Combining monte carlo and cox tests of non-nested hypotheses

DOI10.1080/03610919308813136zbMath0800.62090OpenAlexW1983508162MaRDI QIDQ4275704

Nicholas J. Schork

Publication date: 20 January 1994

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919308813136

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

A monte carlo study of tests for non-nested models estimated by generalized method of moments

Cites Work

• Regularity conditions for Cox's test of non-nested hypotheses
• Finite sample properties and asymptotic efficiency of Monte Carlo tests
• Empirical comparisons of some tests of separate families of hypotheses
• A New Method for Testing Separate Families of Hypotheses
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• A new distribution-free quantile estimator
• A test of separate families of distributions based on the empirical moment generating function
• A note on the consistency and on the finite sample comparisons of some tests of separate families of hypotheses
• Hypothesis Testing Procedures for Separate Families of Hypotheses
• Asymptotic power comparisons of tests of separate parametric families by Bahadur's approach
• On Information and Sufficiency

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