Pages that link to "Item:Q110331"
From MaRDI portal
The following pages link to Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses (Q110331):
Displayed 50 items.
- 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)
- Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game (Q2121201) (← links)
- A comparison of zero-inflated and hurdle models for modeling zero-inflated count data (Q2129238) (← links)
- A note about model selection and hypothesis test procedure to discriminate Poisson and Bell models (Q2136041) (← links)
- Regular vines with strongly chordal pattern of (conditional) independence (Q2142996) (← links)
- Computing the asymptotic distribution of second-order \(U\)- and \(V\)-statistics (Q2157505) (← links)
- Beauty and popularity in friendship networks -- evidence from migrant schools in China (Q2158360) (← links)
- A novel claim size distribution based on a Birnbaum-Saunders and gamma mixture capturing extreme values in insurance: estimation, regression, and applications (Q2158510) (← links)
- Development of an agent-based speculation game for higher reproducibility of financial stylized facts (Q2159122) (← links)
- The distribution of strike size: empirical evidence from Europe and north America in the 19th and 20th centuries (Q2165674) (← links)
- Cyber risk frequency, severity and insurance viability (Q2172032) (← links)
- Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data (Q2177716) (← links)
- A nested copula duration model for competing risks with multiple spells (Q2189606) (← links)
- Discrete factor analysis using a dependent Poisson model (Q2203406) (← links)
- Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models (Q2212142) (← links)
- Proximal statistic: asymptotic normality (Q2216967) (← links)
- Estimating case-based learning (Q2221294) (← links)