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Filtros : "Communications in Statistics. Theory and Methods" "TESTES DE HIPÓTESES" Limpar

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  • Artigo de periodico

    Cointegration: Bayesian significance test (2012)

    Diniz, M; Pereira, Carlos Alberto de Bragança ; Stern, Julio Michael

    Source: Communications in Statistics. Theory and Methods. Unidade: IME

    Subjects: INFERÊNCIA BAYESIANA, TESTES DE HIPÓTESES, ANÁLISE DE SÉRIES TEMPORAIS

    Acesso à fonteDOIHow to cite
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    • ABNT

      DINIZ, M e PEREIRA, Carlos Alberto de Bragança e STERN, Julio Michael. Cointegration: Bayesian significance test. Communications in Statistics. Theory and Methods, v. 41, n. 19, p. 3562-3474, 2012Tradução . . Disponível em: https://doi.org/10.1080/03610926.2011.563021. Acesso em: 13 nov. 2025.

    • APA

      Diniz, M., Pereira, C. A. de B., & Stern, J. M. (2012). Cointegration: Bayesian significance test. Communications in Statistics. Theory and Methods, 41( 19), 3562-3474. doi:10.1080/03610926.2011.563021

    • NLM

      Diniz M, Pereira CA de B, Stern JM. Cointegration: Bayesian significance test [Internet]. Communications in Statistics. Theory and Methods. 2012 ; 41( 19): 3562-3474.[citado 2025 nov. 13 ] Available from: https://doi.org/10.1080/03610926.2011.563021

    • Vancouver

      Diniz M, Pereira CA de B, Stern JM. Cointegration: Bayesian significance test [Internet]. Communications in Statistics. Theory and Methods. 2012 ; 41( 19): 3562-3474.[citado 2025 nov. 13 ] Available from: https://doi.org/10.1080/03610926.2011.563021

  • Artigo de periodico

    Bartlett-corrected test for normal linear models when the error covariance matrix is nonscalar (2000)

    Aubin, Elisete da Conceição Quintaneiro; Cordeiro, Gauss Moutinho

    Source: Communications in Statistics. Theory and Methods. Unidade: IME

    Subjects: TESTES DE HIPÓTESES, REGRESSÃO LINEAR

    PrivadoAcesso à fonteDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas

    • ABNT

      AUBIN, Elisete da Conceição Quintaneiro e CORDEIRO, Gauss Moutinho. Bartlett-corrected test for normal linear models when the error covariance matrix is nonscalar. Communications in Statistics. Theory and Methods, v. 29, n. 11, p. 2405-2426, 2000Tradução . . Disponível em: https://doi.org/10.1080/03610920008832613. Acesso em: 13 nov. 2025.

    • APA

      Aubin, E. da C. Q., & Cordeiro, G. M. (2000). Bartlett-corrected test for normal linear models when the error covariance matrix is nonscalar. Communications in Statistics. Theory and Methods, 29( 11), 2405-2426. doi:10.1080/03610920008832613

    • NLM

      Aubin E da CQ, Cordeiro GM. Bartlett-corrected test for normal linear models when the error covariance matrix is nonscalar [Internet]. Communications in Statistics. Theory and Methods. 2000 ; 29( 11): 2405-2426.[citado 2025 nov. 13 ] Available from: https://doi.org/10.1080/03610920008832613

    • Vancouver

      Aubin E da CQ, Cordeiro GM. Bartlett-corrected test for normal linear models when the error covariance matrix is nonscalar [Internet]. Communications in Statistics. Theory and Methods. 2000 ; 29( 11): 2405-2426.[citado 2025 nov. 13 ] Available from: https://doi.org/10.1080/03610920008832613
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