The following pages link to (Q5340435):
Displaying 50 items.
- Consistent model specification tests (Q91781) (← links)
- Diagnostic testing and evaluation of maximum likelihood models (Q115750) (← links)
- Extended Conway-Maxwell-Poisson distribution and its properties and applications (Q268393) (← links)
- Exact permutation tests for non-nested non-linear regression models (Q275249) (← links)
- Tracking interval for selecting between non-nested models: an investigation for type II right censored data (Q451206) (← links)
- Non-nested testing of spatial correlation (Q494415) (← links)
- Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
- Bootstrapping J-type tests for non-nested regression models (Q673559) (← links)
- Minimum chi-square estimation and tests for model selection (Q685917) (← links)
- Consistency of Bayes factor for nonnested model selection when the model dimension grows (Q726729) (← links)
- A simple test for regression specification with non-nested alternatives (Q738119) (← links)
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
- Spatial J-test: some Monte Carlo evidence (Q746194) (← links)
- Generalized linear modeling methods for selection component experiments (Q750350) (← links)
- Alternative procedures and associated tests of significance for non- nested hypotheses (Q789139) (← links)
- Regularity conditions for Cox's test of non-nested hypotheses (Q794080) (← links)
- Testing the specification of multivariate models in the presence of alternative hypotheses (Q794385) (← links)
- A multiple divergence criterion for testing between separate hypotheses (Q800061) (← links)
- Testing nested or non-nested hypotheses (Q800679) (← links)
- A mixture cure-rate model for responses and response times in time-limit tests (Q888030) (← links)
- Asymptotic inference for multiplicative counting processes based on one realization (Q913425) (← links)
- An illustration of Cox's non-nested testing procedure for logit and probit models (Q951879) (← links)
- Discriminating between Weibull and generalized exponential distributions (Q951917) (← links)
- Estimation in bivariate nonnormal distributions with stochastic variance functions (Q1023502) (← links)
- Copula model evaluation based on parametric bootstrap (Q1023675) (← links)
- Discussion on the paper ``Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach'' (Q1042937) (← links)
- Tests for model specification in the presence of alternative hypotheses (Q1054112) (← links)
- Confidence contours for two test statistics for non-nested regression models (Q1054113) (← links)
- Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence (Q1054435) (← links)
- On exact and asymptotic tests of non-nested models (Q1082755) (← links)
- Selecting the best linear regression model. A classical approach (Q1094044) (← links)
- Designs for discrimination between binary response models (Q1100831) (← links)
- Statistical inference in non-nested econometric models (Q1111308) (← links)
- Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions (Q1126120) (← links)
- Small samples and collateral information. An application of the hyperparameter model (Q1142004) (← links)
- Choice of a survival model for patients with a brain tumour (Q1164923) (← links)
- On the comprehensive method of testing non-nested regression models (Q1165548) (← links)
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method (Q1167506) (← links)
- Some aspects of testing non-nested hypotheses (Q1172358) (← links)
- Testing for autoregressive against moving average errors in the linear regression model (Q1172359) (← links)
- Frequency domain pattern classification (Q1222971) (← links)
- Empirical comparisons of some tests of separate families of hypotheses (Q1258569) (← links)
- Fitting and comparing probability distributions with log linear models (Q1330507) (← links)
- Encompassing in stationary linear dynamic models (Q1341212) (← links)
- Robust inference by influence functions (Q1361607) (← links)
- Assessing model mimicry using the parametric bootstrap. (Q1431814) (← links)
- Measures of relative model fit. (Q1605367) (← links)
- Bayesian mortality forecasting with overdispersion (Q1622532) (← links)
- A robust test for non-nested hypotheses (Q1633222) (← links)
- A systematic look at the gamma process capability indices (Q1681282) (← links)
