The following pages link to (Q3925691):
Displaying 28 items.
- Bootstrapping GMM estimators for time series (Q275250) (← links)
- Statistics on manifolds and landmarks based image analysis: a nonparametric theory with applications (Q393528) (← links)
- Improved additive adjustments for the LR/ELR test statistics (Q553053) (← links)
- A class of tests for a general covariance structure (Q581964) (← links)
- Frequentist validity of highest posterior density regions in the multiparameter case (Q688349) (← links)
- Bartlett-type modification for Rao's efficient score statistic (Q749071) (← links)
- Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case (Q805096) (← links)
- Error bounds for asymptotic expansions of Wilks' lambda distribution (Q855902) (← links)
- Asymptotic expansions of the null distributions of some test statistics for profile analysis in general distributions (Q861220) (← links)
- Comparison of Bartlett-type adjusted tests in the multiparameter case (Q972893) (← links)
- Asymptotic expansions of the distributions of some test statistics (Q1065479) (← links)
- Comparison between the locally most powerful unbiased and Rao's tests (Q1089696) (← links)
- On moment conditions for valid formal Edgeworth expansions (Q1120213) (← links)
- Higher order asymptotics for the likelihood ratio, Rao's and Wald's tests (Q1186632) (← links)
- Test of homogeneity of multiple parameters (Q1329707) (← links)
- An extension of the conditional likelihood ratio test to the general multiparameter case (Q1335378) (← links)
- On the non-existence of a Bartlett correction for unit root tests (Q1373988) (← links)
- Higher-order Bartlett-type adjustment (Q1378800) (← links)
- An application of Lévy's inversion formula for higher order asymptotic expansion (Q1611789) (← links)
- Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families. (Q1848846) (← links)
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. (Q1858919) (← links)
- Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality (Q1866236) (← links)
- Bootstrap critical values for tests based on the smoothed maximum score estimator (Q1867736) (← links)
- Expansions for the distribution of asymptotically chi-square statistics (Q2360932) (← links)
- Large sample theory of intrinsic and extrinsic sample means on manifolds. II. (Q2569240) (← links)
- The estimating function bootstrap (Q4527893) (← links)
- Rao's statistic for homogeneity of multiple parameter (Q5943796) (← links)
- A parameterisation-invariant modification of the score test (Q6138807) (← links)
