scientific article; zbMATH DE number 3320085

From MaRDI portal
Revision as of 04:52, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5600597

zbMath0201.52102MaRDI QIDQ5600597

David R. Cox

Publication date: 1961


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Unnamed ItemThe Effect of Mis-Specification Between the Lognormal and Weibull Distributions on the Interval Estimation of a Quantile for Complete DataUnnamed ItemBayesian significance test for discriminating between survival distributionsA note on the most powerful invariant test of Rayleigh against exponential distributionGoodness-of-link testing in ordinal regression modelsGeneralized Sequential Probability Ratio Test for Separate Families of HypothesesModel choice in separate families: A comparison between the FBST and the Cox testObjective Bayesian model choice for non-nested families: the case of the Poisson and the negative binomialA distribution-free tracking interval for model selection: application in the strength of brittle materialsSir David Cox: a wise and noble statistician (1924--2022)Effect of Covariate Omission in Randomised Controlled Trials: A Review and Simulation StudyA history of the delta method and some new resultsTHE POWER OF THE FEDERAL RESERVE CHAIRSeparated hypotheses testing for autoregressive models with non-negative residualsNon-nested hypothesis testing inference for GAMLSS modelsNegative binomial and mixed poisson regressionChoice between and within the classes of Poisson-Tweedie and Poisson-exponential-Tweedie count modelsEmpirical likelihood ratio tests for non-nested model selection based on predictive lossesA sequential sampling approach for discriminating log-normal, Weibull, and log-logistic distributionsThe exact power function of an exact test of a regression model against multiple separate alternativesOn the choice of a discrepancy functional for model selectionDiscrepancy in regression estimates between log-normal and gamma: some case studiesA test of fit for lattice distributionsCombined asymmetric spatial weights matrix with application to housing pricesBayesian model selection methods for nonnested modelsA GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONSOptimal Design Robust to a Misspecified ModelTesting the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic ModelEfficiency considerations in the analysis of a competing-risk problemRao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new resultsChecks of model adequacy for univariate time series models and their application to econometric relationshipsLikelihood-based discrimination between separate scale and regression modelsEncompassing tests when no model is encompassingThe Mizon–Richard Encompassing Test for the Cox and Aalen Additive Hazards ModelsMultivariate rotated ARCH modelsFourier methods for model selectionTESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOODDiscriminating between distributions using feed-forward neural networksA likelihood ratio test to discriminate exponential–Poisson and gamma distributionsDiscriminating between and within (semi)continuous classes of both Tweedie and geometric Tweedie modelsMoment Conditions and Bayesian Non-ParametricsMTests with a New Normalization MatrixEconometric disequilibrium modelsExtended Conway-Maxwell-Poisson distribution and its properties and applicationsZ-estimation and stratified samples: application to survival modelsFitting and comparing probability distributions with log linear modelsExact permutation tests for non-nested non-linear regression modelsRobust Bayesian analysis using divergence measuresOn exact and asymptotic tests of non-nested modelsBayesian mortality forecasting with overdispersionA robust property of pseudo-likelihood estimation for count dataEncompassing in stationary linear dynamic modelsA note about model selection and hypothesis test procedure to discriminate Poisson and Bell modelsDiscriminating between the log-normal and generalized exponential distributionsSimulation based selection of competing structural econometric modelsA robust test for non-nested hypothesesSelecting the best linear regression model. A classical approachThe significance of testing empirical non-nested modelsComments on testing economic theories and the use of model selection criteriaTesting competing models for non-negative data with many zerosBootstrapping generalized linear modelsGeneralized exponential distribution: Existing results and some recent developmentsMultivariate survival models for repeated and correlated eventsRobust inference by influence functionsStatistical inference in non-nested econometric modelsThe complementary exponential geometric distribution: model, properties, and a comparison with its counterpartThe relation between theory and application in statistics. (With discussion)A simplified method of calculating the distribution free Cox testCharacterization of the exact finite-sample distribution of a routine test statistic for non-nested regressionsA systematic look at the gamma process capability indicesOn the asymptotic