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Rejoinder

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Bayesian methods for generalized linear models with covariates missing at random

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Editor's report

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On the use of priors in goodness‐of‐fit tests

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Goodness‐of‐fit tests for parametric models based on biased samples

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Carbon dioxide and large volume ventilation in the management of patients undergoing cardiac surgery

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Score tests for heterogeneity and overdispersion in zero‐inflated Poisson and binomial regression models

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Small sample properties of isotonic estimators — bias and mean squared error of linear combinations under normality

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Authors: Van L. Parsons | Thu M. Hoang

Discussion

JOURNAL ARTICLE published June 2002 in Canadian Journal of Statistics

Testing Linear and Loglinear Regressions against Box-Cox Alternatives

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Second-order bias-corrected AIC in multivariate normal linear models under non-normality

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Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models

JOURNAL ARTICLE published September 2016 in Canadian Journal of Statistics

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Estimating coefficient of consolidation from piezocone tests: Discussion

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Large-sample tests of extreme-value dependence for multivariate copulas

JOURNAL ARTICLE published December 2011 in Canadian Journal of Statistics

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Robust F‐tests for linear models

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Inference for general parametric functions in box‐Cox‐type transformation models

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Bending tests of large diameter fabricated steel cylinders

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Some Tests of Linear Asset Pricing with Multivariate Normality

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