scientific article; zbMATH DE number 3213229
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Publication:5340435
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- Confidence contours for two test statistics for non-nested regression models
- Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
- On exact and asymptotic tests of non-nested models
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- Statistical inference in non-nested econometric models
- Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions
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- Empirical comparisons of some tests of separate families of hypotheses
- Fitting and comparing probability distributions with log linear models
- Encompassing in stationary linear dynamic models
- Robust inference by influence functions
- Assessing model mimicry using the parametric bootstrap.
- Measures of relative model fit.
- Bayesian mortality forecasting with overdispersion
- A robust test for non-nested hypotheses
- A systematic look at the gamma process capability indices
- An improved selection test between autoregressive and moving average disturbances in regression models
- Optimal real-time filters for linear prediction problems
- Chernoff index for Cox test of separate parametric families
- Misspecification of noncausal order in autoregressive processes
- Variable selection and transformation in linear regression models
- Specification tests based on MCMC output
- 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
- The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors
- Maximum likelihood principle and model selection when the true model is unspecified
- The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox test
- Generalized empirical likelihood non-nested tests
- Bootstrap J tests of nonnested linear regression models
- Discriminating between the log-normal and generalized exponential distributions
- The significance of testing empirical non-nested models
- Comments on testing economic theories and the use of model selection criteria
- Multivariate survival models for repeated and correlated events
- On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
- Nonparametric tests for model selection with time series data
- Statistical tests for comparing possibly misspecified and nonnested models
- Inference in a bimodal Birnbaum-Saunders model
- Testing DSGE models by indirect inference: a survey of recent findings
- A weighted least-squares approach to clusterwise regression
- Likelihood analysis and stochastic EM algorithm for left truncated right censored data and associated model selection from the Lehmann family of life distributions
- A model selection criterion for count models based on a divergence between probability generating functions
- A note about model selection and hypothesis test procedure to discriminate Poisson and Bell models
- Models as approximations. I. Consequences illustrated with linear regression
- Testing that a local optimum of the likelihood is globally optimum using reparameterized embeddings. Applications to wavefront sensing
- Asymptotic variance of test statistics in the ML and QML frameworks
- Bayesian testing for nested hypotheses under partial observability
- Exact statistical inferences and Monte Carlo method
- 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
- A likelihood ratio test for spatial model selection
- 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
- Minimum distance estimators for count data based on the probability generating function with applications
- Varying uncertainty in CUB models
- Goodness of fit for discrete random variables using the conditional density
- The indirect method: inference based on intermediate statistics -- a synthesis and examples
- Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method
- Sir David Cox: a wise and noble statistician (1924--2022)
- Extended Conway-Maxwell-Poisson distribution and its properties and applications
- Exact permutation tests for non-nested non-linear regression models
- Granger causality
- Improving robust model selection tests for dynamic models
- Testing for nonnested conditional moment restrictions via conditional empirical likelihood
- Discriminating between and within (semi)continuous classes of both Tweedie and geometric Tweedie models
- Nonlinearity tests in time series analysis
- Tracking interval for selecting between non-nested models: an investigation for type II right censored data
- A general class of non-nested test statistics for models defined through moment restrictions
- Non-nested testing of spatial correlation
- The fragility of standard inferential approaches in principal stratification models relative to direct likelihood approaches
- Testing one hypothesis multiple times
- 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
- Separated hypotheses testing for autoregressive models with non-negative residuals
- Non-nested hypothesis testing inference for GAMLSS models
- 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
- Discriminating between the bivariate generalized exponential and bivariate Weibull distributions
- Discriminating between distributions using feed-forward neural networks
- A likelihood ratio test to discriminate exponential-Poisson and gamma distributions
- Dynamic misspecification in nonparametric cointegrating regression
- The Mizon–Richard Encompassing Test for the Cox and Aalen Additive Hazards Models
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