Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models

DOI10.1007/BF02294799zbMath1306.62417MaRDI QIDQ2259869

Richard M. Golden

Publication date: 5 March 2015

Published in: Psychometrika (Search for Journal in Brave)

zbMATH Keywords

model selectiontime-seriesmodel misspecificationM-estimationhypothesis-testingasymptotic statistical theory

Mathematics Subject Classification ID

Applications of statistics to psychology (62P15)

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Uses Software

• AS 155

Cites Work

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