نتایج جستجو برای: wald test

تعداد نتایج: 813470  

2004
Christian M. Hafner Helmut Herwartz

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. In this paper we show that a convenient alternative to residual based testing is to specify a multivariate volatility model, such as multivariate GARCH (or BEKK), and constr...

Journal: :Biometrics 2012
Julie Bertrand Emmanuelle Comets Marylore Chenel France Mentré

Nonlinear mixed effects models allow investigating individual differences in drug concentration profiles (pharmacokinetics) and responses. Pharmacogenetics focuses on the genetic component of this variability. Two tests often used to detect a gene effect on a pharmacokinetic parameter are (1) the Wald test, assessing whether estimates for the gene effect are significantly different from 0 and (...

Journal: :the iranian journal of pharmaceutical research 0
slobodan gadžurić department of chemistry, biochemistry & environmental protection, faculty of science, university of novi sad, trg d. obradovića 3, 21000 novi sad, serbia sanja o podunavac-kuzmanović faculty of technology, university of novi sad, bulevar cara lazara 1, 21000 novi sad, serbia milan b vraneš department of chemistry, biochemistry & environmental protection, faculty of science, university of novi sad, trg d. obradovića 3, 21000 novi sad, serbia marija petrin national forensic technical centre in novi sad, pap pavla 46, novi sad, serbia strahinja z. kovacevic university of novi sad, faculty of technology, department of applied and engineering chemistry

the purpose of this work is to promote and facilitate forensic profiling and chemical analysis of illicit drug samples in order to determine their origin, methods of production and transfer through the country. the article is based on the gas chromatography analysis of heroin samples seized from three different locations in serbia. chemometric approach with appropriate statistical tools (multip...

2005
Lung-fei Lee

This paper considers classical hypothesis testing in the maximum likelihood (ML) and generalized method of moments (GMM) frameworks, where components of unconstrained (and constrained) estimates of a model may have various rates of convergence and their limiting distributions are asymptotically normally distributed. Sufficient conditions are established under which the likelihood ratio, efficie...

2004
Lauren Bin Dong

Author Contact: Lauren Dong, Statistics Canada; e-mail: [email protected]; FAX: (613) 951-3292 Abstract In this paper we derive an empirical likelihood type Wald (ELW)test for the problem testing for structural change in a linear regression model when the variance of error term is not known to be equal across regimes. The sampling properties of the ELW test are analyzed using Monte Carlo ...

Journal: :JOURNAL OF THE JAPAN STATISTICAL SOCIETY 2007

Journal: :The Annals of Mathematical Statistics 1947

Journal: :EURASIP Journal on Advances in Signal Processing 2013

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