Combining monte carlo and cox tests of non-nested hypotheses

DOI10.1080/03610919308813136MaRDI QIDQ4275704zbMATH OpenOpenAlexFDO

Authors Nicholas J. Schork

Publication date 20 January 1994

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

Full work available at URL https://doi.org/10.1080/03610919308813136

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Cites work

• A new distribution-free quantile estimator
• A New Method for Testing Separate Families of Hypotheses
• A note on the consistency and on the finite sample comparisons of some tests of separate families of hypotheses
• A test of separate families of distributions based on the empirical moment generating function
• Asymptotic power comparisons of tests of separate parametric families by Bahadur's approach
• Empirical comparisons of some tests of separate families of hypotheses
• Finite sample properties and asymptotic efficiency of Monte Carlo tests
• Hypothesis Testing Procedures for Separate Families of Hypotheses
• On Information and Sufficiency
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Regularity conditions for Cox's test of non-nested hypotheses

Cited in

(1)

• A monte carlo study of tests for non-nested models estimated by generalized method of moments

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