Empirical likelihood ratio tests for non-nested model selection based on predictive losses
From MaRDI portal
Publication:6201860
Cites work
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 3213229 (Why is no real title available?)
- scientific article; zbMATH DE number 3320085 (Why is no real title available?)
- A Fully Automated Bandwidth Selection Method for Fitting Additive Models
- A decision-theoretic generalization of on-line learning and an application to boosting
- A nondegenerate Vuong test
- A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models
- A review on empirical likelihood methods for regression
- A split-and-conquer approach for analysis of
- Bayesian Measures of Model Complexity and Fit
- Bivariate tensor-product \(B\)-splines in a partly linear model
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Distributed statistical inference for massive data
- Distributed testing and estimation under sparse high dimensional models
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Estimating Bayes Factors via Posterior Simulation With the Laplace-Metropolis Estimator
- Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Generalized likelihood ratio statistics and Wilks phenomenon
- Generalized likelihood ratio tests for the structure of semiparametric additive models
- Greedy function approximation: A gradient boosting machine.
- High-dimensional empirical likelihood inference
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- Maximum Likelihood Estimation of Misspecified Models
- Methodology and Algorithms of Empirical Likelihood
- Model Selection and Estimation in Regression with Grouped Variables
- Model selection tests for nonlinear dynamic models
- Nonnested model comparisons for time series
- Nonparametric Inferences for Additive Models
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Pseudo-likelihood theory for empirical likelihood
- Quantile regression under memory constraint
- Regularity conditions for Cox's test of non-nested hypotheses
- Sieve empirical likelihood ratio tests for nonparametric functions
- Some new asymptotic theory for least squares series: pointwise and uniform results
- Statistical estimation in varying coefficient models
- Two-stage local M-estimation of additive models
- Variable selection in semiparametric regression modeling
This page was built for publication: Empirical likelihood ratio tests for non-nested model selection based on predictive losses
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6201860)
