Fast double bootstrap tests for non-nested beta regressions.

DOI10.32372/CHJS.16-01-04MaRDI QIDQ6859144zbMATH OpenFDO

Authors Fábio P. Lima, Francisco Cribari-Neto

Publication date 12 February 2026

Published in Chilean Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.32372/CHJS.16-01-04

zbMATH Keywords

beta regressionbootstrappingJ testMJ testnon-nested models

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Generalized linear models (logistic models) (62J12)

Cites work

• A general class of zero-or-one inflated beta regression models
• A note on a general definition of the coefficient of determination
• A simple test for regression specification with non-nested alternatives
• Alternative bootstrap procedures for testing cointegration in fractionally integrated processes
• Bayesian analysis for a class of beta mixed models
• Beta Regression for Modelling Rates and Proportions
• Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
• Bootstrap-based testing inference in beta regressions
• Bootstrapping J-type tests for non-nested regression models
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Detecting model misspecification in inflated beta regressions
• FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
• Generalized Additive Models for Location, Scale and Shape
• scientific article; zbMATH DE number 236854 (Why is no real title available?)
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• scientific article; zbMATH DE number 3287335 (Why is no real title available?)
• Improving the reliability of bootstrap tests with the fast double bootstrap
• Model selection criteria in beta regression with varying dispersion
• Non-nested hypothesis testing inference for GAMLSS models
• Nonnested hypothesis testing in the class of varying dispersion beta regressions
• On beta regression residuals
• Residual and influence analysis to a general class of simplex regression
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
• The fast iterated bootstrap
• The numerical performance of fast bootstrap procedures
• The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors

This page was built for publication: Fast double bootstrap tests for non-nested beta regressions.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6859144)