Sieve empirical likelihood ratio tests for nonparametric functions

From MaRDI portal
Publication:1766120

DOI10.1214/009053604000000210zbMath1056.62057arXivmath/0503667OpenAlexW3103904918MaRDI QIDQ1766120

Jian Zhang, Jianqing Fan

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



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