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Studentization
Residuals, Part II
Testing for Uncorrelated Residuals in Dynamic Count Models with an Application to Corporate Bankruptcy
Research Paper Commerce Statistics Inference in Nonlinear Regression Model with Heteroscedastic Errors B. Mahaboob Research Scho
A Review on Empirical Likelihood Methods for Regression
Linear Models with R Julian J.Faraway Downloaded by [University of Toronto] at 16:20 23 May 2014 Texts in Statistical Science
Analysis of the Spread of COVID-19 in the USA with a Spatio-Temporal Multivariate Time Series Model
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels
Optimal Bandwidth Selection in Heteroskedasticity#Autocorrelation
Risk Segmentation Using Bayesian Quantile Regression with Natural Cubic Splines
Gelman and Shalizi, 2013
7 Detection and Modeling of Nonconstant Variance
Autocorrelation-Robust Inference*
Studentized Residuals Jacknife Residuals 3 Zambia 2 2 1 1 0 0 −1 −1 Jacknife Residuals −2 Studentized Residuals −2
Chapter 11: Unusual and Influential Data
Subsampling Needlet Coefficients on the Sphere
Recentered Importance Sampling with Applications to Bayesian Model
1(Xt), 500 Absolute Return, 101 Acceptance/Rejection Method, 317
Path Analysis and Multi-Stage Regression Analysis
Top View
Inference on Winners⇤
Large Sample Properties of Partitioning-Based Series Estimators
Practical Regression and Anova Using R
Regression-Discontinuity Analysis: an Alternative to the Ex-Post Facto Experiment
Wavelet Methods Article ID
EXACT and ASYMPTOTICALLY ROBUST PERMUTATION TESTS 3 Data Set, the Argument Leading to the Construction of an Α Level Test Fails, and Faulty Inferences Can Occur
On Second Order Correctness of Bootstrap in Logistic Regression
A New Form of Marketing Myopia
A Practical Introduction to Regression Discontinuity Designs: Foundations
Empirical Evidence Concerning the Finite Sample Performance of EL-Type Structural Equation Estimation and Inference Methods
Model-Free Volatility Prediction Or Can the Stock Market Be Linearized?
Automatic Block-Length Selection for the Dependent Bootstrap
PERMUTATION TESTING for DEPENDENCE in TIME SERIES By
Empirical Evidence Concerning the Finite Sample Performance of EL-Type Structural Equation Estimation and Inference Methods
Lspartition: Partitioning-Based Least Squares Regression by Matias D
Inference for Autocorrelations Under Weak Assumptions: Alternatives To
Chernoff-Savage and Hodges-Lehmann Results for Wilks
Second Order Correctness of Perturbation Bootstrap M-Estimator of Multiple Linear Regression Parameter” (; .Pdf)
Higher Order Asymptotic Theory for Nonparametric Time Series Analysis and Related Contributions
Formalized Data Snooping Based on Generalized Error Rates
Studentization and the Determination of P-Values by D.A.S
Asymptotically Valid and Exact Permutation Tests Based on Two-Sample U-Statistics
Bootstrap Confidence Regions Computed from Autoregressions Of
Working Papers of the University of Vaasa, Department of Mathematics and Statistics, 16
Invariance Principles Via Studentization in Linear Structural and Functional Error-In-Variables Models
Edgeworth Expansions for Spectral Density Estimates and Studentized Sample Mean1
189-29: Mixed Model Influence Diagnostics
Descriptive Statistics for Modern Score Distributions 1
Nag Regsn Std Resid Influence (G02fac) Example Program
Philosophy and the Practice of Bayesian Statistics