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Chernoff Index for Cox Test of Separate Parametric Families

Xiaoou Li1, Jingchen Liu2, Zhiliang Ying2

  • 1School of Statistics, University of Minnesota, 224 Church Street SE, Minneapolis, MN 55455.

Annals of Statistics
|March 28, 2018
PubMed

Keywords:
Asymptotic relative efficiencyGeneralized likelihood ratioGeneralized linear modelsLarge deviationModel selectionNon-nested hypothesesVariable selection

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