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Tests of Separate Families of Hypotheses
David Cox
- pp 105-124
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The article was published on 1961-01-01 and is currently open access. It has received 935 citations till now.read more
Citations
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A new look at the statistical model identification
TL;DR: In this article, a new estimate minimum information theoretical criterion estimate (MAICE) is introduced for the purpose of statistical identification, which is free from the ambiguities inherent in the application of conventional hypothesis testing procedure.
Journal ArticleDOI
Bayesian Model Selection in Social Research
TL;DR: In this article, a Bayesian approach to hypothesis testing, model selection, and accounting for model uncertainty is presented, which is straightforward through the use of the simple and accurate BIC approximation, and it can be done using the output from standard software.
Journal ArticleDOI
Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
TL;DR: In this article, the authors propose simple and directional likelihood-ratio tests for discriminating and choosing between two competing models whether the models are nonnested, overlapping or nested and whether both, one, or neither is misspecified.
Journal ArticleDOI
HyPhy: hypothesis testing using phylogenies
TL;DR: The HyPhypackage is designed to provide a flexible and unified platform for carrying out likelihood-based analyses on multiple alignments of molecular sequence data, with the emphasis on studies of rates and patterns of sequence evolution.
Journal ArticleDOI
The stochastic behavior of commodity prices: Implications for valuation and hedging
TL;DR: In this article, the authors compare three models of the stochastic behavior of commodity prices that take into account mean reversion, in terms of their ability to price existing futures contracts, and their implication with respect to the valuation of other financial and real assets.
References
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Journal ArticleDOI
On the Distribution of the Likelihood Ratio
TL;DR: In this paper, the asymptotic distribution of the likelihood ratio λ is examined when the value of the parameter is a boundary point of both the set of points corresponding to the hypothesis and the set corresponding to an alternative.
Book ChapterDOI
Some Principles of the Theory of Testing Hypotheses
TL;DR: In this paper, the authors proposed the likelihood ratio principle as a general applicable criterion for hypothesis testing, which has proved extremely successful; nearly all tests now in use for testing parametric hypotheses are likelihood ratio tests, and many of them have been shown to possess various optimum properties.