5 citations · 5 across the 4 of their papers we have counts for
8 papers
Cramer-von Mises tests for Change Points
Rasmus Erlemann, Richard Lockhart, Rihan Yao
We study two nonparametric tests of the hypothesis that a sequence of independent observations is identically distributed against the alternative that at a single change point the…
A Generalized Hosmer-Lemeshow Goodness-of-Fit Test for a Family of Generalized Linear Models
Nikola Surjanovic, Richard Lockhart, Thomas M. Loughin
Generalized linear models (GLMs) are used within a vast number of application domains. However, formal goodness of fit (GOF) tests for the overall fit of the modelso-called "glo…
Partial least squares for sparsely observed curves with measurement errors
Zhiyang Zhou, Richard A. Lockhart
Functional partial least squares (FPLS) is commonly used for fitting scalar-on-function regression models. For the sake of accuracy, FPLS demands that each realization of the funct…
A goodness of fit test for two component two parameter Weibull mixtures
Richard A. Lockhart, Chandanie W. Navaratna
Fitting mixture distributions is needed in applications where data belongs to inhomogeneous populations comprising homogeneous sub-populations. The mixing proportions of the sub po…
On comparison of estimators for proportional error nonlinear regression models in the limit of small measurement error
Richard A. Lockhart, Chandanie W. Navaratna
In this paper, we compare maximum likelihood (ML), quasi likelihood (QL) and weighted least squares (WLS) estimators for proportional error nonlinear regression models. Literature…
Bayes factors with (overly) informative priors
Richard A Lockhart
Priors in which a large number of parameters are specified to be independent are dangerous; they make it hard to learn from data. I present a couple of examples from the literature…