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 32 items.
- IMPROVED ESTIMATORS OF BREGMAN DIVERGENCE FOR MODEL SELECTION IN SMALL SAMPLES (Q5204666) (← links)
- Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency (Q5208087) (← links)
- Zero-inflated and overdispersed: what's one to do? (Q5218899) (← links)
- Multivariate Birnbaum–Saunders distribution: properties and associated inference (Q5220724) (← links)
- Commodity markets through the business cycle (Q5245914) (← links)
- Comparisons of some bivariate regression models (Q5300792) (← links)
- Inference after separated hypotheses testing: an empirical investigation for linear models (Q5300814) (← links)
- The LZIP: A Bayesian latent factor model for correlated zero‐inflated counts (Q5347417) (← links)
- Encoding Through Patterns: Regression Tree–Based Neuronal Population Models (Q5378240) (← links)
- Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas (Q5379123) (← links)
- Multivariate measurement error models based on scale mixtures of the skew–normal distribution (Q5402488) (← links)
- Modeling zero‐inflated count data when exposure varies: With an application to tumor counts (Q5410265) (← links)
- A model selection method for S‐estimation (Q5427671) (← links)
- How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
- AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT (Q5697625) (← links)
- Comparing software fault predictions of pure and zero-inflated Poisson regression models (Q5712088) (← links)
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (Q5718589) (← links)
- Evaluating Direct Multistep Forecasts (Q5719300) (← links)
- Predictive Model Assessment for Count Data (Q5850975) (← links)
- Multivariate Return Decomposition: Theory and Implications (Q5860929) (← links)
- Best-subset model selection based on multitudinal assessments of likelihood improvements (Q5861422) (← links)
- Controlling the error probabilities of model selection information criteria using bootstrapping (Q5861435) (← links)
- Modeling and Applications to Circular Data with a Wrapped Poisson-Lindley Model (Q5864231) (← links)
- Invariant tests based on<i>M</i>-estimators, estimating functions, and the generalized method of moments (Q5864460) (← links)
- A note about model selection and tests for non-nested contingent valuation models (Q5958531) (← links)
- Fourier methods for model selection (Q5963705) (← links)
- Editors' introduction (Q5965815) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971202) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971203) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971204) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971205) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971206) (← links)