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BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS

✍ Scribed by Natalie Neumeyer; Holger Dette; Eva-Renate Nagel


Book ID
110970417
Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
235 KB
Volume
48
Category
Article
ISSN
1369-1473

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## Abstract In many applications of generalized linear mixed models to clustered correlated or longitudinal data, often we are interested in testing whether a random effects variance component is zero. The usual asymptotic mixture of chi‐square distributions of the score statistic for testing const