5 citations · 5 across the 4 of their papers we have counts for
4 papers · 1 filter
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…
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…
Conditional limit laws for goodness-of-fit tests
Richard A. Lockhart
We study the conditional distribution of goodness of fit statistics of the Cramér--von Mises type given the complete sufficient statistics in testing for exponential family models.…