An Application of Multiple Comparison Techniques to Model Selection
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 50 (1998)
Issue (Month): 1 (March)
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Web page: http://www.springerlink.com/link.asp?id=102845
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- Hidetoshi Shimodaira, 1997. "Assessing the Error Probability of the Model Selection Test," Annals of the Institute of Statistical Mathematics, Springer, vol. 49(3), pages 395-410, September.
- McALEER, M. & DASTOOR, N.K., 1988.
"Some Power Comparisons Of Joint And Paired Tests For Non-Nested Models Under Local Hypotheses,"
168, Australian National University - Department of Economics.
- Dastoor, Naorayex K. & McAleer, Michael, 1989. "Some Power Comparisons of Joint and Paired Tests for Nonnested Models under Local Hypotheses," Econometric Theory, Cambridge University Press, vol. 5(01), pages 83-94, April.
- Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-33, March.
- Jiménez-Gamero, M.D. & Pino-Mejías, R. & Alba-Fernández, V. & Moreno-Rebollo, J.L., 2011. "Minimum [phi]-divergence estimation in misspecified multinomial models," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3365-3378, December.
- Joseph P & Romano & Azeem M. Shaikh & Michael Wolf, 2005.
"Formalized Data Snooping Based on Generalized Error Rates,"
IEW - Working Papers
259, Institute for Empirical Research in Economics - University of Zurich.
- Romano, Joseph P. & Shaikh, Azeem M. & Wolf, Michael, 2008. "Formalized Data Snooping Based On Generalized Error Rates," Econometric Theory, Cambridge University Press, vol. 24(02), pages 404-447, April.
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