19
Views
0
CrossRef citations to date
0
Altmetric
Original Articles

On the choice of a discrepancy functional for model selection

&
Pages 2841-2863 | Received 01 Sep 1994, Published online: 27 Jun 2007

References

  • Atkinson , A.C. 1970 . A method for discriminating between models . Journal of the Royal Statistical Society , 32 : 325 – 353 . Series B
  • Beran , R. 1977 . Minimum Hellinger distance estimates for parametric models . Annals of Statistics , 5 : 445 – 463 .
  • Beran , R. and Millar , P. W. 1987 . Stochastic estimation and testing . Annals of Statistics , 15 : 1131 – 1154 .
  • Chow , Y. S. , Geman , S. and Wu , L. D. 1983 . Consistent cross-validated density estimation . Annals of Statistics , 11 : 25 – 38 .
  • Cox , D. R. 1961 . Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability . Tests of separate families of hypotheses . 1961 . Vol. 1 , pp. 105 – 123 .
  • Cox , D. R. 1962 . Further results on tests of separate families of hypotheses . Journal of the Royal Statistical Society , 24 : 406 – 424 . Series B
  • Cox , D. R. and Brandwood , L. 1959 . On a discriminatory problem connected with the works of Plato . Journal of the Royal Statistical Society , 21 : 195 – 200 . Series B
  • Donoho , D. L. and Liu , R. 1988a . Pathologies of some minimum distance estimators . Annals of Statistics , 16 : 587 – 608 .
  • Donoho , D. L. and Liu , R. C. 1988b . The ‘automatic’robustness of minimum distance functionals . Annals of Statistics , 16 : 552 – 586 .
  • Fisher , R.A. 1922 . On the mathematical foundations of theoretical statistics . Philosophical Transactions of the Royal Society of London , 222 : 309 – 368 . Series A
  • Gibbons , J. D. 1985 . Nonparametric Methods for Quantitative Analysis , second edition , Columbus : American Sciences Press .
  • Hall , P. 1987 . On Kullback-Leibler loss and density estimation . Annals of Statistics , 15 : 1491 – 1519 .
  • Jeffreys , H. 1946 . An invariant form for the prior probability in estimation problems . Proceedings of the Royal Society of London , 186 : 453 – 461 . Series A
  • Kac , M. 1969 . Some mathematical models in science . Science , 166 : 695 – 699 .
  • Kullback , S. 1959 . Information Theory and Statistics , New York : John Wiley & Sons .
  • Kullback , S. and Leibler , R. A. 1951 . On information and sufficiency . Annals of Mathematical Statistics , 22 : 79 – 86 .
  • Kupperman , M. 1958 . Probabilities of hypotheses and information-statistics in sampling from exponential-class populations . Annals of Mathematical Statistics , 29 : 571 – 574 .
  • Le Cam , L. 1986 . Asymptotic Methods in Statistical Decision Theory , New York : Springer-Verlag .
  • Linhart , H. and Zucchini , W. 1986 . Model Selection , New York : John Wiley & Sons .
  • Millar , P. W. 1984 . A general approach to the optimality of minimum distance estimators . Transactions of the American Mathematical Society , 286 : 377 – 418 .
  • Parr , W. C. 1981 . Minimum distance estimation: A bibliography . Communications in Statistics—Theory and Methods , A 10 : 1205 – 1224 .
  • Pearson , K. 1895 . Contributions to the mathematical theory of evolution: Ii skew variation in homogenous material . Philosophical Transactions of the Royal Society of London , 186 : 343 – 414 . Series A
  • Pesaran , M. H. 1974 . On the general problem of model selection . Review of Economic Studies , 41 : 153 – 171 .
  • Pesaran , M. H. and Deaton , A. 1978 . Testing non-nested nonlinear regression models . Econometrica , 46 : 677 – 694 .
  • Quandt , R. E. 1974 . A comparison of methods for testing nonnested hypotheses . Review of Economics and Statistics , 56 : 92 – 99 .
  • Sakamoto , Y. , Ishiguro , M. and Kitagawa , G. 1986 . Akaike Information Criterion Statistics , Boston : D. Reidel .
  • Sands , B. N. and Trosset , M. W. . Nonnested hypothesis testing in applied economics . Discussion Paper 90-34 . Atlanta, GA. Tucson : Department of Economics, University of Arizona .
  • Sawa , T. 1978 . Information criteria for discriminating among alternative regression models . Econometrica , 46 : 1273 – 1291 .
  • Takane , Y. , Young , F. W. and de Leeuw , J. 1977 . Nonmetric individual differences multidimensional scaling: An alternating least squares method with optimal scaling features . Psychometrika , 42 : 7 – 67 .
  • Vuong , Q. H. 1989 . Likelihood ratio tests for model selection and nonnested hypotheses . Econometrica , 57 : 307 – 333 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.