Pages that link to "Item:Q3928049"
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The following pages link to Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables (Q3928049):
Displaying 50 items.
- AS 155 (Q37547) (← links)
- Extending multivariate distance matrix regression with an effect size measure and the asymptotic null distribution of the test statistic (Q151733) (← links)
- Set-based tests for genetic association in longitudinal studies (Q157244) (← links)
- Hypothesis testing for Markovian models with random time observations (Q254927) (← links)
- Mean and variance of the LQG cost function (Q259452) (← links)
- On locally optimal invariant unbiased tests for the variance components ratio in mixed linear models (Q451341) (← links)
- A new variance component score test for testing distributed lag functions with applications in time series analysis (Q511563) (← links)
- Using \(P\)-splines to test the linearity of partially linear models (Q537396) (← links)
- On the linear combination, product and ratio of normal and Laplace random variables (Q544956) (← links)
- Simple correspondence analysis using adjusted residuals (Q665056) (← links)
- Testing hypotheses in mixed linear models (Q689394) (← links)
- Sampling error distribution for the ensemble Kalman filter update step (Q695757) (← links)
- A point optimal test for autoregressive disturbances (Q760995) (← links)
- On the asymptotic power of the two-sided Kolmogorov-Smirnov test (Q805108) (← links)
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
- The power of the Durbin-Watson test when the errors are heteroscedastic (Q806901) (← links)
- Ridge rerandomization: an experimental design strategy in the presence of covariate collinearity (Q826983) (← links)
- On the linear combination of normal and Laplace random variables (Q880891) (← links)
- Preliminary-test estimation of the scale parameter in a mis-specified regression model (Q902686) (← links)
- Probabilistic-statistical programs from ``Applied Statistics'' (Q918058) (← links)
- On the linear combination of exponential and gamma random variables (Q925730) (← links)
- Testing a null variance ratio in mixed models with zero degrees of freedom for error (Q956977) (← links)
- A new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables (Q961203) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods (Q962330) (← links)
- The numerical evaluation of the probability density function of a quadratic form in normal variables (Q1010546) (← links)
- Normal and logistic random variables: Distribution of the linear combination (Q1015472) (← links)
- Probabilistic multidimensional scaling: An anisotropic model for distance judgments (Q1117870) (← links)
- Asymptotic expansions for the distribution of quadratic forms in normal variables (Q1122254) (← links)
- Testing for autoregressive against moving average errors in the linear regression model (Q1172359) (← links)
- The Fourier-series method for inverting transforms of probability distributions (Q1183689) (← links)
- The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter (Q1184947) (← links)
- Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances (Q1185209) (← links)
- Exact tests in unbalanced mixed analysis of variance (Q1193991) (← links)
- The exact distribution of \(R^ 2\) when the regression disturbances are autocorrelated (Q1194714) (← links)
- Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics (Q1203091) (← links)
- Some consequences of using the Chow tests in the context of autocorrelated disturbances (Q1206323) (← links)
- Nonnested testing for autocorrelation in the linear regression model (Q1260674) (← links)
- The exact powers of some autocorrelation tests when the disturbances are heteroscedastic (Q1318979) (← links)
- Testing for random effects in analysis of covariance model (Q1330173) (← links)
- Testing of linearity in a semiparametric regression model (Q1341190) (← links)
- Error rates in quadratic discrimination with constraints on the covariance matrices (Q1344866) (← links)
- On optimal testing for the equality of equicorrelation: An example of loss in power (Q1580847) (← links)
- Quantile dispersion graphs for the comparison of designs for a random two-away model. (Q1589687) (← links)
- An exact invariant variance ratio test. (Q1605263) (← links)
- Testing composite hypothesis based on the density power divergence (Q1711614) (← links)
- On the distribution of extended CIR model (Q1726700) (← links)
- Large deviations of time-averaged statistics for Gaussian processes (Q1726729) (← links)
- On testing variance components in unbalanced mixed linear model. (Q1771825) (← links)
- Testing for autoregressive disturbances in a time series regression with missing observations (Q1801419) (← links)
