The following pages link to Testing Statistical Hypotheses (Q5460728):
Displaying 50 items.
- Linear latent variable models: the lava-package (Q73549) (← links)
- Practical valid inferences for the two-sample binomial problem (Q76638) (← links)
- Permutation test for heterogeneous treatment effects with a nuisance parameter (Q95381) (← links)
- Sensitivity analysis for stratified comparisons in an observational study of the effect of smoking on homocysteine levels (Q101946) (← links)
- Optimal rates for independence testing via $U$-statistic permutation tests (Q130903) (← links)
- Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation (Q134938) (← links)
- A Simple Algorithm for Exact Multinomial Tests (Q135033) (← links)
- Choosing a dynamic common factor as a coincident index (Q143760) (← links)
- A higher-order LQ decomposition for separable covariance models (Q149116) (← links)
- Permutation p-value approximation via generalized Stolarsky invariance (Q151862) (← links)
- Control of generalized error rates in multiple testing (Q155664) (← links)
- Monte Carlo null models for genomic data (Q254411) (← links)
- Estimating common standard deviation of two normal populations with ordered means (Q257388) (← links)
- Polynomials for classification trees and applications (Q257540) (← links)
- Effect size for comparing two or more normal distributions based on maximal contrasts in outcomes (Q257662) (← links)
- On the Birnbaum argument for the strong likelihood principle (Q257686) (← links)
- Higher order accurate procedures to compare two normal populations (Q259858) (← links)
- Discussion about the quality of F-ratio resampling tests for comparing variances (Q261475) (← links)
- Asymptotics for \(p\)-value based threshold estimation under repeated measurements (Q274035) (← links)
- On some statistical procedures for stock selection problem (Q276526) (← links)
- Inference theory for volatility functional dependencies (Q284294) (← links)
- Multivariate and multiple permutation tests (Q284300) (← links)
- Model averaging in semiparametric estimation of treatment effects (Q284331) (← links)
- Inference in a model of successive failures with shape-adjusted hazard rates (Q287533) (← links)
- Exact post-selection inference, with application to the Lasso (Q292865) (← links)
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
- On the exact Berk-Jones statistics and their \(p\)-value calculation (Q309590) (← links)
- On monotonicity of expected values of some run-related distributions (Q314579) (← links)
- On goodness-of-fit tests for parametric hypotheses in perturbed dynamical systems using a minimum distance estimator (Q329052) (← links)
- A test of financial time-series data to discriminate among lognormal, Gaussian and square-root random walks (Q333367) (← links)
- Confidence regions for comparison of two normal samples (Q334059) (← links)
- Robust identification in random variable networks (Q337687) (← links)
- Hypothesis testing for Markov chain Monte Carlo (Q341149) (← links)
- Exact and asymptotically robust permutation tests (Q355084) (← links)
- The quantum relative entropy as a rate function and information criteria (Q356910) (← links)
- On the Nile problem by Sir Ronald Fisher (Q358888) (← links)
- Inference for the mean of large \(p\) small \(n\) data: a finite-sample high-dimensional generalization of Hotelling's theorem (Q358893) (← links)
- Ranking data with ordinal labels: optimality and pairwise aggregation (Q374178) (← links)
- Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
- Calculus for interval-valued functions using generalized Hukuhara derivative and applications (Q385364) (← links)
- Uniformly most powerful Bayesian tests (Q385759) (← links)
- Asymptotic normality of maximum likelihood and its variational approximation for stochastic blockmodels (Q385773) (← links)
- Groups acting on Gaussian graphical models (Q385776) (← links)
- Likelihood decision functions (Q391837) (← links)
- Randomized \(p\)-values for multiple testing of composite null hypotheses (Q394102) (← links)
- Comparison of multivariate distributions using quantile-quantile plots and related tests (Q396016) (← links)
- On asymptotic distribution of parameter free tests for ergodic diffusion processes (Q398574) (← links)
- Maximum entropy models and subjective interestingness: an application to tiles in binary databases (Q408667) (← links)
- Estimation of parameters in the growth curve model via an outer product least squares approach for covariance (Q414550) (← links)
- Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares (Q419328) (← links)
