The following pages link to (Q4943603):
Displayed 50 items.
- A Signed-Rank Test for Clustered Data (Q108321) (← links)
- Weighted Logrank Permutation Tests for Randomly Right Censored Life Science Data (Q118074) (← links)
- Nonparametric phase-II monitoring for detecting monotone trend based on inverse sampling (Q257404) (← links)
- Aligned rank tests in measurement error model. (Q265149) (← links)
- Generalized R-estimators under conditional heteroscedasticity (Q289160) (← links)
- On testing sphericity and identity of a covariance matrix with large dimensions (Q324615) (← links)
- Rank tests in heteroscedastic linear model with nuisance parameters (Q464390) (← links)
- Asymptotic properties of the sign estimate of autoregression field coefficients (Q499563) (← links)
- The multisample Cucconi test (Q520397) (← links)
- Testing for prospect and Markowitz stochastic dominance efficiency (Q524818) (← links)
- Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels (Q528020) (← links)
- Some partially sequential nonparametric tests for detecting linear trend (Q538113) (← links)
- Nonparametric monitoring of equal predictive ability (Q546102) (← links)
- Restricted one way analysis of variance using the empirical likelihood ratio test (Q631630) (← links)
- Testing for linearity in simple regression models (Q636163) (← links)
- Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208) (← links)
- Non-parametric inference for balanced randomization designs (Q866642) (← links)
- Fixed-width confidence interval for two-stage response-adaptive designs in ridit analysis (Q893447) (← links)
- On the exact distribution of maximally selected rank statistics (Q951914) (← links)
- An adaptive algorithm for least squares piecewise monotonic data fitting (Q957224) (← links)
- Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) (← links)
- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence (Q988939) (← links)
- Testing for the absence of random effects in a two-way nested design with mixed effects model: a nonparametric approach (Q995796) (← links)
- Locally best rotation-invariant rank tests for modal location (Q997004) (← links)
- Asymptotically efficient two-sample rank tests for modal directions on spheres (Q1000572) (← links)
- Bayesian \(R\)-estimates in two-sample location models (Q1020177) (← links)
- Decomposability of high-dimensional diversity measures: quasi-\(U\)-statistics, martingales and nonstandard asymptotics (Q1026349) (← links)
- Regions of alternatives with high and low power for goodness-of-fit tests (Q1031763) (← links)
- Exact null distributions of quadratic distribution-free statistics for two-way classification. (Q1421940) (← links)
- Robustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problem (Q1591486) (← links)
- R-estimation in autoregression with square-integrable score function (Q1604625) (← links)
- Nonparametric measures of dependence for biometric data studies (Q1776852) (← links)
- An adaptive distribution-free test for the general two-sample problem (Q1855641) (← links)
- Asymptotic relative efficiency of tests at the boundary of regular statistical models (Q1888306) (← links)
- Exact null distributions of distribution-free quadratic \(t\)-sample statistics (Q1888826) (← links)
- Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series (Q1930624) (← links)
- Implicitly weighted methods in robust image analysis (Q1932999) (← links)
- A new rank correlation measure (Q1956333) (← links)
- On the estimation of the distribution function of a finite population under high entropy sampling designs, with applications (Q2258173) (← links)
- A rank test based on the moments of order statistics of the modified Makeham distribution (Q2259817) (← links)
- Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
- A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting (Q2434134) (← links)
- Max-type rank tests, \(U\)-tests, and adaptive tests for the two-sample location problem -- an asymptotic power study (Q2445661) (← links)
- Rank tests and regression rank score tests in measurement error models (Q2445764) (← links)
- Maximum integrated likelihood estimator of the interest parameter when the nuisance parameter is location or scale (Q2453880) (← links)
- On estimation of the shape parameter of the gamma distribution (Q2474519) (← links)
- A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff--Savage results (Q2485468) (← links)
- A Monte-Carlo comparison of Studentized bootstrap and permutation tests for heteroscedastic two-sample problems (Q2488406) (← links)
- Practical tests for randomized complete block designs (Q2571811) (← links)