Minimum chi-square estimation and tests for model selection

DOI10.1016/0304-4076(93)90104-DzbMath0776.62088OpenAlexW1971814431MaRDI QIDQ685917

Quang H. Vuong, Weiren Wang

Publication date: 17 October 1993

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90104-d

zbMATH Keywords

model selectiongoodness-of-fit statisticsasymptotically standard normal testsdata-generating processminimum chi-square estimatorsPearson chi-square type statistics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Asymptotic properties of parametric tests (62F05)

Related Items

Model selection tests for nonlinear dynamic models ⋮ Choice between and within the classes of Poisson-Tweedie and Poisson-exponential-Tweedie count models ⋮ Minimum \(\phi\)-divergence estimation in misspecified multinomial models ⋮ Minimum \(K_\phi\)-divergence estimators for multinomial models and applications ⋮ Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models ⋮ Fourier methods for model selection ⋮ A criterion for local model selection ⋮ Estimation and prediction for a unified hybrid-censored Burr Type XII distribution ⋮ Model selection based on penalized \(\phi \)-divergences for multinomial data

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