The following pages link to Francisco Cribari-Neto (Q464750):
Displaying 50 items.
- An improved test for heteroskedasticity using adjusted modified profile likelihood inference (Q90741) (← links)
- Asymptotic inference under heteroskedasticity of unknown form (Q90759) (← links)
- A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model (Q90764) (← links)
- Beta Regression for Modelling Rates and Proportions (Q96427) (← links)
- Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
- (Q198102) (redirect page) (← links)
- (Q367504) (redirect page) (← links)
- Improved maximum likelihood estimation in a new class of beta regression models (Q367505) (← links)
- Foreword: Special section on statistical image and signal processing (Q464751) (← links)
- Beta autoregressive moving average models (Q619120) (← links)
- Improved test statistics for multivariate regression (Q672558) (← links)
- Bartlett-corrected tests for heteroskedastic linear models (Q673560) (← links)
- Dealing with monotone likelihood in a model for speckled data (Q901509) (← links)
- Erratum to ``Improved point and interval estimation for a beta regression model'' (Q901647) (← links)
- Bootstrap-based model selection criteria for beta regressions (Q905106) (← links)
- Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form (Q907059) (← links)
- Improved testing inference in mixed linear models (Q961678) (← links)
- Improved likelihood inference in Birnbaum-Saunders regressions (Q962385) (← links)
- Improved point and interval estimation for a beta regression model (Q1010437) (← links)
- Improved statistical inference for the two-parameter Birnbaum-Saunders distribution (Q1020129) (← links)
- Influence diagnostics in beta regression (Q1023786) (← links)
- On Birnbaum-Saunders inference (Q1023858) (← links)
- A generalization of the exponential-Poisson distribution (Q1041708) (← links)
- On bootstrap and analytical bias corrections (Q1128548) (← links)
- Improved score tests for one-parameter exponential family models (Q1129463) (← links)
- On the corrections to the Wald test of nonlinear restrictions (Q1318522) (← links)
- Second- and third-order bias reduction for one-parameter family models (Q1359752) (← links)
- Finite-sample adjustments for homogeneity and symmetry tests in systems of demand equations: A Monte Carlo evaluation (Q1372900) (← links)
- Econometric and statistical computing using Ox (Q1397413) (← links)
- Corrected modified profile likelihood heteroskedasticity tests (Q1613088) (← links)
- Erratum to: ``Beta autoregressive moving average models'' (Q1694376) (← links)
- Erratum to: ``Bootstrap prediction intervals in beta regressions'' (Q1695444) (← links)
- Improved estimation of clutter properties in speckled imagery. (Q1852892) (← links)
- Bartlett corrections in beta regression models (Q1926389) (← links)
- C for econometricians (Q1962741) (← links)
- Improved inference for the generalized Pareto distribution (Q1994025) (← links)
- Inference in a bimodal Birnbaum-Saunders model (Q1997030) (← links)
- An introduction to Bartlett correction and bias reduction (Q2015012) (← links)
- Bootstrap-based testing inference in beta regressions (Q2180254) (← links)
- Improved testing inferences for beta regressions with parametric mean link function (Q2234737) (← links)
- Testing inference in heteroskedastic fixed effects models (Q2256332) (← links)
- Bootstrap prediction intervals in beta regressions (Q2259786) (← links)
- A sequence of improved standard errors under heteroskedasticity of unknown form (Q2276193) (← links)
- Improved Birnbaum-Saunders inference under type II censoring (Q2359459) (← links)
- Improved profile likelihood inference (Q2386149) (← links)
- A new log-linear bimodal Birnbaum-Saunders regression model with application to survival data (Q2415495) (← links)
- New heteroskedasticity-robust standard errors for the linear regression model (Q2448569) (← links)
- Analysis of minute features in speckled imagery with maximum likelihood estimation (Q2570261) (← links)
- Improved heteroscedasticity-consistent covariance matrix estimators (Q2739339) (← links)
- Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap<sup>∗</sup> (Q2747234) (← links)
