The goal of this paper is to introduce a class of tree-structured models that combines aspects of regression trees and smooth transition regression models. The model is called the Smooth Transition Regression Tree (STR-Tree). ...

ANOVA tests are the standard tests to compare nested linear models fitted by least squares. These tests are equivalent to likelihood ratio tests, so they have high power. However, least squares estimators are very vulnerable ...

After detecting initial delamination damage in a hotspot region of a composite structure monitored through a data-driven approach, the user needs to decide if there is an imminent structural failure or if the system can ...

We consider the issue of performing accurate small-sample likelihood-based inference in beta regression models, which are useful for modelling continuous proportions that are affected by independent variables. We derive ...

This paper considers tests of the parameter of an endogenous variable in an instrumental variables regression model. The focus is on one-sided conditional t-tests. Theoretical and numerical work shows that the conditional ...

The problem of testing the null hypothesis that the regression functions of two populations are equal versus one-sided alternatives under a general nonparametric homoscedastic regression model is considered. To protect ...

This paper presents necessary and su cient conditions for tests to have trivial power. By inverting these impractical tests, we demonstrate that the bounded con dence regions have error probability equal to one. This theo- ...