Statistical tests for comparing possibly misspecified and nonnested models
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Cites work
- A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
- Akaike's information criterion and recent developments in information complexity
- An introduction to model selection
- Assessing the error probability of the model selection test
- Comparing Non-Nested Linear Models
- Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models
- Estimating the dimension of a model
- How to assess a model's testability and identifiability
- scientific article; zbMATH DE number 4088698 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 854558 (Why is no real title available?)
- scientific article; zbMATH DE number 3213229 (Why is no real title available?)
- Information criteria for selecting possibly misspecified parametric models
- Key concepts in model selection: Performance and generalizability
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Making correct statistical inferences using a wrong probability model
- Maximum Likelihood Estimation of Misspecified Models
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- The importance of complexity in model selection
- The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
Cited in
(17)- Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria
- A tutorial on Fisher information
- Key concepts in model selection: Performance and generalizability
- Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models
- A comparison of models for learning how to dynamically integrate multiple cues in order to forecast continuous criteria
- Bayes factors: Prior sensitivity and model generalizability
- Testing for more positive expectation dependence with application to model comparison
- Approximately normal tests for equal predictive accuracy in nested models
- Model selection using union-intersection principle for non nested models
- Empiricial comparison between some model selection criteria
- scientific article; zbMATH DE number 4217084 (Why is no real title available?)
- A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS
- A Statistical Test for Nested Radial Dea Models
- A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models
- Optimal comparison of misspecified moment restriction models under a chosen measure of fit
- A Statistical Framework for Hypothesis Testing in Real Data Comparison Studies
- Evaluating the Bayes factor under model misspecification in repeated-measures designs
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