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.
- 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)
- (Q2750827) (← links)
- On a Mixture Model for Directional Data on the Sphere (Q2791833) (← links)
- Some Theoretical Comparisons of Negative Binomial and Zero-Inflated Poisson Distributions (Q2794794) (← links)
- MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS (Q2812302) (← links)
- The beta stochastic utility (β-SU) (Q2814782) (← links)
- On zero-distorted generalized geometric distribution (Q2817170) (← links)
- EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS (Q2826008) (← links)
- Model Selection Using Cramér–von Mises Distance (Q2833356) (← links)
- Selection of Vine Copulas (Q2849522) (← links)
- Modeling dependent yearly claim totals including zero claims in private health insurance (Q2866301) (← links)
- A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA (Q2886950) (← links)
- THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR (Q2886974) (← links)
- The analysis of zero-inflated count data: Beyond zero-inflated Poisson regression. (Q2905134) (← links)
- Choice of Prognostic Estimators in Joint Models by Estimating Differences of Expected Conditional Kullback-Leibler Risks (Q2912329) (← links)
- THE NUMBER OF REGIMES ACROSS ASSET RETURNS: IDENTIFICATION AND ECONOMIC VALUE (Q2929381) (← links)
- Generalized Sequential Probability Ratio Test for Separate Families of Hypotheses (Q2934414) (← links)
- LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS (Q2976207) (← links)
- Model selection using union-intersection principle for non nested models (Q2979945) (← links)
- Improving robust model selection tests for dynamic models (Q3004021) (← links)
- A Semi-Nonparametric Approach to Model Panel Count Data (Q3007813) (← links)
- Combining inflation density forecasts (Q3065506) (← links)
- Optimal predictive densities and fractional moments (Q3077454) (← links)