A robust test for non-nested hypotheses

DOI10.1007/s10182-010-0140-3zbMath1443.62118OpenAlexW2033256426MaRDI QIDQ1633222

Hsin-Yi Lin

Publication date: 19 December 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-010-0140-3

zbMATH Keywords

non-nested testsrobust testnon-nested hypothesisrank score test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Bootstrapping J-type tests for non-nested regression models
• Alternative procedures and associated tests of significance for non- nested hypotheses
• An encompassing test for non-nested quantile regression models
• Regression rank scores and regression quantiles
• Regression rank-scores tests against heavy-tailed alternatives
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
• Generalized empirical likelihood non-nested tests
• Bootstrap \(J\) tests of nonnested linear regression models
• The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
• TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD
• Tests of linear hypotheses based on regression rank scores
• Several Tests for Model Specification in the Presence of Alternative Hypotheses

This page was built for publication: A robust test for non-nested hypotheses