Pages that link to "Item:Q794080"
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The following pages link to Regularity conditions for Cox's test of non-nested hypotheses (Q794080):
Displayed 24 items.
- Testing nested or non-nested hypotheses (Q800679) (← links)
- An illustration of Cox's non-nested testing procedure for logit and probit models (Q951879) (← links)
- Discriminating between Weibull and generalized exponential distributions (Q951917) (← links)
- Tests for model specification in the presence of alternative hypotheses (Q1054112) (← links)
- Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence (Q1054435) (← links)
- Selecting the best linear regression model. A classical approach (Q1094044) (← links)
- Statistical inference in non-nested econometric models (Q1111308) (← links)
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method (Q1167506) (← links)
- Robust inference by influence functions (Q1361607) (← links)
- Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap (Q1379915) (← links)
- Variable selection and transformation in linear regression models (Q1779679) (← links)
- A nonnested approach to testing continuous time models against discrete alternatives (Q1801422) (← links)
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models (Q1801424) (← links)
- Discriminating between the log-normal and generalized exponential distributions (Q1888840) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- Mixtures of tails in clustered automobile collision claims (Q2563878) (← links)
- Some pitfalls of tests of separate families of hypotheses: normality vs. lognormality (Q3135492) (← links)
- On the maximum likelihood ratio method of deciding between the weibull and gamma distributions (Q3212119) (← links)
- On Hypotheses Testing for the Selection of Spatio-Temporal Models (Q3440769) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- Combining monte carlo and cox tests of non-nested hypotheses (Q4275704) (← links)
- Testing non-nested log-linear models with pseudo estimator (Q4550641) (← links)
- Discriminating between gamma and generalized exponential distributions (Q4825495) (← links)
- Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models (Q5697399) (← links)