Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses (Q110331): Difference between revisions

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1989
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Property / publication date: 1989 / rank
 
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Property / author: Quang H. Vuong / rank
 
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Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses (English)
Property / title: Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses (English) / rank
 
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Property / zbMATH Open document ID
 
Property / zbMATH Open document ID: 0701.62106 / rank
 
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Property / full work available at URL: https://authors.library.caltech.edu/81424/ / rank
 
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Property / Mathematics Subject Classification ID: 62P20 / rank
 
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Property / Mathematics Subject Classification ID: 62E20 / rank
 
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Property / Mathematics Subject Classification ID: 62G10 / rank
 
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Property / Mathematics Subject Classification ID: 62F03 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 4149430 / rank
 
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Property / zbMATH Keywords
 
likelihood ratio tests
Property / zbMATH Keywords: likelihood ratio tests / rank
 
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Property / zbMATH Keywords
 
model selection
Property / zbMATH Keywords: model selection / rank
 
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Property / zbMATH Keywords
 
non-nested hypotheses
Property / zbMATH Keywords: non-nested hypotheses / rank
 
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Property / zbMATH Keywords
 
misspecified models
Property / zbMATH Keywords: misspecified models / rank
 
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Property / zbMATH Keywords
 
asymptotic distribution of the likelihood ratio statistic
Property / zbMATH Keywords: asymptotic distribution of the likelihood ratio statistic / rank
 
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Property / zbMATH Keywords
 
weighted sum of chi-square distributions
Property / zbMATH Keywords: weighted sum of chi-square distributions / rank
 
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Property / zbMATH Keywords
 
normal distribution
Property / zbMATH Keywords: normal distribution / rank
 
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Property / zbMATH Keywords
 
Kullback-Leibler information criterion
Property / zbMATH Keywords: Kullback-Leibler information criterion / rank
 
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Property / zbMATH Keywords
 
directional symmetric tests
Property / zbMATH Keywords: directional symmetric tests / rank
 
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Property / zbMATH Keywords
 
asymptotic properties
Property / zbMATH Keywords: asymptotic properties / rank
 
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Revision as of 13:25, 7 October 2023

scientific article
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Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
scientific article

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    307
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    March 1989
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    1989
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    Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses (English)
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    likelihood ratio tests
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    model selection
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    non-nested hypotheses
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    misspecified models
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    asymptotic distribution of the likelihood ratio statistic
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    weighted sum of chi-square distributions
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    normal distribution
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    Kullback-Leibler information criterion
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    directional symmetric tests
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    asymptotic properties
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