Scandinavian Journal of Statistics, Vol. 45, No. 2 (June 2018), pp. 217-254 (38 pages) Non-parametric generalized likelihood ratio test is a popular method of model checking for regressions. However, ...

This is a preview. Log in through your library . Abstract This paper provides a means for testing the hypothesis that two simple regression lines are parallel, when ...

Linear models, generalized linear models, and nonlinear models are examples of parametric regression models because we know the function that describes the relationship between the response and ...

Summary The purpose of this paper is to compare in-sample and out-of-sample performances of three parametric and non-parametric early warning systems (EWS) for currency crises in emerging market ...