The following pages link to (Q3311480):
Displaying 20 items.
- Power series generalized nonlinear models (Q961253) (← links)
- Second-order covariance matrix of maximum likelihood estimates in generalized linear models. (Q1423028) (← links)
- Second-order biases of maximum likelihood estimates in overdispersed generalized linear models (Q1612933) (← links)
- On large-sample parametric approaches for interval estimation of the \(ED_{90}\) (Q1614837) (← links)
- Improved likelihood inference in generalized linear models (Q1623453) (← links)
- Saddlepoint tests for accurate and robust inference on overdispersed count data (Q1658492) (← links)
- A note on the simple structural regression model (Q1817413) (← links)
- Corrected score tests for exponential family nonlinear models (Q1914276) (← links)
- A note on likelihood ratio tests for models with latent variables (Q2065257) (← links)
- The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
- Improved inference in dispersion models (Q2294761) (← links)
- A third-order bias corrected estimate in generalized linear models (Q2384660) (← links)
- Improved profile likelihood inference (Q2386149) (← links)
- Bartlett correction factors in logistic regression models (Q2563632) (← links)
- Bartlett corrections in heteroskedastic \(t\) regression models (Q2576373) (← links)
- On Power and Sample Size Calculations for Likelihood Ratio Tests in Generalized Linear Models (Q4670480) (← links)
- Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography (Q4715844) (← links)
- Improved score tests for exponential family nonlinear models (Q5078581) (← links)
- Corrected likelihood-ratio tests in logistic regression using small-sample data (Q5154075) (← links)
- Bartlett corrections for zero-adjusted generalized linear models (Q6579419) (← links)
