A robust test for non-nested hypotheses

DOI10.1007/S10182-010-0140-3MaRDI QIDQ1633222zbMATH OpenOpenAlexFDO

Authors Hsin-Yi Lin

Publication date 19 December 2018

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10182-010-0140-3

zbMATH Keywords

non-nested testsrobust testnon-nested hypothesisrank score test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 1086068 (Why is no real title available?)
• scientific article; zbMATH DE number 3213229 (Why is no real title available?)
• scientific article; zbMATH DE number 3320085 (Why is no real title available?)
• Alternative procedures and associated tests of significance for non- nested hypotheses
• An encompassing test for non-nested quantile regression models
• Bootstrap J tests of nonnested linear regression models
• Bootstrapping J-type tests for non-nested regression models
• Generalized empirical likelihood non-nested tests
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Regression rank scores and regression quantiles
• Regression rank-scores tests against heavy-tailed alternatives
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• Testing for nonnested conditional moment restrictions via conditional empirical likelihood
• Tests of linear hypotheses based on regression rank scores
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
• The Encompassing Principle and its Application to Testing Non-Nested Hypotheses

Cited in

(4)

• A complete solution to the problem of robustness of Grubbs's test
• Non parametric multiple comparisons of non nested rival models
• The pseudo-true score encompassing test for non-nested hypotheses.
• scientific article; zbMATH DE number 4126507 (Why is no real title available?)

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