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.
- 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)
- 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)
- 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)
- 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)