Permuting density-based empirical likelihood ratio test statistics
From MaRDI portal
Cites work
- A robust Spearman correlation coefficient permutation test
- A sequential density-based empirical likelihood ratio test for treatment effects
- A Simple Density-Based Empirical Likelihood Ratio Test for Independence
- A two-sample empirical likelihood ratio test based on samples entropy
- An empirical likelihood ratio based goodness-of-fit test for skew normality
- An exact density-based empirical likelihood ratio test for paired data
- Asymptotic permutation tests in general factorial designs
- Bootstrapping and permuting paired \(t\)-test type statistics
- Data-Driven Rank Tests for Classes of Tail Alternatives
- Density-based empirical likelihood ratio change point detection policies
- Empirical likelihood
- Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy
- Essential statistical inference. Theory and methods
- Estimating the distribution function of a symmetric distribution
- Permutation methods: a basis for exact inference
- Rank-based procedures in factorial designs: hypotheses about non-parametric treatment effects
- Simulation Studies on Bootstrap Empirical Likelihood Tests
- Testing Statistical Hypotheses
- The conditional permutation test for independence while controlling for confounders
- The Large-Sample Power of Tests Based on Permutations of Observations
- The permutation testing approach: a review
- Two-sample density-based empirical likelihood tests for incomplete data in application to a pneumonia study
This page was built for publication: Permuting density-based empirical likelihood ratio test statistics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6859061)