Pages that link to "Item:Q3268660"
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The following pages link to Maximum-Likelihood Estimation of Parameters Subject to Restraints (Q3268660):
Displaying 50 items.
- A Semiparametric Empirical Likelihood Method for Data from an Outcome-Dependent Sampling Scheme with a Continuous Outcome (Q147583) (← links)
- Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods (Q272057) (← links)
- Poisson loglinear modeling with linear constraints on the expected cell frequencies (Q356493) (← links)
- Hypothesis testing in a generic nesting framework for general distributions (Q391613) (← links)
- Tests of independence in incomplete multi-way tables using likelihood functions (Q459484) (← links)
- A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers (Q463082) (← links)
- Equivalent linear logistic test models (Q463086) (← links)
- Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error (Q537520) (← links)
- Reduced rank regression with autoregressive errors (Q579823) (← links)
- Sample size determination for Rasch model tests (Q615673) (← links)
- Constrained maximum likelihood estimation under logistic regression models based on case-control data (Q715774) (← links)
- Modeling rating transitions (Q743774) (← links)
- Test for normality in the econometric disequilibrium markets model (Q788454) (← links)
- Inference for earthquake models: A self-correcting model (Q796230) (← links)
- A general approach to Lagrange multiplier model diagnostics (Q801625) (← links)
- On constrained maximum likelihood estimation with non-i.i.d. observations (Q802243) (← links)
- Parameter estimation in linear multinomial models (Q804152) (← links)
- Regression modelling of the flows in an input-output table with accounting constraints (Q840958) (← links)
- Parametric estimation of discretely sampled Gamma-OU processes (Q867775) (← links)
- Covariance chains (Q882884) (← links)
- Sample size determination within the scope of conditional maximum likelihood estimation with special focus on testing the Rasch model (Q906042) (← links)
- Asymptotic inference for multiplicative counting processes based on one realization (Q913425) (← links)
- On tests of homogeneity based on minimum \(\varphi \)-divergence estimator with constraints (Q951919) (← links)
- A new algorithm for estimating the parameters and their asymptotic covariance in correlation and association models (Q956839) (← links)
- Analytical existence of solutions to a system of nonlinear equations with application (Q964951) (← links)
- Statistical tests of conditional independence between responses and/or response times on test items (Q971533) (← links)
- Testing for and against a set of inequality constraints: The \(k\)-sample case (Q1007482) (← links)
- On tests of independence based on minimum \(\varphi \)-divergence estimator with constraints: An application to modeling DNA (Q1010450) (← links)
- An estimation method of the average effect and the different accident risks when modelling a road safety measure: A simulation study (Q1010466) (← links)
- Some asymptotic results for semiparametric nonlinear mixed-effects models with incomplete data (Q1036703) (← links)
- A test for distributional assumptions for the stochastic frontier functions (Q1056511) (← links)
- Analysis of covariance and correlation structures (Q1059965) (← links)
- The use of generalized inverses in restricted maximum likelihood (Q1086945) (← links)
- Two errors in statistical model fitting (Q1135065) (← links)
- Local and global identification and strong consistency in time series models (Q1148645) (← links)
- Granger-causality in multiple time series (Q1162337) (← links)
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method (Q1167506) (← links)
- Covariance structure analysis in several populations (Q1171346) (← links)
- Time-dependent coefficients in a Cox-type regression model (Q1180182) (← links)
- Nonlinear models, rescaling and test invariance (Q1200018) (← links)
- The estimation of a multivariate linear relation (Q1242399) (← links)
- Time-dependent coefficients in a multi-event model for survival analysis (Q1298983) (← links)
- A note on Silvey's (1959) theorem (Q1382231) (← links)
- Constrained covariance matrix estimation in road accident modelling with Schur complements (Q1428317) (← links)
- Results on nonlinear least squares estimators under nonlinear equality constraints (Q1600733) (← links)
- Minimum \(\phi\)-divergence estimators with constraints in multinomial populations (Q1600754) (← links)
- \(M\)-estimation for dependent random variables (Q1613086) (← links)
- A review of asymptotic theory of estimating functions (Q1656854) (← links)
- Small sample inference for probabilistic index models (Q1662182) (← links)
- Modeling rating transitions with instantaneous default (Q1670151) (← links)
