In this paper, an evaluation method is suggested for selecting one of two competing models based on certain predictive ability ratings. The main focus is on the case of linear models that are not necessarily nested. In the context of such models, the test procedure is based on a sample statistic...

In many practical situations bivariate probability distributions are used whose marginals are of the same form. Sometimes however, in cases of a not too good fit, one of the marginals appears to describe the corresponding observed data exceptionally well while the other provides a rather poor...

The paper considers the problem of selecting one of two not necessarily nested competing regression models based on comparative evaluations of their abilities in each of two different issues: The first pertains to viewing the problem as a “best-fitting” model determination problem in the...