The following pages link to (Q5791397):
Displayed 41 items.
- On tests for the mean direction of the Langevin distribution (Q749115) (← links)
- Neyman's C(\(\alpha\) ) test and Rao's efficient score test for composite hypotheses (Q758032) (← links)
- A general approach to Lagrange multiplier model diagnostics (Q801625) (← links)
- Which Wald statistic? Choosing a parameterization of the Wald statistic to maximize power in \(k\)-sample generalized estimating equations (Q935459) (← links)
- Model specification tests. A simultaneous approach (Q1053408) (← links)
- Asymptotic expansions of the distributions of some test statistics (Q1065479) (← links)
- Testing causality using efficiently parametrized vector ARMA models (Q1086960) (← links)
- Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes (Q1116250) (← links)
- A Bartlett-type correction for the subject-years method in comparing survival data to a standard population (Q1126096) (← links)
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method (Q1167506) (← links)
- On the equivalence of some test criteria based on BAN estimators for the multivariate exponential family (Q1173359) (← links)
- The Berry-Esséen theorem for the subject-years method in mortality analysis with censored data (Q1179288) (← links)
- On using Lehmann alternatives with nonresponders (Q1193123) (← links)
- Nonlinear models, rescaling and test invariance (Q1200018) (← links)
- Goodness-of-fit tests for models of latency and choice (Q1244192) (← links)
- Some new statistics for testing hypotheses in parametric models (Q1365556) (← links)
- Inference functions and quadratic score tests (Q1764309) (← links)
- Specification testing when score test statistics are identically zero (Q1820541) (← links)
- Asymptotically similar criteria (Q1836235) (← links)
- Variable selection for structural models (Q1866230) (← links)
- Conditional risk models for ordinal response data: Simultaneous logistic regression analysis and generalized score tests (Q1866233) (← links)
- Some higher-order theory for a consistent non-parametric model specification test (Q1866255) (← links)
- Comparison of Bartlett-type adjustments for the efficient score statistic (Q1901724) (← links)
- Specification testing in Markov-switching time-series models (Q1906290) (← links)
- A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers (Q1914216) (← links)
- Misspecification tests and their uses in econometrics (Q1918128) (← links)
- Corrected score tests for exponential censored data (Q1962133) (← links)
- A person fit test for IRT models for polytomous items (Q2517868) (← links)
- Test for the equality of several correlation coefficients (Q4729159) (← links)
- An Appraisal and Bibliography of Tests for Multivariate Normality (Q4832085) (← links)
- Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232) (← links)
- On marginal quasi-likelihood inference in generalized linear mixed models (Q5929497) (← links)
- Tests for the error component model in the presence of local misspecification (Q5931137) (← links)
- Two score and 10 years of score tests (Q5943790) (← links)
- Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results (Q5943791) (← links)
- Sensitivity of Rao's score test, the Wald test and the likelihood ratio test to nuisance parameters (Q5943793) (← links)
- Score tests when a nuisance parameter is unidentified under the null hypothesis (Q5943794) (← links)
- Rao's statistic for homogeneity of multiple parameter (Q5943796) (← links)
- Rao's score test in spatial econometrics (Q5943797) (← links)
- On improving the robustness and reliability of Rao's score test (Q5943799) (← links)
- Higher-order asymptotic refinements for score tests in proper dispersion models (Q5943800) (← links)