Pages that link to "Item:Q5509419"
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The following pages link to Computing the distribution of quadratic forms in normal variables (Q5509419):
Displayed 50 items.
- Depth estimators and tests based on the likelihood principle with application to regression (Q558064) (← links)
- Optimization of the size of nonsensitivness regions. (Q558529) (← links)
- Limiting power of unit-root tests in time-series regression (Q756339) (← links)
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
- The power of the Durbin-Watson test when the errors are heteroscedastic (Q806901) (← links)
- Divergence-based estimation and testing with misclassified data (Q816556) (← links)
- On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods (Q819431) (← links)
- Distribution of a sum of weighted noncentral chi-square variables (Q820206) (← links)
- Linear versus quadratic estimators in linearized models. (Q851610) (← links)
- A test for elliptical symmetry (Q864268) (← links)
- The distribution function of a linear combination of chi-squares (Q1064688) (← links)
- Some robust exact results on sample autocorrelations and tests of randomness (Q1074278) (← links)
- Probabilistic multidimensional scaling: An anisotropic model for distance judgments (Q1117870) (← links)
- Asymptotic expansions for the distribution of quadratic forms in normal variables (Q1122254) (← links)
- The mean squared errors of the maximum likelihood and natural-conjugate Bayes regression estimators (Q1133267) (← links)
- A note on computing the distribution of the norm of Hilbert space valued Gaussian random variables (Q1133844) (← links)
- Edgeworth approximations in first-order stochastic difference equations with exogenous variables (Q1171848) (← links)
- Applications of the asymmetric eigenvalue problem techniques to robust testing (Q1193799) (← links)
- Percentiles for Cramér-von Mises functionals of Gaussian processes and some applications to Bayesian tests (Q1194603) (← links)
- Monte Carlo results on several new and existing tests for the error component model (Q1203086) (← links)
- Invariant tests for uniformity on the vertices of regular polygon (Q1210287) (← links)
- The power of four tests of autocorrelation in the linear regression model (Q1212772) (← links)
- Testing for functional misspecification in regression analysis (Q1238385) (← links)
- Fourth-order autocorrelation: Further significance points for the Wallis test (Q1251446) (← links)
- Testing for multiplicative heteroskedasticity (Q1255290) (← links)
- Nonnested testing for autocorrelation in the linear regression model (Q1260674) (← links)
- A procedure for assessing vector correlations (Q1260730) (← links)
- On Burbea-Rao divergence based goodness-of-fit tests for multinomial models (Q1290938) (← links)
- Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466) (← links)
- Testing for autocorrelation in the presence of lagged dependent variables (Q1318997) (← links)
- Local asymptotic distribution related to the AR(1) model with dependent errors (Q1329131) (← links)
- On the limiting distribution of and critical values for an origin- invariant bivariate Cramér - von Mises-type statistic (Q1332890) (← links)
- On nonparametric tests for symmetry in \(R^ m\) (Q1335381) (← links)
- Error rates in quadratic discrimination with constraints on the covariance matrices (Q1344866) (← links)
- A simple test for stable seasonality (Q1345558) (← links)
- Nonparametric model checks for regression (Q1359416) (← links)
- Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model (Q1361520) (← links)
- Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. (Q1421875) (← links)
- Exact probabilities of correct classifications for uncorrelated repeated measurements from elliptically contoured distributions. (Q1427523) (← links)
- A note on the nonparametric least-squares test for checking a polynomial relationship (Q1432870) (← links)
- Bias correction of OLSE in the regression model with lagged dependent variables. (Q1583509) (← links)
- The distribution of Hermitian quadratic forms in elliptically contoured random vectors (Q1598693) (← links)
- Probabilistic multidimensional scaling using a city-block metric (Q1599153) (← links)
- Performance evaluation of demodulation with diversity -- a combinatorial approach. II: Bijective methods (Q1765519) (← links)
- On testing variance components in unbalanced mixed linear model. (Q1771825) (← links)
- The sensitivity of OLS when the variance matrix is (partially) unknown (Q1806696) (← links)
- The exact distribution of indefinite quadratic forms in noncentral normal vectors (Q1817402) (← links)
- A comparison of the power of some tests for heteroskedasticity in the general linear model (Q1847125) (← links)
- Tests for the response distribution in a Poisson regression model (Q1866228) (← links)
- Tests for the order of integration against higher order integration (Q1880276) (← links)