메뉴 건너뛰기




Volumn 136, Issue 10, 2006, Pages 3539-3553

Likelihood-based discrimination between separate scale and regression models

Author keywords

Laplace expansion; Likelihood ratio test; Marginal likelihood; Model selection; Modified profile likelihood; Most powerful invariant test; Profile likelihood; Scale and regression model

Indexed keywords


EID: 33744968453     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2005.01.014     Document Type: Article
Times cited : (11)

References (30)
  • 1
    • 0001075375 scopus 로고
    • A method of discriminating between models (with discussion)
    • Atkinson A.C. A method of discriminating between models (with discussion). J. R. Statist. Soc. B 32 (1970) 323-353
    • (1970) J. R. Statist. Soc. B , vol.32 , pp. 323-353
    • Atkinson, A.C.1
  • 2
    • 0001036819 scopus 로고
    • A class of distributions which includes the normal ones
    • Azzalini A. A class of distributions which includes the normal ones. Scand. J. Statist. 12 (1985) 171-178
    • (1985) Scand. J. Statist. , vol.12 , pp. 171-178
    • Azzalini, A.1
  • 5
    • 0001505281 scopus 로고    scopus 로고
    • Bayes factors and marginal distributions in invariant situations
    • Berger J., Pericchi L., and Varshavsky J. Bayes factors and marginal distributions in invariant situations. Sankhya A 60 (1998) 307-321
    • (1998) Sankhya A , vol.60 , pp. 307-321
    • Berger, J.1    Pericchi, L.2    Varshavsky, J.3
  • 6
    • 34248963739 scopus 로고
    • Smoking and lung cancer: some observations on two recent reports
    • Berkson J. Smoking and lung cancer: some observations on two recent reports. J. Amer. Statist. Assoc. 53 (1957) 28-38
    • (1957) J. Amer. Statist. Assoc. , vol.53 , pp. 28-38
    • Berkson, J.1
  • 7
    • 0003071821 scopus 로고
    • A note on maximum likelihood estimation for regression models using grouped data
    • Burridge J. A note on maximum likelihood estimation for regression models using grouped data. J. Roy. Statist. Soc. B 43 (1981) 41-45
    • (1981) J. Roy. Statist. Soc. B , vol.43 , pp. 41-45
    • Burridge, J.1
  • 8
    • 33745007652 scopus 로고    scopus 로고
    • Cox, D.R. 1961. Tests of separate families of hypotheses, Proceedings of the Fourth Berkeley Symposium on Mathematical Statistical Problems, vol. 1, pp. 105-123.
  • 9
    • 0036839620 scopus 로고    scopus 로고
    • Hypothesis testing: a model selection approach
    • Cubedo M., and Oller J.M. Hypothesis testing: a model selection approach. J. Statist. Plan. Inference 108 (2002) 3-21
    • (2002) J. Statist. Plan. Inference , vol.108 , pp. 3-21
    • Cubedo, M.1    Oller, J.M.2
  • 10
    • 0038784364 scopus 로고    scopus 로고
    • Unified conditional frequentist and Bayesian testing of composite hypotheses
    • Dass S.C., and Berger J.O. Unified conditional frequentist and Bayesian testing of composite hypotheses. Scand. J. Statist. 30 (2003) 193-210
    • (2003) Scand. J. Statist. , vol.30 , pp. 193-210
    • Dass, S.C.1    Berger, J.O.2
  • 11
    • 0002211373 scopus 로고
    • Approximate predictive likelihood
    • Davison A.C. Approximate predictive likelihood. Biometrika 732 (1986) 323-332
    • (1986) Biometrika , vol.732 , pp. 323-332
    • Davison, A.C.1
  • 12
    • 84952069455 scopus 로고
    • Likelihood ratio test for discrimination between two models with unknown location and scale parameters
    • Dumonceaux R., Antle C.E., and Haas G. Likelihood ratio test for discrimination between two models with unknown location and scale parameters. Technometrics 15 (1973) 19-27
    • (1973) Technometrics , vol.15 , pp. 19-27
    • Dumonceaux, R.1    Antle, C.E.2    Haas, G.3
  • 13
    • 0038594243 scopus 로고
    • The most powerful invariant test of normal versus Cauchy with applications to stable alternatives
    • Franck W.E. The most powerful invariant test of normal versus Cauchy with applications to stable alternatives. J. Amer. Statist. Assoc. 76 (1981) 1002-1005
