Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses

DOI10.1007/S10463-008-0172-6MaRDI QIDQ904044zbMATH OpenOpenAlexFDO

Authors Taisuke Otsu

Publication date 15 January 2016

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-008-0172-6

zbMATH Keywords

empirical likelihoodgeneralized Neyman-Pearson optimality

Mathematics Subject Classification ID

Large deviations (60F10) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Recommendations

• On the asymptotic optimality of empirical likelihood for testing moment restrictions
• On Bahadur efficiency of empirical likelihood
• Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
• Generalized Neyman-Pearson lemma via convex duality.
• When is the generalized likelihood ratio test optimal?

Cites work

• Approximation Theorems of Mathematical Statistics
• Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
• Asymptotically Optimal Tests for Multinomial Distributions
• Empirical likelihood and general estimating equations
• Empirical likelihood is Bartlett-correctable
• Empirical likelihood ratio confidence intervals for a single functional
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 194664 (Why is no real title available?)
• Large deviation theorems for empirical probability measures
• On tests for normality
• On universal hypotheses testing via large deviations
• When is the generalized likelihood ratio test optimal?

Cited in

(4)

• The necessity of strongly subadditive capacities for Neyman-Pearson minimax tests
• When is the generalized likelihood ratio test optimal?
• scientific article; zbMATH DE number 754508 (Why is no real title available?)
• On Bahadur efficiency of empirical likelihood

This page was built for publication: Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q904044)