Inference after separated hypotheses testing: an empirical investigation for linear models
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Publication:5300814
DOI10.1080/00949655.2011.575783zbMath1431.62289MaRDI QIDQ5300814
Publication date: 28 June 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2011.575783
Bayesian information criterion; non-nested models; Kullback-Leibler; Vuong's test; mis-specified models; Cox's test; Akaike type model selection criteria
62P20: Applications of statistics to economics
62J05: Linear regression; mixed models
62F03: Parametric hypothesis testing
62B10: Statistical aspects of information-theoretic topics
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Non-nested hypothesis testing inference for GAMLSS models, Tracking interval for selecting between non-nested models: an investigation for type II right censored data
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