scientific article; zbMATH DE number 3213229
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Publication:5340435
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(only showing first 100 items - show all)- An illustration of Cox's non-nested testing procedure for logit and probit models
- Inference in a bimodal Birnbaum-Saunders model
- A systematic look at the gamma process capability indices
- Heuristically deciding between normal and skew normal distributions for describing the data on a response variable and an explanatory variable
- Minimum chi-square estimation and tests for model selection
- On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
- Separated hypotheses testing for autoregressive models with non-negative residuals
- The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox test
- Discriminating between the log-normal and generalized exponential distributions
- A distribution-free tracking interval for model selection: application in the strength of brittle materials
- Selecting the best linear regression model. A classical approach
- Asymptotic variance of test statistics in the ML and QML frameworks
- Dynamic misspecification in nonparametric cointegrating regression
- Discriminating between log-normal and log-logistic distributions in the presence of type-II censoring
- Extended Conway-Maxwell-Poisson distribution and its properties and applications
- Exact permutation tests for non-nested non-linear regression models
- Varying uncertainty in CUB models
- Empirical comparisons of some tests of separate families of hypotheses
- Statistical inference in non-nested econometric models
- Measures of relative model fit.
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models
- Bootstrapping J-type tests for non-nested regression models
- Alternative procedures and associated tests of significance for non- nested hypotheses
- A weighted least-squares approach to clusterwise regression
- Minimum distance estimators for count data based on the probability generating function with applications
- Goodness of fit for discrete random variables using the conditional density
- Testing for nonnested conditional moment restrictions via conditional empirical likelihood
- Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions
- Assessing model mimicry using the parametric bootstrap.
- Rao's score, Neyman's C() and Silvey's LM tests: an essay on historical developments and some new results
- Discriminating between Weibull and generalized exponential distributions
- Misspecification of noncausal order in autoregressive processes
- Discrepancy in regression estimates between log-normal and gamma: some case studies
- The fragility of standard inferential approaches in principal stratification models relative to direct likelihood approaches
- Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
- Consistency of Bayes factor for nonnested model selection when the model dimension grows
- Maximum likelihood principle and model selection when the true model is unspecified
- A robust test for non-nested hypotheses
- Testing for autoregressive against moving average errors in the linear regression model
- A note about model selection and hypothesis test procedure to discriminate Poisson and Bell models
- A flexible count regression model with varying precision
- A simple test for regression specification with non-nested alternatives
- On exact and asymptotic tests of non-nested models
- Testing nested or non-nested hypotheses
- Small samples and collateral information. An application of the hyperparameter model
- Tracking interval for selecting between non-nested models: an investigation for type II right censored data
- A density power divergence measure to discriminate between generalized exponential and Weibull distributions
- Comments on testing economic theories and the use of model selection criteria
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
- _1-penalized multinomial regression: estimation, inference, and prediction, with an application to risk factor identification for different dementia subtypes
- A history of the delta method and some new results
- Encompassing tests when no model is encompassing
- 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
- The Mizon–Richard Encompassing Test for the Cox and Aalen Additive Hazards Models
- A likelihood ratio test to discriminate exponential-Poisson and gamma distributions
- The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors
- Bootstrap J tests of nonnested linear regression models
- Exact statistical inferences and Monte Carlo method
- Combined asymmetric spatial weights matrix with application to housing prices
- A mixture cure-rate model for responses and response times in time-limit tests
- Tests for model specification in the presence of alternative hypotheses
- Robust inference by influence functions
- Evaluating the relative merits of competing models based on empirical likelihood ratio test
- Variable selection and transformation in linear regression models
- The indirect method: inference based on intermediate statistics -- a synthesis and examples
- Generalized linear modeling methods for selection component experiments
- Discriminating between bivariate Birnbaum Saunders and bivariate log-normal distributions
- Inference in models with omitted covariates: Cramér-type moderate deviations and applications to high-dimensional regression
- Choice of a survival model for patients with a brain tumour
- Statistical tests for comparing possibly misspecified and nonnested models
- Some aspects of testing non-nested hypotheses
- A new and intuitive test for zero modification
- Fourier methods for model selection
- Specification tests based on MCMC output
- Generalized empirical likelihood non-nested tests
- A flexible model based on piecewise linear approximation for the analysis of left truncated right censored data with covariates, and applications to Worcester Heart Attack Study data and Channing House data
- Designs for discrimination between binary response models
- Tests of specification for parametric and semiparametric models
- Non-nested hypothesis testing inference for GAMLSS models
- Granger causality
- Fitting and comparing probability distributions with log linear models
- 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
- Nonparametric tests for model selection with time series data
- On some publications of Sir David Cox
- Multivariate survival models for repeated and correlated events
- A comparison of nonnested tests for misspecified models using the method of approximate slopes
- A nonnested approach to testing continuous time models against discrete alternatives
- Sir David Cox: a wise and noble statistician (1924--2022)
- Asymptotic inference for multiplicative counting processes based on one realization
- Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method
- Improving robust model selection tests for dynamic models
- Discriminating between distributions using feed-forward neural networks
- The significance of testing empirical non-nested models
- Discussion on the paper ``Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach
- Encompassing in stationary linear dynamic models
- Chernoff index for Cox test of separate parametric families
- Diagnostic testing and evaluation of maximum likelihood models
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