The Correlated Gamma-Ratio Distribution in Model Evaluation and Selection
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References listed on IDEAS
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- Panaretos, John & Psarakis, Stelios & Xekalaki, Evdokia, 1998. "On a Distribution Arising in the Context of Comparative Model Performance Evaluation Problems," MPRA Paper 6276, University Library of Munich, Germany.
- Xekalaki, Evdokia & Panaretos, John & Psarakis, Stelios, 2003. "A Predictive Model Evaluation and Selection Approach - The Correlated Gamma Ratio Distribution," MPRA Paper 6389, University Library of Munich, Germany.
More about this item
KeywordsModel selection; Bivariate gamma distribution; F distribution; Non-nested models; Predictive ability;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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