Pages that link to "Item:Q5844509"

The following pages link to On Stochastic Limit and Order Relationships (Q5844509):

Displaying 50 items.

• Power and sample size computation for Wald tests in latent class models (Q318133) (← links)
• A polarization-cohesion perspective on cross-country convergence (Q427350) (← links)
• Approximations to most powerful invariant tests for multinormality against some irregular alternatives (Q619164) (← links)
• Inverse regression-based uncertainty quantification algorithms for high-dimensional models: theory and practice (Q726930) (← links)
• Spectra-based estimates of certain time-domain parameters of a bivariate stationary-point process (Q758068) (← links)
• Likelihood ratio test for and against nonlinear inequality constraints (Q866899) (← links)
• A theorem on the rank of a product of matrices with illustration of its use in goodness of fit testing (Q906045) (← links)
• Prediction of multivariate time series by autoregressive model fitting (Q1067337) (← links)
• Theory of order statistics (Q1131596) (← links)
• The likelihood ratio criterion and the asymptotic expansion of its distribution (Q1141979) (← links)
• A class of factor analysis estimation procedures with common asymptotic sampling properties (Q1223907) (← links)
• The bias of generalized double k-class estimators (Q1223918) (← links)
• Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis (Q1231239) (← links)
• Classical asymptotic properties of a certain estimator related to the maximum likelihood estimator (Q1236849) (← links)
• Two-stage and three-stage least squares estimation of dispersion matrix of disturbances in simultaneous equations (Q1245664) (← links)
• Relative efficiency with equivalence classes of asymptotic covariances (Q1305678) (← links)
• Encompassing in stationary linear dynamic models (Q1341212) (← links)
• A consistent bootstrapped GMM estimator for the linear model with arbitrary inequality constraints on parameters (Q1393067) (← links)
• Symmetrizing and variance stabilizing transformations of sample coefficient of variation from inverse Gaussian distribution (Q1698210) (← links)
• Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances (Q1820540) (← links)
• The problem of near-multicollinearity revisited: erratic vs systematic volatility. (Q1867728) (← links)
• An adjusted linear estimator (Q1896102) (← links)
• Cointegration tests in the presence of structural breaks (Q1906293) (← links)
• Entailment with near surety of scaled assertions of high conditional probability (Q1976397) (← links)
• Beyond the mean: a flexible framework for studying causal effects using linear models (Q2088915) (← links)
• Locally associated graphical models and mixed convex exponential families (Q2105205) (← links)
• A subsampling approach for Bayesian model selection (Q2105562) (← links)
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points (Q2111653) (← links)
• Sequential ensemble transform for Bayesian inverse problems (Q2127151) (← links)
• Note on the delta method for finite population inference with applications to causal inference (Q2156023) (← links)
• Statistical inference of semidefinite programming with multiple parameters (Q2190284) (← links)
• Resampling DEA estimates of investment fund performance (Q2253401) (← links)
• Disturbance variance estimation in simulataneous equations by k-class method (Q2265254) (← links)
• Asymptotic tests for interval-valued means (Q2374591) (← links)
• Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
• Likelihood-look-ahead inference on the equilibrium distribution of Markov chains (Q2493866) (← links)
• Approximate confidence sets for a stationary \(AR(p)\) process (Q2495839) (← links)
• Estimation of parameters for a linear difference equation with application to EEG analysis (Q2537855) (← links)
• Power spectrum estimation through autoregressive model fitting (Q2546761) (← links)
• The efficiency of estimating seemingly unrelated regression equations (Q2547426) (← links)
• Statistical predictor identification (Q2560026) (← links)
• Testing for separability of spatial\,-\,temporal covariance functions (Q2581892) (← links)
• The asymptotic behaviour of the maximum of a random sample subject to trends in location and scale (Q3077686) (← links)
• Estimation by Periodogram (Q3280514) (← links)
• Extremes,extreme spacings and outliers in the tukey and weibull families (Q3473016) (← links)
• Accuracy, confidence and consensus in bayesian hypothesis inference (Q3702264) (← links)
• The use of efficient estimates in multiple tests for goodness of fit (Q4091288) (← links)
• Testing for dependence in the input to a linear time series model (Q4345896) (← links)
• Statistical Inference of Second-Order Cone Programming (Q4561180) (← links)
• On the joint distribution of pearson's X²statistics (Q4773157) (← links)