scientific article; zbMATH DE number 3213229
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(only showing first 100 items - show all)- Confidence contours for two test statistics for non-nested regression models
- Evaluating the relative merits of competing models based on empirical likelihood ratio test
- Extended Conway-Maxwell-Poisson distribution and its properties and applications
- Discriminating between Weibull and generalized exponential distributions
- Bootstrapping J-type tests for non-nested regression models
- An illustration of Cox's non-nested testing procedure for logit and probit models
- Non-nested testing of spatial correlation
- Exact permutation tests for non-nested non-linear regression models
- Nonlinearity tests in time series analysis
- Comments on testing economic theories and the use of model selection criteria
- Regularity conditions for Cox's test of non-nested hypotheses
- A mixture cure-rate model for responses and response times in time-limit tests
- Testing for autoregressive against moving average errors in the linear regression model
- Separated hypotheses testing for autoregressive models with non-negative residuals
- Bayesian mortality forecasting with overdispersion
- Tests of specification for parametric and semiparametric models
- The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox test
- Combined asymmetric spatial weights matrix with application to housing prices
- 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
- Inference in a bimodal Birnbaum-Saunders model
- Asymptotic inference for multiplicative counting processes based on one realization
- Designs for discrimination between binary response models
- A systematic look at the gamma process capability indices
- Nonparametric tests for model selection with time series data
- The Mizon–Richard Encompassing Test for the Cox and Aalen Additive Hazards Models
- Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
- Diagnostic testing and evaluation of maximum likelihood models
- scientific article; zbMATH DE number 7670289 (Why is no real title available?)
- Testing DSGE models by indirect inference: a survey of recent findings
- Consistent model specification tests
- Minimum chi-square estimation and tests for model selection
- Expected utility theory and prospect theory: One wedding and a decent funeral
- Estimation in bivariate nonnormal distributions with stochastic variance functions
- Statistical tests for comparing possibly misspecified and nonnested models
- Robust inference by influence functions
- Discriminating between the log-normal and generalized exponential distributions
- Copula model evaluation based on parametric bootstrap
- Multivariate survival models for repeated and correlated events
- Bootstrap \(J\) tests of nonnested linear regression models
- Assessing model mimicry using the parametric bootstrap.
- Tests for model specification in the presence of alternative hypotheses
- A weighted least-squares approach to clusterwise regression
- Varying uncertainty in CUB models
- Maximum likelihood principle and model selection when the true model is unspecified
- Generalized empirical likelihood non-nested tests
- Selecting the best linear regression model. A classical approach
- Consistency of Bayes factor for nonnested model selection when the model dimension grows
- The significance of testing empirical non-nested models
- A simple test for regression specification with non-nested alternatives
- Granger causality
- The indirect method: inference based on intermediate statistics -- a synthesis and examples
- On exact and asymptotic tests of non-nested models
- Encompassing tests when no model is encompassing
- Measures of relative model fit.
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models
- Some aspects of testing non-nested hypotheses
- Statistical inference in non-nested econometric models
- Testing nested or non-nested hypotheses
- Testing the specification of multivariate models in the presence of alternative hypotheses
- A multiple divergence criterion for testing between separate hypotheses
- Alternative procedures and associated tests of significance for non- nested hypotheses
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
- Spatial J-test: some Monte Carlo evidence
- Tracking interval for selecting between non-nested models: an investigation for type II right censored data
- Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
- Testing for nonnested conditional moment restrictions via conditional empirical likelihood
- On the comprehensive method of testing non-nested regression models
- Dynamic misspecification in nonparametric cointegrating regression
- Discussion on the paper ``Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach
- Optimal real-time filters for linear prediction problems
- Fourier methods for model selection
- Improving robust model selection tests for dynamic models
- A robust test for non-nested hypotheses
- Optimal design to discriminate between rival copula models for a bivariate binary response
- 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
- Discriminating among Weibull, log-normal, and log-logistic distributions
- Model choice in separate families: A comparison between the FBST and the Cox test
- Chernoff index for Cox test of separate parametric families
- A new and intuitive test for zero modification
- Discriminating between and within (semi)continuous classes of both Tweedie and geometric Tweedie models
- Fitting and comparing probability distributions with log linear models
- Non-nested hypothesis testing inference for GAMLSS models
- An improved selection test between autoregressive and moving average disturbances in regression models
- Empirical comparisons of some tests of separate families of hypotheses
- Nonnested hypothesis testing in the class of varying dispersion beta regressions
- A model selection criterion for count models based on a divergence between probability generating functions
- Choice between and within the classes of Poisson-Tweedie and Poisson-exponential-Tweedie count models
- Bayesian testing for nested hypotheses under partial observability
- Heuristically deciding between normal and skew normal distributions for describing the data on a response variable and an explanatory variable
- Empirical likelihood ratio tests for non-nested model selection based on predictive losses
- Testing one hypothesis multiple times
- A sequential sampling approach for discriminating log-normal, Weibull, and log-logistic distributions
- Testing that a local optimum of the likelihood is globally optimum using reparameterized embeddings. Applications to wavefront sensing
- A note about model selection and hypothesis test procedure to discriminate Poisson and Bell models
- Small samples and collateral information. An application of the hyperparameter model
- A likelihood ratio test to discriminate exponential-Poisson and gamma distributions
- Exact statistical inferences and Monte Carlo method
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