On a Distribution Arising in the Context of Comparative Model Performance Evaluation Problems

John Panaretos, Stelios Psarakis and Evdokia Xekalaki

MPRA Paper from University Library of Munich, Germany

Abstract: The paper deals with a distribution that arises as the distribution of a sample statistic used to compare the predictive ability of two competing linear models. It is defined as the distribution of the ratio of two correlated gamma variables and its probabilities are tabulated in order that they become readily available for practical use

Keywords: Model selection; Bivariate gamma distribution; F distribution (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 1998
References: View references in EconPapers View complete reference list from CitEc
Citations:

Published in PROCEEDINGS OF THE 13TH INTERNATIONAL WORKSHOP ON STATISTICAL MODELLING (1998): pp. 470-473

Downloads: (external link)
https://mpra.ub.uni-muenchen.de/6276/1/MPRA_paper_6276.pdf original version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:6276

Access Statistics for this paper

More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter ().