Pages that link to "Item:Q905106"

The following pages link to Bootstrap-based model selection criteria for beta regressions (Q905106):

Displaying 10 items.

• Bessel regression model: Robustness to analyze bounded data (Q114890) (← links)
• Bootstrap-based testing inference in beta regressions (Q2180254) (← links)
• Residual and influence analysis to a general class of simplex regression (Q2195750) (← links)
• Improved testing inferences for beta regressions with parametric mean link function (Q2234737) (← links)
• Beta seasonal autoregressive moving average models (Q4960734) (← links)
• The comparison study of the model selection criteria on the Tobit regression model based on the bootstrap sample augmentation mechanisms (Q5065293) (← links)
• Skewness of maximum likelihood estimators in the varying dispersion beta regression model (Q5076897) (← links)
• Resampling-based prediction intervals in beta regressions under correct and incorrect model specification (Q5082615) (← links)
• A procedure for variable selection in double generalized linear models (Q5096681) (← links)
• On nonlinear beta regression residuals (Q5348681) (← links)