scientific article; zbMATH DE number 3213229

From MaRDI portal
Publication:5340435

zbMath0131.35801MaRDI QIDQ5340435

David R. Cox

Publication date: 1962


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Unnamed Item, Bayesian significance test for discriminating between survival distributions, Discriminating among Weibull, log-normal, and log-logistic distributions, Model choice in separate families: A comparison between the FBST and the Cox test, A distribution-free tracking interval for model selection: application in the strength of brittle materials, A history of the delta method and some new results, Separated hypotheses testing for autoregressive models with non-negative residuals, Non-nested hypothesis testing inference for GAMLSS models, Choice between and within the classes of Poisson-Tweedie and Poisson-exponential-Tweedie count models, Unnamed Item, Empirical likelihood ratio tests for non-nested model selection based on predictive losses, A sequential sampling approach for discriminating log-normal, Weibull, and log-logistic distributions, Unnamed Item, Discrepancy in regression estimates between log-normal and gamma: some case studies, Nonnested hypothesis testing in the class of varying dispersion beta regressions, Evaluating the relative merits of competing models based on empirical likelihood ratio test, Combined asymmetric spatial weights matrix with application to housing prices, A new and intuitive test for zero modification, Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results, Encompassing tests when no model is encompassing, The Mizon–Richard Encompassing Test for the Cox and Aalen Additive Hazards Models, Fourier methods for model selection, The fragility of standard inferential approaches in principal stratification models relative to direct likelihood approaches, Discriminating between distributions using feed-forward neural networks, A likelihood ratio test to discriminate exponential–Poisson and gamma distributions, Extended Conway-Maxwell-Poisson distribution and its properties and applications, Unnamed Item, Fitting and comparing probability distributions with log linear models, Exact permutation tests for non-nested non-linear regression models, On exact and asymptotic tests of non-nested models, Bayesian mortality forecasting with overdispersion, Encompassing in stationary linear dynamic models, A note about model selection and hypothesis test procedure to discriminate Poisson and Bell models, Discriminating between the log-normal and generalized exponential distributions, A robust test for non-nested hypotheses, Selecting the best linear regression model. A classical approach, The significance of testing empirical non-nested models, Comments on testing economic theories and the use of model selection criteria, Designs for discrimination between binary response models, Multivariate survival models for repeated and correlated events, Robust inference by influence functions, Statistical inference in non-nested econometric models, Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method, Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions, Minimum distance estimators for count data based on the probability generating function with applications, A systematic look at the gamma process capability indices, On the asymptotic validity of a bootstrap method for testing nonnested hypotheses, A mixture cure-rate model for responses and response times in time-limit tests, Varying uncertainty in CUB models, Sir David Cox: a wise and noble statistician (1924--2022), Small samples and collateral information. An application of the hyperparameter model, Models as approximations. I. Consequences illustrated with linear regression, An improved selection test between autoregressive and moving average disturbances in regression models, Optimal real-time filters for linear prediction problems, Goodness of fit for discrete random variables using the conditional density, Testing that a local optimum of the likelihood is globally optimum using reparameterized embeddings. Applications to wavefront sensing, Asymptotic inference for multiplicative counting processes based on one realization, Tracking interval for selecting between non-nested models: an investigation for type II right censored data, Choice of a survival model for patients with a brain tumour, On the comprehensive method of testing non-nested regression models, Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method, Some aspects of testing non-nested hypotheses, Testing for autoregressive against moving average errors in the linear regression model, Asymptotic variance of test statistics in the ML and QML frameworks, Assessing model mimicry using the parametric bootstrap., Nonparametric tests for model selection with time series data, Statistical tests for comparing possibly misspecified and nonnested models, A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS, Improving robust model selection tests for dynamic models, Non-nested testing of spatial correlation, Bootstrapping J-type tests for non-nested regression models, Chernoff index for Cox test of separate parametric families, An illustration of Cox's non-nested testing procedure for logit and probit models, Discriminating between Weibull and generalized exponential distributions, Minimum chi-square estimation and tests for model selection, Misspecification of noncausal order in autoregressive processes, Inference in a bimodal Birnbaum-Saunders model, Dynamic misspecification in nonparametric cointegrating regression, Testing DSGE models by indirect inference: a survey of recent findings, Bayesian testing for nested hypotheses under partial observability, A weighted least-squares approach to clusterwise regression, Exact statistical inferences and Monte Carlo method, Frequency domain pattern classification, Consistent model specification tests, Expected utility theory and prospect theory: One wedding and a decent funeral, Optimal design to discriminate between rival copula models for a bivariate binary response, Nonlinearity tests in time series analysis, Variable selection and transformation in linear regression models, The indirect method: inference based on intermediate statistics -- a synthesis and examples, Diagnostic testing and evaluation of maximum likelihood models, A likelihood ratio test for spatial model selection, Consistency of Bayes factor for nonnested model selection when the model dimension grows, Specification tests based on MCMC output, A simple test for regression specification with non-nested alternatives, Testing for non-nested conditional moment restrictions using unconditional empirical likelihood, A comparison of nonnested tests for misspecified models using the method of approximate slopes, Tests of specification for parametric and semiparametric models, A nonnested approach to testing continuous time models against discrete alternatives, A simulation approach to the problem of computing Cox's statistic for testing nonnested models, Empirical comparisons of some tests of separate families of hypotheses, TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD, Spatial J-test: some Monte Carlo evidence, The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors, Generalized linear modeling methods for selection component experiments, Discriminating between and within (semi)continuous classes of both Tweedie and geometric Tweedie models, Estimation in bivariate nonnormal distributions with stochastic variance functions, Copula model evaluation based on parametric bootstrap, Likelihood analysis and stochastic EM algorithm for left truncated right censored data and associated model selection from the Lehmann family of life distributions, Maximum likelihood principle and model selection when the true model is unspecified, Heuristically deciding between normal and skew normal distributions for describing the data on a response variable and an explanatory variable, Fréchet and inverse gamma distributions: correct selection and minimum sample size to discriminate them, The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox test, Discussion on the paper ``Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach, A model selection criterion for count models based on a divergence between probability generating functions, Alternative procedures and associated tests of significance for non- nested hypotheses, Tests for model specification in the presence of alternative hypotheses, Confidence contours for two test statistics for non-nested regression models, Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence, Regularity conditions for Cox's test of non-nested hypotheses, Testing the specification of multivariate models in the presence of alternative hypotheses, A multiple divergence criterion for testing between separate hypotheses, Testing nested or non-nested hypotheses, Generalized empirical likelihood non-nested tests, Measures of relative model fit., Bootstrap \(J\) tests of nonnested linear regression models