Empirical likelihood based hypothesis testing
From MaRDI portal
Publication:1395939
DOI10.3150/bj/1068128978zbMath1015.62048OpenAlexW2094706033MaRDI QIDQ1395939
John H. J. Einmahl, Ian W. McKeague
Publication date: 29 June 2003
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/bj/1068128978
symmetryindependencedistribution-freesimulationschange pointtwo-sample problemexponentialityexponentiallynonparametric likelihood ratio
Related Items (52)
A moment-based empirical likelihood ratio test for exponentiality using the probability integral transformation ⋮ On distribution-free goodness-of-fit testing of exponentiality ⋮ Single change-point detection methods for small lifetime samples ⋮ Testing for Positive Quadrant Dependence ⋮ An Empirical-Likelihood-Based Multivariate EWMA Control Scheme ⋮ Testing for uniform stochastic ordering via empirical likelihood ⋮ Empirical likelihood ratio test for symmetry against type I bias with applications to competing risks ⋮ Empirical likelihood based tests for stochastic ordering under right censorship ⋮ Estimating the Conditional Error Distribution in Non-parametric Regression ⋮ Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models ⋮ A new test of independence for bivariate observations ⋮ An empirical likelihood ratio-based omnibus test for normality with an adjustment for symmetric alternatives ⋮ Empirical likelihood ratio test for the change-point problem ⋮ A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression ⋮ On empirical likelihood inference of a change-point ⋮ Integral-type tests for goodness-of-fit ⋮ Semi-parametric hybrid empirical likelihood inference for two-sample comparison with censored data ⋮ Empirical likelihood-based tests for stochastic ordering ⋮ Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data ⋮ Testing for central symmetry ⋮ Testing for bivariate spherical symmetry ⋮ Empirical likelihood test via estimating equations ⋮ Monitoring changes in the error distribution of autoregressive models based on Fourier methods ⋮ Jackknife empirical likelihood tests for distribution functions ⋮ A note on residual-based empirical likelihood kernel density estimation ⋮ A new way of quantifying the symmetry of a random variable: estimation and hypothesis testing ⋮ Two non parametric methods for change-point detection in distribution ⋮ Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model ⋮ Comparing \(k\)-independent and right censored samples based on the likelihood ratio ⋮ Evaluating the relative merits of competing models based on empirical likelihood ratio test ⋮ Fourier Methods for Sequential Change Point Analysis in Autoregressive Models ⋮ On an independence test approach to the goodness-of-fit problem ⋮ Goodness-of-fit tests via phi-divergences ⋮ Goodness-of-fit tests for a heavy tailed distribution ⋮ New Goodness of Fit Tests Based on Stochastic EDF ⋮ A consistent jackknife empirical likelihood test for distribution functions ⋮ Power Assessment of a New Test of Independence ⋮ SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION ⋮ Nonparametric maximum likelihood approach to multiple change-point problems ⋮ Empirical likelihood test for diagonal symmetry ⋮ Empirical likelihood estimators for the error distribution in nonparametric regression models ⋮ Review of testing issues in extremes: in honor of Professor Laurens de Haan ⋮ On Comparing Cumulative Incidence Functions Using an Empirical Likelihood Ratio Type Test ⋮ Goodness-of-fit tests for location–scale families based on random distance ⋮ \(K\)-sample tests based on the likelihood ratio ⋮ Empirical likelihood tests for two-sample problems via nonparametric density estimation ⋮ A chi-square-type test for covariances ⋮ Tests for stochastic ordering under biased sampling ⋮ A rank-based Cramér-von-Mises-type test for two samples ⋮ Change-Point Analysis Based on Empirical Characteristic Functions of Ranks ⋮ Powers of Discrete Goodness-of-Fit Test Statistics for a Uniform Null Against a Selection of Alternative Distributions ⋮ A Simple Density-Based Empirical Likelihood Ratio Test for Independence
This page was built for publication: Empirical likelihood based hypothesis testing