q962385) (← links)
• Comparison of Bartlett-type adjusted tests in the multiparameter case (Q972893) (← links)
• Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory (Q990897) (← links)
• Improved point and interval estimation for a beta regression model (Q1010437) (← links)
• Goodness of fit tests via exponential series density estimation (Q1019873) (← links)
• Improved statistical inference for the two-parameter Birnbaum-Saunders distribution (Q1020129) (← links)
• Improved score tests for one-parameter exponential family models (Q1129463) (← links)
• The likelihood ratio criterion and the asymptotic expansion of its distribution (Q1141979) (← links)
• Testing for the redundancy of variables in principal components analysis (Q1176996) (← links)
• General matrix formulae for computing Bartlett corrections (Q1209443) (← links)
• A note on Bartlett-type correction for the first few moments of test statistics (Q1299449) (← links)
• A Bartlett-type adjustment for the likelihood ratio statistic with an ordered alternative (Q1336921) (← links)
• Second- and third-order bias reduction for one-parameter family models (Q1359752) (← links)
• A proof of independent Bartlett correctability of nested likelihood ratio tests (Q1373247) (← links)
• Bias correction for a class of multivariate nonlinear regression models (Q1373985) (← links)
• On the non-existence of a Bartlett correction for unit root tests (Q1373988) (← links)
• Higher-order Bartlett-type adjustment (Q1378800) (← links)
• Bartlett identities and large deviations in likelihood theory (Q1568313) (← links)
• Bootstrap confidence intervals. With comments and a rejoinder by the authors (Q1596105) (← links)
• Second-order biases of maximum likelihood estimates in overdispersed generalized linear models (Q1612933) (← links)
• Corrected modified profile likelihood heteroskedasticity tests (Q1613088) (← links)
• On large-sample parametric approaches for interval estimation of the \(ED_{90}\) (Q1614837) (← links)
• Alternatives to the usual likelihood ratio test in mixed linear models (Q1615194) (← links)
• Improved likelihood inference in generalized linear models (Q1623453) (← links)