Comparing empirical likelihood and bootstrap hypothesis tests

DOI10.1006/jmva.1994.1063zbMath0807.62039OpenAlexW2073895286MaRDI QIDQ1340294

Song Xi Chen

Publication date: 11 December 1994

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1994.1063

zbMATH Keywords

Edgeworth expansionsskewnessbootstrap testsempirical likelihood testpower functionssimulation studiesorder expansions

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

Related Items (8)

Adjusted blockwise empirical likelihood for long memory time series models ⋮ Empirical likelihood for generalized partially linear varying-coefficient models ⋮ Empirical likelihood for linear models under \(m\)-dependent errors ⋮ Comparison of Bartlett-type adjusted tests in the multiparameter case ⋮ Efficient empirical-likelihood-based inferences for the single-index model ⋮ Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions ⋮ Blockwise empirical entropy tests for time series regressions ⋮ Bartlett-type adjustments for empirical discrepancy test statistics

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