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.

• Data-driven portmanteau tests for time series (Q2084715) (← links)
• A model selection criterion for count models based on a divergence between probability generating functions (Q2087077) (← links)
• Computation and application of generalized linear mixed model derivatives using \textit{lme4} (Q2088938) (← links)
• Comparing theories of one-shot play out of treatment (Q2095279) (← links)
• Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game (Q2121201) (← links)
• A comparison of zero-inflated and hurdle models for modeling zero-inflated count data (Q2129238) (← links)
• A note about model selection and hypothesis test procedure to discriminate Poisson and Bell models (Q2136041) (← links)
• Regular vines with strongly chordal pattern of (conditional) independence (Q2142996) (← links)
• Computing the asymptotic distribution of second-order \(U\)- and \(V\)-statistics (Q2157505) (← links)
• Beauty and popularity in friendship networks -- evidence from migrant schools in China (Q2158360) (← links)
• A novel claim size distribution based on a Birnbaum-Saunders and gamma mixture capturing extreme values in insurance: estimation, regression, and applications (Q2158510) (← links)
• Development of an agent-based speculation game for higher reproducibility of financial stylized facts (Q2159122) (← links)
• The distribution of strike size: empirical evidence from Europe and north America in the 19th and 20th centuries (Q2165674) (← links)
• Cyber risk frequency, severity and insurance viability (Q2172032) (← links)
• Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data (Q2177716) (← links)
• A nested copula duration model for competing risks with multiple spells (Q2189606) (← links)
• Discrete factor analysis using a dependent Poisson model (Q2203406) (← links)
• Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models (Q2212142) (← links)
• Proximal statistic: asymptotic normality (Q2216967) (← links)
• Estimating case-based learning (Q2221294) (← links)
• Minimum \(K_\phi\)-divergence estimators for multinomial models and applications (Q2259723) (← links)
• Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models (Q2259869) (← links)
• Expected utility theory and prospect theory: One wedding and a decent funeral (Q2271092) (← links)
• Characterizations of proportional hazard and reversed hazard rate models based on symmetric and asymmetric Kullback-Leibler divergences (Q2278855) (← links)
• A likelihood ratio test for spatial model selection (Q2280579) (← links)
• A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms (Q2280587) (← links)
• A note on the weighting-type estimations of the zero-inflated Poisson regression model with missing data in covariates (Q2288802) (← links)
• Testing for a functional form of mean regression in a fully parametric environment (Q2312970) (← links)
• Test for model selection using Cramér-von Mises distance in a fixed design regression setting (Q2316747) (← links)
• The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking (Q2323681) (← links)
• A new extended normal regression model: simulations and applications (Q2325273) (← links)
• Statistical analysis of zero-inflated nonnegative continuous data: a review (Q2325635) (← links)
• Creating misspecified models in moment structure analysis (Q2331198) (← links)
• Improving forecasts with the co-range dynamic conditional correlation model (Q2338532) (← links)
• Through the looking glass: indirect inference via simple equilibria (Q2343812) (← links)
• Bad environments, good environments: a non-Gaussian asymmetric volatility model (Q2346031) (← links)
• Market-based estimation of stochastic volatility models (Q2347717) (← links)
• What is beneath the surface? Option pricing with multifrequency latent states (Q2347726) (← links)
• Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach (Q2358171) (← links)
• A model for extreme stacking of data at endpoints of a distribution: illustration with W-shaped data (Q2360910) (← links)
• An empirical study on the Lanchester model of combat for competitive advertising decisions (Q2371380) (← links)
• Duration dependence models for claim counts (Q2384680) (← links)
• Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
• Modeling heaped duration data: an application to neonatal mortality (Q2399549) (← links)
• The effect of model misspecification on growth mixture model class enumeration (Q2403301) (← links)
• Minimum distance estimators for count data based on the probability generating function with applications (Q2412758) (← links)
• New links for binary regression: an application to coca cultivation in Peru (Q2414877) (← links)
• Measuring time and risk preferences in an integrated framework (Q2416664) (← links)
• Finite mixture of regression models for censored data based on scale mixtures of normal distributions (Q2418085) (← links)
• Varying uncertainty in CUB models (Q2418267) (← links)