On a Distribution Arising in the Context of Comparative Model Performance Evaluation Problems
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References listed on IDEAS
- Panaretos, John & Psarakis, Stelios & Xekalaki, Evdokia & Karlis, Dimitris, 2005. "The Correlated Gamma-Ratio Distribution in Model Evaluation and Selection," MPRA Paper 6355, University Library of Munich, Germany.
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KeywordsModel selection; Bivariate gamma distribution; F distribution;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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