Sieve empirical likelihood ratio tests for nonparametric functions
From MaRDI portal
Publication:1766120
DOI10.1214/009053604000000210zbMath1056.62057arXivmath/0503667OpenAlexW3103904918MaRDI QIDQ1766120
Publication date: 28 February 2005
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0503667
varying coefficient modelssimulationsWilks' theoremconditional estimating equationssieve empirical likelihood
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)
Related Items
Unnamed Item, Two-step semiparametric empirical likelihood inference, A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression, A review on empirical likelihood methods for regression, ANOVA for longitudinal data with missing values, Tests for the linear hypothesis in semi-functional partial linear regression models, Penalized empirical likelihood estimation of semiparametric models, Local polynomial estimation of nonparametric general estimating equations, Structural test in regression on functional variables, Empirical likelihood ratio tests for non-nested model selection based on predictive losses, Empirical likelihood based testing for regression, A difference based approach to the semiparametric partial linear model, Local and global asymptotic inference in smoothing spline models, Testing the constancy in varying-coefficient regression models, Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements, A local likelihood method for estimating relative risk functions in case-control studies, A test for model specification of diffusion processes, Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder), Propagation-separation approach for local likelihood estimation, SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION, Sequential probabilistic ratio test for the scale parameter of the \(P\)-norm distribution, Varying coefficients partially linear models with randomly censored data, EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS, Goodness-of-fit testing for varying-coefficient models, Generalized likelihood ratio test for varying-coefficient models with different smoothing variables, Local Empirical Likelihood Inference for Varying-Coefficient Density-Ratio Models Based on Case-Control Data, Statistical inference on parametric part for partially linear single-index model, Inference on varying-coefficient partially linear regression model, Robust comparison of regression curves
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence regions
- Testing goodness-of-fit in regression via order selection criteria
- Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit
- Comparing nonparametric versus parametric regression fits
- Empirical likelihood and general estimating equations
- Asymptotically minimax hypothesis testing for nonparametric alternatives. III
- Adaptive hypothesis testing using wavelets
- Asymptotic optimality of data-driven Neyman's tests for uniformity
- Nonparametric smoothing and lack-of-fit tests
- Local polynomial fitting based on empirical likelihood
- Statistical estimation in varying coefficient models
- Generalized likelihood ratio statistics and Wilks phenomenon
- Weak convergence and empirical processes. With applications to statistics
- Multivariate calculation. Use of the continuous groups
- Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
- Empirical likelihood ratio confidence intervals for a single functional
- Local Estimating Equations
- Design-adaptive Nonparametric Regression
- Data-Driven Smooth Tests When the Hypothesis Is Composite
- Goodness-of-Fit Tests for Parametric Regression Models
- Adaptive tests of regression functions via multiscale generalized likelihood ratios
- Sieve Empirical Likelihood and Extensions of the Generalized Least Squares
- An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves
- Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
- Efficient Estimation and Inferences for Varying-Coefficient Models
- Functional-Coefficient Regression Models for Nonlinear Time Series
- An Empirical Likelihood Goodness-of-Fit Test for Time Series
- Functional-Coefficient Autoregressive Models
- Semiparametric Regression Functionals
- Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
- The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
- Convergence of stochastic processes