validity of a bootstrap method for testing nonnested hypothesesA mixture cure-rate model for responses and response times in time-limit testsVarying uncertainty in CUB modelsA test of a disequilibrium modelOptimal real-time filters for linear prediction problemsBayesian model selection for complex geological structures using polynomial chaos proxyGoodness of fit for discrete random variables using the conditional densityTesting that a local optimum of the likelihood is globally optimum using reparameterized embeddings. Applications to wavefront sensingA conversation with David R. BrillingerTracking interval for selecting between non-nested models: an investigation for type II right censored dataChoice of a survival model for patients with a brain tumourOn the comprehensive method of testing non-nested regression modelsPitfalls of testing non-nested hypotheses by the Lagrange multiplier methodSome aspects of testing non-nested hypothesesTesting for autoregressive against moving average errors in the linear regression modelAsymptotic variance of test statistics in the ML and QML frameworksModel selection tests for moment inequality modelsNon-nested testing of spatial correlationBootstrapping J-type tests for non-nested regression modelsChernoff index for Cox test of separate parametric familiesAn illustration of Cox's non-nested testing procedure for logit and probit modelsDiscriminating between Weibull and generalized exponential distributionsMinimum chi-square estimation and tests for model selectionMisspecification of noncausal order in autoregressive processesSome relationships between factors and componentsInference in a bimodal Birnbaum-Saunders modelDynamic misspecification in nonparametric cointegrating regressionInvariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearityTesting DSGE models by indirect inference: a survey of recent findingsBayesian testing for nested hypotheses under partial observabilityA weighted least-squares approach to clusterwise regressionAsymptotic standard errors of IRT observed-score equating methodsFrequency domain pattern classificationConsistent model specification testsExpected utility theory and prospect theory: One wedding and a decent funeralOptimal design to discriminate between rival copula models for a bivariate binary responseVariable selection and transformation in linear regression modelsOn the application of robust, regression-based diagnostics to models of conditional means and conditional variancesA likelihood ratio test for spatial model selectionSpecification tests based on MCMC outputEfficient estimation of income distribution parametersA simple test for regression specification with non-nested alternativesTesting for non-nested conditional moment restrictions using unconditional empirical likelihoodA comparison of nonnested tests for misspecified models using the method of approximate slopesTests of specification for parametric and semiparametric modelsA nonnested approach to testing continuous time models against discrete alternativesA simulation approach to the problem of computing Cox's statistic for testing nonnested modelsEmpirical comparisons of some tests of separate families of hypothesesSpatial J-test: some Monte Carlo evidenceThe distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressorsThe problem of testing hypotheses concerning the parameters of the Pólya distributionLikelihood analysis and stochastic EM algorithm for left truncated right censored data and associated model selection from the Lehmann family of life distributionsMaximum likelihood principle and model selection when the true model is unspecifiedHeuristically deciding between normal and skew normal distributions for describing the data on a response variable and an explanatory variableFréchet and inverse gamma distributions: correct selection and minimum sample size to discriminate themThe null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox testAnalyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approachOn the formulation of empirical models in dynamic econometricsMisspecified models with dependent observationsAlternative procedures and associated tests of significance for non- nested hypothesesTests for model specification in the presence of alternative hypothesesConfidence contours for two test statistics for non-nested regression modelsTests of non-nested regression models. Small sample adjustments and Monte Carlo evidenceRegularity conditions for Cox's test of non-nested hypothesesTesting the specification of multivariate models in the presence of alternative hypothesesA note on the robust interpretation of regression coefficientsA multiple divergence criterion for testing between separate hypothesesTesting nested or non-nested hypothesesGeneralized empirical likelihood non-nested testsTesting nonnested Euler conditions with quadrature-based methods of approximationComparison of alternative functional forms in productionBootstrap \(J\) tests of nonnested linear regression modelsBayesian indirect inference using a parametric auxiliary model