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  • Search: subject:"Uniformly Most Powerful Invariant Test"
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Year of publication
Subject
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uniformly most powerful invariant test 3 Asymptotic Critical Values 2 Monte Carlo Critical Values 2 Shoulder Condition 2 Uniformly Most Powerful Invariant Test 2 Cauchy distribution 1 Estimation 1 Factor analysis 1 Faktorenanalyse 1 Goodness-of-fit test 1 Hunt-Stein theorem 1 Latent factor analysis 1 Line Transect Sampling 1 Panel 1 Panel study 1 Point Transect Sampling 1 Schätzung 1 Theorie 1 Theory 1 Wijsman's representation theorem 1 empirical characteristic function 1 kernel transformed empirical process 1 large n and fixed T 1 locally best invariant test 1 locally minimax test 1 maximal invariant 1 nonnull robustness 1 null robustness 1 panel data 1 stable distribution 1
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Online availability
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Free 3 Undetermined 2
Type of publication
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Book / Working Paper 3 Article 2
Language
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English 3 Undetermined 2
Author
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Borgoni, Riccardo 2 Quatto, Piero 2 Fortin, Alain-Philippe 1 Gagliardini, Patrick 1 Giri, Narayan 1 Gürtler, Nora 1 Henze, Norbert 1 Scaillet, Olivier 1
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Institution
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Dipartimento di Statistica, Università degli Studi di Milano-Bicocca 2
Published in...
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Annals of the Institute of Statistical Mathematics 2 Working Papers / Dipartimento di Statistica, Università degli Studi di Milano-Bicocca 2 Swiss Finance Institute Research Paper 1
Source
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RePEc 4 ECONIS (ZBW) 1
Showing 1 - 5 of 5
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Latent Factor Analysis in Short Panels
Fortin, Alain-Philippe; Gagliardini, Patrick; Scaillet, … - 2023
We develop inferential tools for latent factor analysis in short panels. The pseudo maximum likelihood setting under a large cross-sectional dimension n and a fixed time series dimension T relies on a diagonal T x T covariance matrix of the errors without imposing sphericity or Gaussianity. We...
Persistent link: https://www.econbiz.de/10014350141
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On the Uniformly Most Powerful Invariant Test for the Shoulder Condition in Line Transect Sampling
Borgoni, Riccardo; Quatto, Piero - Dipartimento di Statistica, Università degli Studi di … - 2007
In wildlife population studies one of the main goals is estimating the population abundance. Line transect sampling is a well established methodology for this purpose. The usual approach for estimating the density or the size of the population of interest is to assume a particular model for the...
Persistent link: https://www.econbiz.de/10005273072
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The Uniformly Most Powerful Invariant Test for the Shoulder Condition in Point Transect Sampling
Quatto, Piero; Borgoni, Riccardo - Dipartimento di Statistica, Università degli Studi di … - 2006
Estimating population abundance is of primary interest in wildlife population studies. Point transect sampling is a well established methodology for this purpose. The usual approach for estimating the density or the size of the population of interest is to assume a particular model for the...
Persistent link: https://www.econbiz.de/10005260574
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Goodness-of-Fit Tests for the Cauchy Distribution Based on the Empirical Characteristic Function
Gürtler, Nora; Henze, Norbert - In: Annals of the Institute of Statistical Mathematics 52 (2000) 2, pp. 267-286
Persistent link: https://www.econbiz.de/10005616103
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Locally minimax tests in symmetrical distributions
Giri, Narayan - In: Annals of the Institute of Statistical Mathematics 40 (1988) 2, pp. 381-394
Persistent link: https://www.econbiz.de/10005169234
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