The following pages link to (Q4725475):
Displaying 50 items.
- Mean and median bias reduction in generalized linear models (Q77213) (← links)
- Estimation of spatial autoregressive panel data models with fixed effects (Q77665) (← links)
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
- An improved test for heteroskedasticity using adjusted modified profile likelihood inference (Q90741) (← links)
- A better (Bayesian) interval estimate for within-subject designs (Q96698) (← links)
- Generalized linear models with unspecified reference distribution (Q150916) (← links)
- Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score (Q151893) (← links)
- Estimating functions for repeated measures with incidental parameters (Q261834) (← links)
- Objective Bayesian inference for bilateral data (Q273580) (← links)
- An improved integrated likelihood population size estimation in dual-record system (Q273715) (← links)
- Second-order asymptotic comparison of the MLE and MCLE of a natural parameter for a truncated exponential family of distributions (Q287520) (← links)
- Discrete choice modeling with nonstationary panels applied to exchange rate regime choice (Q302205) (← links)
- Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
- Robust likelihood inference for multivariate correlated count data (Q311281) (← links)
- Moment matching priors (Q354215) (← links)
- Aspects of likelihood inference (Q373536) (← links)
- Corrected confidence intervals based on the signed root transformation for multi-parameter sequentially designed experiments (Q389310) (← links)
- On generalized multinomial models and joint percentile estimation (Q393556) (← links)
- Noninformative priors for the generalized half-normal distribution (Q395931) (← links)
- Local power properties of some asymptotic tests in symmetric linear regression models (Q413376) (← links)
- Improved chi-squared tests for a composite hypothesis (Q413759) (← links)
- Robust joint modeling of mean and dispersion through trimming (Q429614) (← links)
- Hierarchical likelihood methods for nonlinear and generalized linear mixed models with missing data and measurement errors in covariates (Q432295) (← links)
- Bivariate gamma-geometric law and its induced Lévy process (Q432306) (← links)
- Multivariate random effect models with complete and incomplete data (Q432309) (← links)
- A general class of zero-or-one inflated beta regression models (Q434931) (← links)
- On interval and point estimators based on a penalization of the modified profile likelihood (Q449384) (← links)
- Objective priors: an introduction for frequentists (Q449810) (← links)
- Discussion on ``Objective priors: an introduction for frequentists'' by M. Ghosh (Q449813) (← links)
- Estimating dynamic panel data discrete choice models with fixed effects (Q451257) (← links)
- Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors (Q451457) (← links)
- Challenges of profile likelihood evaluation in multi-dimensional SUSY scans (Q466723) (← links)
- Integrated likelihoods in models with stratum nuisance parameters (Q491409) (← links)
- On local power properties of the LR, Wald, score and gradient tests in nonlinear mixed-effects models (Q498051) (← links)
- Goodness of fit of product multinomial regression models to sparse data (Q505997) (← links)
- Fiducial inference in the classical errors-in-variables model (Q506580) (← links)
- Variance analysis of linear SIMO models with spatially correlated noise (Q510089) (← links)
- Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors (Q511063) (← links)
- Bias-corrected estimators for dispersion models with dispersion covariates (Q546084) (← links)
- Parameter estimation and inference in the linear mixed model (Q551316) (← links)
- On parameter orthogonality in symmetric and skew models (Q607192) (← links)
- Signed likelihood ratio tests in the Birnbaum-Saunders regression model (Q607229) (← links)
- Second order ancillary: a differential view from continuity (Q627298) (← links)
- Adjustments of profile likelihood through predictive densities (Q645535) (← links)
- On the estimation of the shape parameter of the gamma distribution in second-order asymptotics (Q654460) (← links)
- Frequentist validity of highest posterior density regions in the multiparameter case (Q688349) (← links)
- Estimating generalized semiparametric additive models using parameter cascading (Q693318) (← links)
- Modifications of REML algorithm for HGLMs (Q693328) (← links)
- On a small sample adjustment for the profile score function in semiparametric smoothing models (Q700154) (← links)
- Optimal inference for instrumental variables regression with non-Gaussian errors (Q738130) (← links)
