The following pages link to (Q5600597):
Displaying 50 items.
- Consistent model specification tests (Q91781) (← links)
- Bayesian indirect inference using a parametric auxiliary model (Q254412) (← links)
- Extended Conway-Maxwell-Poisson distribution and its properties and applications (Q268393) (← links)
- Z-estimation and stratified samples: application to survival models (Q269747) (← links)
- Exact permutation tests for non-nested non-linear regression models (Q275249) (← links)
- Simulation based selection of competing structural econometric models (Q301967) (← links)
- Testing competing models for non-negative data with many zeros (Q312340) (← links)
- A simplified method of calculating the distribution free Cox test (Q375108) (← links)
- A conversation with David R. Brillinger (Q449853) (← links)
- Tracking interval for selecting between non-nested models: an investigation for type II right censored data (Q451206) (← links)
- Model selection tests for moment inequality models (Q494361) (← 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)
- 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)
- 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)
- Testing nonnested Euler conditions with quadrature-based methods of approximation (Q805126) (← links)
- A mixture cure-rate model for responses and response times in time-limit tests (Q888030) (← 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)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- Misspecified models with dependent observations (Q1050063) (← 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)
- Comparison of alternative functional forms in production (Q1069652) (← links)
- On exact and asymptotic tests of non-nested models (Q1082755) (← links)
- Selecting the best linear regression model. A classical approach (Q1094044) (← 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)
- A test of a disequilibrium model (Q1142002) (← 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)
- Efficient estimation of income distribution parameters (Q1250665) (← links)
- Empirical comparisons of some tests of separate families of hypotheses (Q1258569) (← links)
- The problem of testing hypotheses concerning the parameters of the Pólya distribution (Q1269929) (← links)
- A note on the robust interpretation of regression coefficients (Q1305250) (← links)
- Fitting and comparing probability distributions with log linear models (Q1330507) (← links)
- Robust Bayesian analysis using divergence measures (Q1332741) (← links)
