Pages that link to "Item:Q1172358"
From MaRDI portal
The following pages link to Some aspects of testing non-nested hypotheses (Q1172358):
Displaying 13 items.
- Tracking interval for selecting between non-nested models: an investigation for type II right censored data (Q451206) (← links)
- Spatial J-test: some Monte Carlo evidence (Q746194) (← links)
- Statistical inference in non-nested econometric models (Q1111308) (← links)
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models (Q1801424) (← links)
- The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors (Q1808551) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- Empiricial Comparison between Some Model Selection Criteria (Q3085294) (← links)
- Testing nested and non-nested periodically integrated autoregressive models (Q4226844) (← links)
- A distribution-free tracking interval for model selection: application in the strength of brittle materials (Q5093740) (← links)
- Non-nested hypothesis testing inference for GAMLSS models (Q5106846) (← links)
- Nonnested hypothesis testing in the class of varying dispersion beta regressions (Q5130216) (← links)
- Linear Signed Rank Test for Model Selection (Q5172814) (← links)
- Inference after separated hypotheses testing: an empirical investigation for linear models (Q5300814) (← links)
