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Mathematische Theorie statistischer Experimente
Heyer, Herbert - 1973
Persistent link: https://www.econbiz.de/10009585727
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Bayes-Verfahren : Schätz- und Testverfahren bei Berücksichtigung von Vorinformation
Stange, Kurt - 1977
Persistent link: https://www.econbiz.de/10009604372
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On the density of generalised noncentral quadratic forms with applications to asymptotic expansions for test statistics
Bravo, Francesco - 2000
Persistent link: https://www.econbiz.de/10001527224
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Testing, encompassing and simulating dynamic econometric models
Gouriéroux, Christian; Monfort, Alain - 1992
Persistent link: https://www.econbiz.de/10000839361
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Significance tests for a mis-specified Tobit model
Taylor, Larry W. - 1989
Persistent link: https://www.econbiz.de/10000767733
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The likelihood test under non-standard conditions : testing the Markov trend model of GNP
Hansen, Bruce E. - 1991
Persistent link: https://www.econbiz.de/10000814458
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Erratum: the likelihood ratio test under nonstandard conditions : testing the Markov switching model of GNP
Hansen, Bruce E. - 1995 - Rev
Persistent link: https://www.econbiz.de/10000919087
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Consistent specification testing with unidentified nuisance parameters using duality and Banach space limit theory
Stinchcombe, Maxwell B.; White, Halbert - 1993
Persistent link: https://www.econbiz.de/10000862844
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On asymptotically exact testing of nonparametric hypotheses
Lepskii, Oleg V. - 1993
Persistent link: https://www.econbiz.de/10000875387
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Consistent specification testing for conditional symmetry
Zheng, John Xu - In: Econometric theory 14 (1998) 1, pp. 139-149
Persistent link: https://www.econbiz.de/10001238031