Empirical likelihood ratio tests for multivariate regression models

DOI10.1007/S11464-007-0011-8zbMath1285.62050OpenAlexW1798304814MaRDI QIDQ1956533

Li Xing Zhu, Jian-hong Wu

Publication date: 22 September 2010

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-007-0011-8

zbMATH Keywords

autoregressionbias correctionmultivariate regressionmaximin testempirical likelihood ratio test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

Goodness-of-fit tests for vector autoregressive models in time series

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• Comparing nonparametric versus parametric regression fits
• Empirical likelihood and general estimating equations
• Nonparametric model checks for regression
• Nonparametric smoothing and lack-of-fit tests
• Model checks for regression: an innovation process approach
• Nonparametric model checks for time series
• Nonparametric Monte Carlo tests and their applications.
• Methodology and Algorithms of Empirical Likelihood
• Empirical likelihood confidence intervals for nonparametric density estimation
• Goodness-of-Fit Tests for Parametric Regression Models
• Model Checks for Generalized Linear Models
• A Lack-of-Fit Test for Quantile Regression
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• Testing the Fit of a Parametric Function
• Commonality of cusum, von Neumann and smoothing-based goodness-of-fit tests
• The Lindeberg-Levy Theorem for Martingales

This page was built for publication: Empirical likelihood ratio tests for multivariate regression models