Pages that link to "Item:Q110331"
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The following pages link to Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses (Q110331):
Displayed 50 items.
- Minimum \(K_\phi\)-divergence estimators for multinomial models and applications (Q2259723) (← links)
- Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models (Q2259869) (← links)
- Expected utility theory and prospect theory: One wedding and a decent funeral (Q2271092) (← links)
- Characterizations of proportional hazard and reversed hazard rate models based on symmetric and asymmetric Kullback-Leibler divergences (Q2278855) (← links)
- A likelihood ratio test for spatial model selection (Q2280579) (← links)
- A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms (Q2280587) (← links)
- A note on the weighting-type estimations of the zero-inflated Poisson regression model with missing data in covariates (Q2288802) (← links)
- Testing for a functional form of mean regression in a fully parametric environment (Q2312970) (← links)
- Test for model selection using Cramér-von Mises distance in a fixed design regression setting (Q2316747) (← links)
- The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking (Q2323681) (← links)
- A new extended normal regression model: simulations and applications (Q2325273) (← links)
- Statistical analysis of zero-inflated nonnegative continuous data: a review (Q2325635) (← links)
- Creating misspecified models in moment structure analysis (Q2331198) (← links)
- Improving forecasts with the co-range dynamic conditional correlation model (Q2338532) (← links)
- Through the looking glass: indirect inference via simple equilibria (Q2343812) (← links)
- Bad environments, good environments: a non-Gaussian asymmetric volatility model (Q2346031) (← links)
- Market-based estimation of stochastic volatility models (Q2347717) (← links)
- What is beneath the surface? Option pricing with multifrequency latent states (Q2347726) (← links)
- Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach (Q2358171) (← links)
- A model for extreme stacking of data at endpoints of a distribution: illustration with W-shaped data (Q2360910) (← links)
- An empirical study on the Lanchester model of combat for competitive advertising decisions (Q2371380) (← links)
- Duration dependence models for claim counts (Q2384680) (← links)
- Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
- Modeling heaped duration data: an application to neonatal mortality (Q2399549) (← links)
- The effect of model misspecification on growth mixture model class enumeration (Q2403301) (← links)
- Minimum distance estimators for count data based on the probability generating function with applications (Q2412758) (← links)
- New links for binary regression: an application to coca cultivation in Peru (Q2414877) (← links)
- Measuring time and risk preferences in an integrated framework (Q2416664) (← links)
- Finite mixture of regression models for censored data based on scale mixtures of normal distributions (Q2418085) (← links)
- Varying uncertainty in CUB models (Q2418267) (← links)
- Which decision theory? (Q2440148) (← links)
- Nelson-Plosser revisited: the ACF approach (Q2440331) (← links)
- Estimating the historical and future probabilities of large terrorist events (Q2441827) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q2441828) (← links)
- Rejoinder of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q2441829) (← links)
- Estimation of social preferences in generalized dictator games (Q2451395) (← links)
- Power-law distributions in binned empirical data (Q2453658) (← links)
- Analysing yield spread and output dynamics in an endogenous Markov switching regression framework (Q2471739) (← links)
- Likelihood ratio tests of the number of components in a normal mixture with unequal variances (Q2483837) (← links)
- Statistical ensembles for economic networks (Q2511528) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
- Model equivalence tests in a parametric framework (Q2512611) (← links)
- An asymptotic analysis of likelihood-based diffusion model selection using high frequency data (Q2512621) (← links)
- Multivariate rotated ARCH models (Q2512636) (← links)
- Estimating doubly stochastic Poisson process with affine intensities by Kalman filter (Q2516623) (← links)
- An experimental study of constant-sum centipede games (Q2564154) (← links)
- Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks (Q2658757) (← links)
- Games with second-order expected utility (Q2667279) (← links)
- Improvements of the Newton-Raphson method (Q2668036) (← links)
- Statistical causality for multivariate nonlinear time series via Gaussian process models (Q2684931) (← links)