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A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models - MaRDI portal

A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models (Q4991658)

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scientific article; zbMATH DE number 7354568
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A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models
scientific article; zbMATH DE number 7354568

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    A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models (English)
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    3 June 2021
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    asymptotic size
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    model selection/comparison test
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    post model selection inference
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    semi/nonparametric models
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