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.
- Specification analysis in regime-switching continuous-time diffusion models for market volatility (Q2691691) (← links)
- A model for ordinal responses with heterogeneous status quo outcomes (Q2697070) (← 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)
- Postmodel selection estimators of variance function for nonlinear autoregression (Q3077675) (← links)
- Empiricial Comparison between Some Model Selection Criteria (Q3085294) (← links)
- Evaluation of Asset Pricing Models Using Two-Pass Cross-Sectional Regressions (Q3112459) (← links)
- Estimating private information usage amongst analysts: evidence from UK earnings forecasts (Q3166693) (← links)
- FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT (Q3168872) (← links)
- NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS (Q3168877) (← links)
- The Design of an Optimal Bonus-Malus System Based on the Sichel Distribution (Q3193133) (← links)
- Truncated regular vines in high dimensions with application to financial data (Q3225771) (← links)
- Pair-copula constructions for non-Gaussian DAG models (Q3225772) (← links)
- A generalized statistical model for the size distribution of wealth (Q3301310) (← links)
- A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS (Q3375348) (← links)
- Variable selection for zero‐inflated and overdispersed data with application to health care demand in Germany (Q3465343) (← links)
- Score Tests for Zero-Inflation in Overdispersed Count Data (Q3585298) (← links)
- Modelling Cell Generation Times by Using the Tempered Stable Distribution (Q3614890) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- On the choice of a discrepancy functional for model selection (Q4337107) (← links)
- MULTIPLE COMPARISONS OF LOG-LIKELIHOODS AND COMBINING NONNESTED MODELS WITH APPLICATIONS TO PHYLOGENETIC TREE SELECTION (Q4540686) (← links)
- GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS (Q4562543) (← links)
- Quasi-Bayesian model selection (Q4625070) (← links)
- All over the map: A worldwide comparison of risk preferences (Q4629406) (← links)
- Hurdles and steps: Estimating demand for solar photovoltaics (Q4629413) (← links)
- Forward-Backward Selection with Early Dropping (Q4633015) (← links)
- A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS (Q4637615) (← links)
- Pair Copula Constructions for Multivariate Discrete Data (Q4648551) (← links)
- MODELING THE NONLINEAR DYNAMICS OF CELLULAR SIGNAL TRANSDUCTION (Q4655676) (← links)
- Spread component costs and stock trading characteristics in the Spanish Stock Exchange. Two flexible fractional response models (Q4683111) (← links)