Regularity conditions for cox's test of non-nested hypotheses
作者： Halbert White
DOI: 10.1016/0304-4076(82)90007-0
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摘要: Abstract In this article, we provide for the first time general regularity conditions and a rigorous proof of asymptotic normality Cox's statistic testing separate families hypotheses. The Cox test choosing between competing linear regression models is discussed as an example.
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sci-hub.se 参考文章(12)
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