Pages that link to "Item:Q110331"

The following pages link to Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses (Q110331):

Displaying 50 items.

• Structure learning in Bayesian networks using regular vines (Q1659079) (← links)
• Latent profile analysis with nonnormal mixtures: a Monte Carlo examination of model selection using fit indices (Q1660200) (← links)
• Sparse causality network retrieval from short time series (Q1687426) (← links)
• Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling (Q1695635) (← links)
• The log-linear Birnbaum-Saunders power model (Q1707054) (← links)
• Dynamic hedging with futures: a copula-based GARCH model with high-frequency data (Q1710582) (← links)
• Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
• Fitting statistical distributions to sea duck count data: implications for survey design and abundance estimation (Q1731178) (← links)
• Chernoff index for Cox test of separate parametric families (Q1747731) (← links)
• On distribution of AIC in linear regression models (Q1781523) (← links)
• A window of cognition: eyetracking the reasoning process in spatial beauty contest games (Q1792568) (← links)
• Copula approaches for modeling cross-sectional dependence of data breach losses (Q1799650) (← links)
• Open outcry auctions with secret reserve prices: An empirical application to executive auctions of tenant owner's apartments in Sweden (Q1810668) (← links)
• AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397) (← links)
• Goodness-of-fit tests for the inverse Gaussian and related distributions (Q1872835) (← links)
• The significance of testing empirical non-nested models (Q1893409) (← links)
• Information criteria for selecting possibly misspecified parametric models (Q1915447) (← links)
• Measuring productivity growth under factor non-substitution: an application to US steam-electric power generation utilities (Q1926809) (← links)
• Choosing among alternative cost function specifications: an application to italian multi-utilities (Q1927449) (← links)
• A test for the distributional comparison of simulated and historical data (Q1927606) (← links)
• Functional forms for the negative binomial model for count data (Q1934819) (← links)
• Panel AR(1) estimators under misspecification (Q1934932) (← links)
• Poisson regression and zero-inflated Poisson regression: application to private health insurance data (Q1936465) (← links)
• Dynamics of Bayesian updating with dependent data and misspecified models (Q1952015) (← links)
• Statistical tests for comparing possibly misspecified and nonnested models (Q1977909) (← links)
• On a weighted exponential distribution with a logarithmic weight: theory and applications (Q1984179) (← links)
• Comparing the accuracy of multivariate density forecasts in selected regions of the copula support (Q1991935) (← links)
• Limited participation in international business cycle models: a formal evaluation (Q1994384) (← links)
• Elections under biased candidate endorsements -- an experimental study (Q1995466) (← links)
• Inference in a bimodal Birnbaum-Saunders model (Q1997030) (← links)
• Correlated random effects models with unbalanced panels (Q2000855) (← links)
• Common sampling orders of regular vines with application to model selection (Q2008096) (← links)
• Stronger utility (Q2015036) (← links)
• Total loss estimation using copula-based regression models (Q2015655) (← links)
• On the beliefs off the path: equilibrium refinement due to quantal response and level-\(k\) (Q2016224) (← links)
• Extending greedy feature selection algorithms to multiple solutions (Q2036770) (← links)
• Comparison of stochastic frontier models using the Hyvärinen factor (Q2036906) (← links)
• Inference after estimation of breaks (Q2043254) (← links)
• Estimation under mode effects and proxy surveys, accounting for non-ignorable nonresponse (Q2051021) (← links)
• Boosted nonparametric hazards with time-dependent covariates (Q2054480) (← links)
• Sparse portfolio selection via Bayesian multiple testing (Q2061782) (← links)
• Competing risks regression with dependent multiple spells: Monte Carlo evidence and an application to maternity leave (Q2068943) (← links)
• Identification of dynamic games with unobserved heterogeneity and multiple equilibria (Q2074594) (← links)
• A problem in forensic science highlighting the differences between the Bayes factor and likelihood ratio (Q2075691) (← links)
• Do people maximize quantiles? (Q2078053) (← links)
• Firm-destination heterogeneity and the distribution of export intensity (Q2083569) (← links)
• Data-driven portmanteau tests for time series (Q2084715) (← links)
• A model selection criterion for count models based on a divergence between probability generating functions (Q2087077) (← links)
• Computation and application of generalized linear mixed model derivatives using \textit{lme4} (Q2088938) (← links)
• Comparing theories of one-shot play out of treatment (Q2095279) (← links)