Pages that link to "Item:Q4136324"
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The following pages link to Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative (Q4136324):
Displayed 50 items.
- MIDAS Regressions: Further Results and New Directions (Q130725) (← links)
- Threshold effects in non-dynamic panels: Estimation, testing, and inference (Q150493) (← links)
- Survival Analysis with Time-Varying Regression Effects Using a Tree-Based Approach (Q151457) (← links)
- A new interval mapping approach based on a general sib-pair regression model with a modified Wald test (Q537359) (← links)
- Modeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive model (Q543450) (← links)
- A hidden Markov model for informative dropout in longitudinal response data with crisis states (Q544599) (← links)
- A trinomial test for paired data when there are many ties (Q632735) (← links)
- Alternative procedures and associated tests of significance for non- nested hypotheses (Q789139) (← links)
- Testing for jumps in the EGARCH process (Q834296) (← links)
- On asymptotically optimal tests under loss of identifiability in semiparametric models (Q834345) (← links)
- Testing for volatility jumps in the stochastic volatility process (Q862565) (← links)
- Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
- Test for homogeneity in Hardy-Weinberg normal mixture model (Q951033) (← links)
- Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
- Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models (Q1019875) (← links)
- Detecting business cycle asymmetries using artificial neural networks and time series models (Q1020512) (← links)
- Tree-structured smooth transition regression models (Q1023576) (← links)
- Testing for jumps in the stochastic volatility models (Q1025341) (← links)
- Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
- Statistical inference in non-nested econometric models (Q1111308) (← links)
- On the comprehensive method of testing non-nested regression models (Q1165548) (← links)
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method (Q1167506) (← links)
- A review of optimality of multivariate tests (Q1186635) (← links)
- Testing for GARCH effects: A one-sided approach (Q1298438) (← links)
- Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466) (← links)
- Testing multiple equation systems for common nonlinear components (Q1379913) (← links)
- A floor and ceiling model of US output (Q1391759) (← links)
- The admixture model in linkage analysis (Q1763455) (← links)
- Asymptotically similar criteria (Q1836235) (← links)
- Nonlinear mean reversion in real exchange rates. (Q1852951) (← links)
- Asymptotics for the likelihood ratio test in a two-component normal mixture model (Q1883281) (← links)
- A mixture likelihood approach for generalized linear models (Q1901393) (← links)
- Optimal changepoint tests for normal linear regression (Q1906286) (← links)
- Detection of change in persistence of a linear time series (Q1971788) (← links)
- The limiting bound of Efron's W-formula for hypothesis testing when a nuisance parameter is present only under the alternative (Q2270287) (← links)
- Flocking in noisy environments (Q2481499) (← links)
- Theoretical analysis of power in a two-component normal mixture model (Q2485978) (← links)
- The Möbius distribution on the disc (Q2581124) (← links)
- (Q2750825) (← links)
- Hypothesis Testing in a Mixture Case-Control Model (Q3008877) (← links)
- Semi-Markov Models with Phase-Type Sojourn Distributions (Q3064261) (← links)
- On the tails of the distribution of the maximum of a smooth stationary Gaussian process (Q3150220) (← links)
- Testing for a Change in the Hazard Rate with Staggered Entry (Q3155377) (← links)
- On the Non-identifiability Problem Arising on the Poly-Weibull Model (Q3155629) (← links)
- Testing for harmonic regressors (Q3183894) (← links)
- A Case-Cohort Design for Assessing Covariate Effects in Longitudinal Studies (Q3379252) (← links)
- Nonparametric estimation in change point hazard rate models for censored data: A counting process approach (Q3432374) (← links)
- Erosion of Regression Effect in a Survival Study (Q3442962) (← links)
- Testing for Neglected Nonlinearity in Cointegrating Relationships (Q3505332) (← links)
- Analysis of Ordered Categorical Data: Two Score‐Independent Approaches (Q3549425) (← links)