A return to an old paper: ‘Tests of separate families of hypotheses’
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 2013 · Volume 75 · Issue 2
Abstract
Two papers of 50 years ago concerning the comparison of non-nested models are reviewed and some subsequent developments and problems are sketched.
Keywords
Asymptotic sufficiency, Bayesian criterion, Encompassing, Model choice, Sandwich formula, Significance test
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