Results 81 to 90 of about 355,029 (197)

Power of edge exclusion tests in graphical gaussian models

, 2003
Asymptotic multivariate normal approximations to the joint distributions of edge exclusion test statistics for saturated graphical Gaussian models are derived.
McDonald, John, Salguiero, Fatima, Smith, Peter   +2 more
core  

Local power of the LR, Wald, score and gradient tests in dispersion models

, 2011
We derive asymptotic expansions up to order $n^{-1/2}$ for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives.
Ferrari, Silvia L. P., Lemonte, Artur J.
core   +1 more source

Testing for Causality in Variance using Multivariate GARCH Models [PDF]

, 2004
Tests of causality in variance in multiple time series have been proposed recently, based on residuals of estimated univariate models. Although such tests are applied frequently little is known about their power properties.
Hafner, Christian M., Herwartz, Helmut
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Strongly Consistent Determination of the Rank of Matrix [PDF]

In this paper, we develop methods of the determination of the rank of random matrix. Using the matrix perturbation theory to construct or find a suitable bases of the kernel (null space) of the matrix and to determine the limiting distribution of the ...
Zaka Ratsimalahelo
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The local power of the gradient test

, 2010
The asymptotic expansion of the distribution of the gradient test statistic is derived for a composite hypothesis under a sequence of Pitman alternative hypotheses converging to the null hypothesis at rate $n^{-1/2}$, $n$ being the sample size ...
A. Wald, Artur J. Lemonte, C.R. Rao, C.R. Rao, C.R. Rao, D. Firth, D.R. Cox, G.M. Cordeiro, G.R. Terrell, H.W. Peers, M.S. Bartlett, M.S. Bartlett, P. Harris, R. Bracewell, S.L.P. Ferrari, S.S. Wilks, Silvia L. P. Ferrari, T. Hayakawa, T. Hayakawa, T. Hayakawa   +19 more
core   +1 more source

Simulated Classical Tests in the Multiperiod Multinomial Probit Model [PDF]

This paper compares different versions of the simulated counterparts of the Wald test, the score test, and the likelihood ratio test in the multiperiod multinomial probit model.
Ziegler, Andreas
core  

Perhitungan Test Run Wald - Woldfowitz Menggunakan Java Mobile [PDF]

, 2012
Saat ini, Perkembangan teknologi telah membuat semua informasi menjadi suatu hal yang sangat penting dalam berbagai bidang. Salah satunya adalah Teknik Ilmu Statistik yang selalu mencantum Nilai Tabel dalam proses perhitungannya.
ENGGAR, PRAMONO ARFIANTO
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Evaluation of Statistical Methods for Clustered Eye Data with Skewed Distribution

Ophthalmology Science
Purpose: To evaluate the performance of various analysis approaches for skewed correlated eye data from 2 eyes of a subject in the same comparison group, which is common in ophthalmology and vision research.
Sifan Zhang, Ziyi You, MS, Bernard Rosner, PhD, Gui-shuang Ying, PhD   +3 more
doaj   +1 more source

GMM Estimation and Uniform Subvector Inference with Possible Identification Failure [PDF]

This paper determines the properties of standard generalized method of moments (GMM) estimators, tests, and confidence sets (CS's) in moment condition models in which some parameters are unidentified or weakly identified in part of the parameter space ...
Donald W.K. Andrews, Xu Cheng
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Making Wald Tests Work for Cointegrated Systems. [PDF]

Wald tests of restrictions on the coefficients of vector autoregressive (VAR) processes are known to have nonstandard asymptotic properties for 1(1) and cointegrated systems of variables.
Dolado, Juan José, Lüktepohl, Helmut
core