Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses (Q110331)
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scientific article; zbMATH DE number 4149430
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses |
scientific article; zbMATH DE number 4149430 |
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307
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March 1989
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1989
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Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses (English)
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likelihood ratio tests
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model selection
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non-nested hypotheses
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misspecified models
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asymptotic distribution of the likelihood ratio statistic
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weighted sum of chi-square distributions
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normal distribution
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Kullback-Leibler information criterion
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directional symmetric tests
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asymptotic properties
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0.94530684
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0.92823416
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0.90928054
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Quang H. Vuong
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