Discrepancy Risk Model Selection Test theory for comparing possibly misspecified or nonnested models
- R. Golden
DOIAbstract
asymptotic statistical theory, model selection, hypothesis-testing, model misspecification, time-series, m-estimation,
asymptotic statistical theory, model selection, hypothesis-testing, model misspecification, time-series, m-estimation,
In the competing risks model, a unit is exposed to several risks at the same time, but it is assumed...
In this paper a forecasting model selection scheme is considered which amounts to testing the predic...
Individual true and error theory assumes that responses by the same person to the same choice proble...
Akaike's information criterion, model selection, fixed alternatives, local alternatives, test on exp...
This paper introduces a conditional Kolmogorov test, in the spirit of Andrews (1997), that allows fo...
Model selection is of fundamental importance to high dimensional modelling featured in many contempo...
In general, model selection is an important prelude to subsequent statistical inference in risk asse...
textabstractThis paper proposes a model selection test statistic for the choice between an AR(1) and...
This paper proposes several testing procedures for comparison of misspec-i ed calibrated models. The...
<p>Competing models arise naturally in many research fields, such as survival analysis and economics...
It is well known that most of the standard specification tests are not robust when the alternative i...
A model selection criterion is often formulated by constructing an approx-imately unbiased estimator...
Choosing between two income distribution models typically involves testing two non-tested hypotheses...
We propose an improved model selection test for dynamic models using a new asymptotic approximation ...
Choosing between two income distribution models typically involves testing two non-tested hypotheses...
In the competing risks model, a unit is exposed to several risks at the same time, but it is assumed...
In this paper a forecasting model selection scheme is considered which amounts to testing the predic...
Individual true and error theory assumes that responses by the same person to the same choice proble...
Akaike's information criterion, model selection, fixed alternatives, local alternatives, test on exp...
This paper introduces a conditional Kolmogorov test, in the spirit of Andrews (1997), that allows fo...
Model selection is of fundamental importance to high dimensional modelling featured in many contempo...
In general, model selection is an important prelude to subsequent statistical inference in risk asse...
textabstractThis paper proposes a model selection test statistic for the choice between an AR(1) and...
This paper proposes several testing procedures for comparison of misspec-i ed calibrated models. The...
<p>Competing models arise naturally in many research fields, such as survival analysis and economics...
It is well known that most of the standard specification tests are not robust when the alternative i...
A model selection criterion is often formulated by constructing an approx-imately unbiased estimator...
Choosing between two income distribution models typically involves testing two non-tested hypotheses...
We propose an improved model selection test for dynamic models using a new asymptotic approximation ...
Choosing between two income distribution models typically involves testing two non-tested hypotheses...
In the competing risks model, a unit is exposed to several risks at the same time, but it is assumed...
In this paper a forecasting model selection scheme is considered which amounts to testing the predic...
Individual true and error theory assumes that responses by the same person to the same choice proble...
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