Pages that link to "Item:Q110331"

The following pages link to Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses (Q110331):

Displaying 50 items.

• Invariant tests based on<i>M</i>-estimators, estimating functions, and the generalized method of moments (Q5864460) (← links)
• Testing independence between discrete random variables (Q5875273) (← links)
• A note about model selection and tests for non-nested contingent valuation models (Q5958531) (← links)
• Fourier methods for model selection (Q5963705) (← links)
• Editors' introduction (Q5965815) (← links)
• Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971202) (← links)
• Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971203) (← links)
• Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971204) (← links)
• Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971205) (← links)
• Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971206) (← links)
• What does Google say about credit developments in Brazil? (Q6039097) (← links)
• Heterogeneity is a key factor describing the initial outbreak of COVID-19 (Q6039470) (← links)
• Inference and forecasting for continuous-time integer-valued trawl processes (Q6054392) (← links)
• Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk (Q6054399) (← links)
• Joint modeling of zero‐inflated longitudinal proportions and time‐to‐event data with application to a gut microbiome study (Q6055724) (← links)
• Economic variable selection (Q6059429) (← links)
• A neuro-structural framework for bankruptcy prediction (Q6063321) (← links)
• The exponentiated power Ishita distribution: Properties, simulations, regression, and applications (Q6066393) (← links)
• Bivariate exponentiated‐exponential geometric regression model (Q6067648) (← links)
• The log‐power‐normal distribution with application to air pollution (Q6069111) (← links)
• Bootstrap choice of non-nested autoregressive model with non-normal innovations (Q6073727) (← links)
• Cumulative and CUB Models for Rating Data: A Comparative Analysis (Q6086613) (← links)
• Autoregressive and moving average models for zero‐inflated count time series (Q6089375) (← links)
• Joint linear modeling of mixed data and its application to email analysis (Q6102206) (← links)
• A flexible bounded distribution: information measures and lifetime data analysis (Q6102221) (← links)
• Monitoring social networks based on Zero-inflated Poisson regression model (Q6106181) (← links)
• Bias reduction and model selection in misspecified models (Q6106226) (← links)
• Choice between and within the classes of Poisson-Tweedie and Poisson-exponential-Tweedie count models (Q6116988) (← links)
• New Exponentiated-Weibull -G Family: Properties, Simulations, Regression and Applications to COVID-19 data (Q6120794) (← links)
• Asymmetry in stochastic volatility models with threshold and time-dependent correlation (Q6138232) (← links)
• On model selection criteria for climate change impact studies (Q6150501) (← links)
• Bipartite network influence analysis of a two-mode network (Q6150531) (← links)
• Bi-factor and second-order copula models for item response data (Q6160315) (← links)
• A corrected Clarke test for model selection and beyond (Q6163272) (← links)
• On consistency for time series model selection (Q6166021) (← links)
• The log-logistic regression model under censoring scheme (Q6170566) (← links)
• Impact of Academic Authorship Characteristics on Article Citations (Q6174119) (← links)
• Testing many restrictions under heteroskedasticity (Q6175550) (← links)
• Covariance Model with General Linear Structure and Divergent Parameters (Q6190754) (← links)
• Empirical likelihood ratio tests for non-nested model selection based on predictive losses (Q6201860) (← links)
• Sectoral market power in global production: a theoretical and observational study (Q6497624) (← links)
• Asymptotics of K-fold cross validation (Q6535409) (← links)
• Investigating the impact of excess zeros on hurdle-generalized Poisson regression model with right censored count data (Q6552742) (← links)
• Multiple imputation of incomplete zero-inflated count data (Q6552763) (← links)
• Financial dependence analysis: applications of vine copulas (Q6552773) (← links)
• Predictive ability tests with possibly overlapping models (Q6554207) (← links)
• Sequential specification tests to choose a model: A change-point approach (Q6571750) (← links)
• Testing non-nested demand relations: linear expenditure system versus indirect addilog (Q6573711) (← links)
• COPAR -- multivariate time series modeling using the copula autoregressive model (Q6574650) (← links)
• Hidden Markov models for longitudinal rating data with dynamic response styles (Q6580618) (← links)