Testing several rival models using the extension of Vuong's test and quasi clustering

zbMATH Open1499.62088MaRDI QIDQ5077634FDOQ5077634

Abdolreza Sayyareh

Publication date: 18 May 2022

Full work available at URL: http://jirss.irstat.ir/article-1-602-en.pdf

Recommendations

• Empiricial comparison between some model selection criteria
• Model selection tests for nonlinear dynamic models
• Fourier methods for model selection
• Model selection using union-intersection principle for non nested models
• Evaluating the relative merits of competing models based on empirical likelihood ratio test

zbMATH Keywords

clusteringKullback-Leibler divergencenon-nested modelsAkaike information criterionmis-specified models

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

This page was built for publication: Testing several rival models using the extension of Vuong's test and quasi clustering

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5077634)