Model selection using union-intersection principle for non nested models (Q2979945): Difference between revisions

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+A new look at the statistical model identification
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+On the exact distribution of the maximum of absolutely continuous dependent random variables
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+Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
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+Estimating a difference of Kullback-Leibler risks using a normalized difference of AIC
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+A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families
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+On the selection of forecasting models
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+Simulation based selection of competing structural econometric models
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+Economic tolerance design for folded normal data
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+Model selection tests for nonlinear dynamic models
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+Empiricial Comparison between Some Model Selection Criteria
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+Information criteria for selecting possibly misspecified parametric models
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+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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+Nonlinear Regression with Dependent Observations
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