Model Selection When a Key Parameter is Constrained to be in an Interval

DOI10.1080/03610910802203303MaRDI QIDQ3527759zbMATH OpenOpenAlexFDO

Authors M.D. Zakir Hossain, Maxwell L. King

Publication date 30 September 2008

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://ageconsearch.umn.edu/record/267482/files/monash-258.pdf

zbMATH Keywords

Box-Cox transformationscontrolled information criterionnuisance parametersparametric bootstraptables

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Bootstrap, jackknife and other resampling methods (62F40) General nonlinear regression (62J02) Monte Carlo methods (65C05)

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Cites work

• A Monte Carlo Investigation of the Box-Cox Transformation in Small Samples
• Comments on testing economic theories and the use of model selection criteria
• Estimating the dimension of a model
• Estimation and testing of regression disturbances based on modified likelihood functions
• Model selection using AIC in the presence of one-sided information
• Selecting the order of an ARCH model

Cited in

(2)

• scientific article; zbMATH DE number 2147423 (Why is no real title available?)
• Effect of nuisance parameters on the probability of correct selection in model specification

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