Non-nested hypothesis testing inference for GAMLSS models

DOI10.1080/00949655.2016.1255946MaRDI QIDQ5106846zbMATH OpenOpenAlexFDO

Authors Sadraque E. F. Lucena, Francisco Cribari-Neto

Publication date 22 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2016.1255946

zbMATH Keywords

bootstrapGAMLSSnon-nested hypothesis testingnon-nested regression models

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) General nonlinear regression (62J02)

Cites work

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• The significance of testing empirical non-nested models
• Using the Box-Cox t distribution in GAMLSS to model skewness and kurtosis

Cited in

(3)

• Modified likelihood ratio tests for unit gamma regressions
• GAMLSS: A distributional regression approach
• Fast double bootstrap tests for non-nested beta regressions.

Describes a project that uses

Uses Software

• R
• GAMLSS

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