    • (1981) J. Amer. Statist. Assoc. , vol.76 , pp. 1002-1005
    • Franck, W.E.1
  • 14
    • 84950642812 scopus 로고
    • Necessary analysis and adaptive inference
    • Fraser D.A.S. Necessary analysis and adaptive inference. J. Amer. Statist. Assoc. 71 (1976) 99-110
    • (1976) J. Amer. Statist. Assoc. , vol.71 , pp. 99-110
    • Fraser, D.A.S.1
  • 17
    • 0016509041 scopus 로고
    • Conditional confidence intervals for double exponential distribution parameters
    • Kappenman R.F. Conditional confidence intervals for double exponential distribution parameters. Technometrics 17 (1975) 233-235
    • (1975) Technometrics , vol.17 , pp. 233-235
    • Kappenman, R.F.1
  • 18
    • 33745007148 scopus 로고
    • Conditional confidence interval procedures for the location and scale parameters of the Cauchy and logistic distributions
    • Lawless J.F. Conditional confidence interval procedures for the location and scale parameters of the Cauchy and logistic distributions. Biometrika 59 (1972) 377-386
    • (1972) Biometrika , vol.59 , pp. 377-386
    • Lawless, J.F.1
  • 19
    • 0010793826 scopus 로고
    • Conditional versus unconditional confidence intervals for the parameters of the Weibull distribution
    • Lawless J.F. Conditional versus unconditional confidence intervals for the parameters of the Weibull distribution. J. Amer. Statist. Assoc. 68 (1973) 665-669
    • (1973) J. Amer. Statist. Assoc. , vol.68 , pp. 665-669
    • Lawless, J.F.1
  • 20
    • 84952113971 scopus 로고
    • Confidence interval estimation for the Weibull and extreme value distributions
    • Lawless J.F. Confidence interval estimation for the Weibull and extreme value distributions. Technometrics 20 (1978) 355-364
    • (1978) Technometrics , vol.20 , pp. 355-364
    • Lawless, J.F.1
  • 24
    • 0001303166 scopus 로고
    • Laplace approximation of high dimensional integrals
    • Shun Z., and McCullagh P. Laplace approximation of high dimensional integrals. J. R. Statist. Soc. B 57 (1995) 749-760
    • (1995) J. R. Statist. Soc. B , vol.57 , pp. 749-760
    • Shun, Z.1    McCullagh, P.2
  • 25
    • 0012944718 scopus 로고
    • Most powerful invariant tests for binormality
    • Szkutnik Z. Most powerful invariant tests for binormality. Ann. Statist. 16 (1988) 292-301
    • (1988) Ann. Statist. , vol.16 , pp. 292-301
    • Szkutnik, Z.1
  • 26
    • 84950871099 scopus 로고
    • Accurate approximations for posterior moments and marginal densities
    • Tierney L., and Kadane J.B. Accurate approximations for posterior moments and marginal densities. J. Amer. Statist. Assoc. 81 (1986) 82-87
    • (1986) J. Amer. Statist. Assoc. , vol.81 , pp. 82-87
    • Tierney, L.1    Kadane, J.B.2
  • 27
    • 0036016752 scopus 로고    scopus 로고
    • A generalized predictive criterion for model selection
    • Trottini M., and Spezzaferri F. A generalized predictive criterion for model selection. Canad. J. Statist. 30 (2002) 79-96
    • (2002) Canad. J. Statist. , vol.30 , pp. 79-96
    • Trottini, M.1    Spezzaferri, F.2
  • 28
    • 0038594245 scopus 로고
    • The most powerful scale and location invariant test of the normal versus the double exponential
    • Uthoff V.A. The most powerful scale and location invariant test of the normal versus the double exponential. Ann. Statist. 1 (1973) 170-174
    • (1973) Ann. Statist. , vol.1 , pp. 170-174
    • Uthoff, V.A.1
  • 29
    • 0141573227 scopus 로고    scopus 로고
    • Regression with multiple candidate models: selecting or mixing?
    • Yang Y. Regression with multiple candidate models: selecting or mixing?. Statistica Sinica 13 (2003) 783-809
    • (2003) Statistica Sinica , vol.13 , pp. 783-809
    • Yang, Y.1
  • 30
    • 0001935527 scopus 로고    scopus 로고
    • An introduction to model selection
    • Zucchini W. An introduction to model selection. J. Math. Psychol. 44 (2000) 41-61
    • (2000) J. Math. Psychol. , vol.44 , pp. 41-61
    • Zucchini, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.