Pages that link to "Item:Q5846739"
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The following pages link to Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large (Q5846739):
Displayed 50 items.
- Sample sizes for improved binomial confidence intervals (Q66060) (← links)
- On identifiability and information-regularity in parametrized normal distributions (Q677541) (← links)
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures (Q789863) (← links)
- On tests of independence in a trivariate exponential distribution (Q792716) (← links)
- On asymptotically optimal tests under loss of identifiability in semiparametric models (Q834345) (← links)
- A note on generalized Wald's method (Q918605) (← links)
- Detection threshold for non-parametric estimation (Q954143) (← links)
- A truncated inverted beta distribution with application to air pollution data (Q954684) (← links)
- Estimating a difference of Kullback-Leibler risks using a normalized difference of AIC (Q958337) (← links)
- Asymptotic normality of test statistics under alternative hypotheses (Q1006673) (← links)
- Some truncated distributions (Q1016555) (← links)
- A theoretical result for processing signals that have unknown distributions and priors in white Gaussian noise (Q1023651) (← links)
- Optimization in a multivariate generalized linear model situation (Q1023815) (← links)
- A maximum likelihood method for an asymmetric MDS model (Q1023823) (← links)
- Rank procedures for testing subhypotheses in linear regression (Q1062382) (← links)
- Rank-order tests for the parallelism of several regression surfaces (Q1063976) (← links)
- Asymptotic expansions of the distributions of some test statistics (Q1065479) (← links)
- Optimal local Gaussian approximation of an exponential family (Q1085905) (← links)
- Regression type tests for parametric hypotheses based on sums of squared L-statistics (Q1085907) (← links)
- Tests of the parallelism of several regression surfaces based on rank- order estimates (Q1087270) (← links)
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions (Q1092542) (← links)
- On the asymptotic bias of estimators under parameter drift (Q1113568) (← links)
- Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes (Q1116250) (← links)
- Limited information estimators and exogeneity tests for simultaneous probit models (Q1118322) (← links)
- Cramer-type conditions and quadratic mean differentiability (Q1138315) (← links)
- Goodness of fit tests for probabilistic measurement models (Q1140572) (← links)
- Testing the restrictions implied by the rational expectations hypothesis (Q1147483) (← links)
- On Wald tests for globally and locally quadratic restrictions (Q1185203) (← links)
- Bounds for non-central chi-square distributions having unobservable random non-centrality parameters (Q1186030) (← links)
- Maximum-likelihood estimation of a multivariate Gaussian rating model with excluded data (Q1193377) (← links)
- Nonlinear models, rescaling and test invariance (Q1200018) (← links)
- Comparing regressions when measurement error variances are known (Q1212893) (← links)
- On a class of asymptotically optimal nonparametric tests for grouped data. I, II (Q1234139) (← links)
- The new test criterion for the homogeneity of parameters of several populations (Q1242401) (← links)
- On the power superiority of likelihood ratio tests for restricted alternatives (Q1261304) (← links)
- Asymptotic Bayesian analysis based on a limited information estimator (Q1305680) (← links)
- Test of homogeneity of multiple parameters (Q1329707) (← links)
- Some new statistics for testing hypotheses in parametric models (Q1365556) (← links)
- Hypothesis testing with a restricted parameter space (Q1379919) (← links)
- Testing conditional moment restrictions (Q1430924) (← links)
- The emperor's new tests. (With comments and a rejoinder). (Q1431177) (← links)
- Inference functions and quadratic score tests (Q1764309) (← links)
- Optimum robust testing in linear models (Q1807108) (← links)
- Asymptotically uniformly most powerful tests in parametric and semiparametric models (Q1816577) (← links)
- Asymptotically similar criteria (Q1836235) (← links)
- Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence (Q1836262) (← links)
- Parametric multiple regression risk models: Theory and statistical analysis (Q1838264) (← links)
- Lucien Le Cam 1924--2000. (Q1848951) (← links)
- The statistical work of Lucien Le Cam. (Q1848952) (← links)
- The sampling distribution of shrinkage estimators and their F-ratios in the regression model (Q2266307) (← links)