Model Selection When a Key Parameter is Constrained to be in an Interval
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Publication:3527759
DOI10.1080/03610910802203303zbMath1145.62024OpenAlexW2078879873MaRDI QIDQ3527759
Maxwell L. King, M.D. Zakir Hossain
Publication date: 30 September 2008
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://ageconsearch.umn.edu/record/267482/files/monash-258.pdf
tablesnuisance parametersparametric bootstrapBox-Cox transformationscontrolled information criterion
Parametric inference under constraints (62F30) General nonlinear regression (62J02) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05)
Cites Work
- Estimating the dimension of a model
- Estimation and testing of regression disturbances based on modified likelihood functions
- Model selection using AIC in the presence of one-sided information
- Comments on testing economic theories and the use of model selection criteria
- Selecting the order of an ARCH model
- A Monte Carlo Investigation of the Box-Cox Transformation in Small Samples
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