Empirical likelihood ratio tests for multivariate regression models

DOI10.1007/S11464-007-0011-8MaRDI QIDQ1956533zbMATH OpenOpenAlexFDO

Authors Jianhong Wu, Li-Xing Zhu

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 correctionempirical likelihood ratio testmaximin testmultivariate regression

Mathematics Subject Classification ID

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

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Cites work

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• Comparing nonparametric versus parametric regression fits
• Empirical likelihood and general estimating equations
• Empirical likelihood confidence intervals for nonparametric density estimation
• Goodness-of-Fit Tests for Parametric Regression Models
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• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• Methodology and Algorithms of Empirical Likelihood
• Model Checks for Generalized Linear Models
• Model checks for regression: an innovation process approach
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• Nonparametric Monte Carlo tests and their applications.
• Nonparametric smoothing and lack-of-fit tests
• Testing the Fit of a Parametric Function
• The Lindeberg-Levy Theorem for Martingales

Cited in

(8)

• Goodness-of-fit tests for vector autoregressive models in time series
• The empirical likelihood goodness-of-fit test for regression models
• Multimodality of the likelihood in the bivariate seemingly unrelated regressions model
• Corrected likelihood ratio tests for von mises regression models
• Empirical Likelihood Ratio Tests for Coefficients in High Dimensional Heteroscedastic Linear Models
• A unified empirical likelihood approach for testing MCAR and subsequent estimation
• Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error
• Empirical Bayes test of regression coefficient in a multiple linear regression model

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