scientific article; zbMATH DE number 3213229

zbMATH Open0131.35801MaRDI QIDQ5340435FDOQ5340435

Authors: D. R. Cox 

Publication date: 1962

Title of this publication is not available (Why is that?)

zbMATH Keywords

statistics

Cited In (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
• Separated hypotheses testing for autoregressive models with non-negative residuals
• Minimum chi-square estimation and tests for model selection
• 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
• Varying uncertainty in CUB models
• Selecting the best linear regression model. A classical approach
• Dynamic misspecification in nonparametric cointegrating regression
• Extended Conway-Maxwell-Poisson distribution and its properties and applications
• Exact permutation tests for non-nested non-linear regression models
• Measures of relative model fit.
• Statistical inference in non-nested econometric models
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models
• Bootstrapping J-type tests for non-nested regression models
• A weighted least-squares approach to clusterwise regression
• Alternative procedures and associated tests of significance for non- nested hypotheses
• 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
• Assessing model mimicry using the parametric bootstrap.
• Discriminating between Weibull and generalized exponential distributions
• Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
• Maximum likelihood principle and model selection when the true model is unspecified
• Consistency of Bayes factor for nonnested model selection when the model dimension grows
• Testing for autoregressive against moving average errors in the linear regression model
• 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
• Encompassing tests when no model is encompassing
• Tracking interval for selecting between non-nested models: an investigation for type II right censored data
• Comments on testing economic theories and the use of model selection criteria
• The Mizon–Richard Encompassing Test for the Cox and Aalen Additive Hazards Models
• Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
• 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
• Bootstrap \(J\) tests of nonnested linear regression models
• Evaluating the relative merits of competing models based on empirical likelihood ratio test
• A mixture cure-rate model for responses and response times in time-limit tests
• Robust inference by influence functions
• Tests for model specification in the presence of alternative hypotheses
• The indirect method: inference based on intermediate statistics -- a synthesis and examples
• Fourier methods for model selection
• Generalized linear modeling methods for selection component experiments
• Statistical tests for comparing possibly misspecified and nonnested models
• Some aspects of testing non-nested hypotheses
• Generalized empirical likelihood non-nested tests
• Tests of specification for parametric and semiparametric models
• Designs for discrimination between binary response models
• Granger causality
• Nonparametric tests for model selection with time series data
• Multivariate survival models for repeated and correlated events
• Improving robust model selection tests for dynamic models
• Asymptotic inference for multiplicative counting processes based on one realization
• 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
• Diagnostic testing and evaluation of maximum likelihood models
• Consistent model specification tests
• Non-nested testing of spatial correlation
• Confidence contours for two test statistics for non-nested regression models
• Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
• Spatial J-test: some Monte Carlo evidence
• Regularity conditions for Cox's test of non-nested hypotheses
• Testing DSGE models by indirect inference: a survey of recent findings
• Expected utility theory and prospect theory: One wedding and a decent funeral
• Testing the specification of multivariate models in the presence of alternative hypotheses
• A multiple divergence criterion for testing between separate hypotheses
• On the comprehensive method of testing non-nested regression models
• Copula model evaluation based on parametric bootstrap
• Nonlinearity tests in time series analysis
• Title not available (Why is that?)
• Optimal real-time filters for linear prediction problems
• Bayesian mortality forecasting with overdispersion
• Estimation in bivariate nonnormal distributions with stochastic variance functions
• Heuristically deciding between normal and skew normal distributions for describing the data on a response variable and an explanatory variable
• On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
• A distribution-free tracking interval for model selection: application in the strength of brittle materials
• Discriminating between log-normal and log-logistic distributions in the presence of type-II censoring
• Asymptotic variance of test statistics in the ML and QML frameworks
• Empirical comparisons of some tests of separate families of hypotheses
• 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
• Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions
• 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
• Misspecification of noncausal order in autoregressive processes
• A robust test for non-nested hypotheses
• 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 history of the delta method and some new results
• 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 likelihood ratio test to discriminate exponential-Poisson and gamma distributions
• Exact statistical inferences and Monte Carlo method
• Variable selection and transformation in linear regression models
• A new and intuitive test for zero modification
• Choice of a survival model for patients with a brain tumour
• 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
• Specification tests based on MCMC output

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