Peto et al. (1980) proposed a combined test statistic for carcinogenicity studies in a pooled analysis of incidental and fatal tumours. For the analysis of the incidental tumours one needs to divide ...

Twenty years have elapsed since the Shapiro-Wilk statistic W for testing the normality of a sample first appeared. In that time a number of statistics that are close relatives of W have been found to ...

Suppose that D 0 is the deviance resulting from fitting a generalized linear model and that D 1 is the deviance from fitting a submodel. Then, under appropriate regularity conditions, the asymptotic ...

The upper (lower) control limits in Output 20.1.1 are monotonically increasing (decreasing). As the number of subgroups increases, the control limits approach the following asymptotic values: These ...

Citations: Jagannathan, Ravi, Zhenyu Wang. 1998. An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression. Journal of Finance. (4)1285-1309.