Generalized likelihood ratio statistics and Wilks phenomenon

DOI10.1214/aos/996986505zbMath1029.62042MaRDI QIDQ1848858

Chunming Zhang, Jian Zhang, Jianqing Fan

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/996986505

zbMATH Keywords

asymptotic null distributions; Gaussian white noise models

Mathematics Subject Classification ID

62G07: Density estimation

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62J12: Generalized linear models (logistic models)

Related Items

Adaptive tests of regression functions via multiscale generalized likelihood ratios, Self-modelling regression for longitudinal data with time-invariant covariates, Estimation and testing for partially linear single-index models, Sharp deviation bounds for quadratic forms, An updated review of goodness-of-fit tests for regression models, Parametric component detection and variable selection in varying-coefficient partially linear models, Testing for constant nonparametric effects in general semiparametric regression models with interactions, A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression, Nonparametric tests of the Markov hypothesis in continuous-time models, Statistical inference in partially time-varying coefficient models, Statistical inference in partially-varying-coefficient single-index model, A review on empirical likelihood methods for regression, Quantile inference for heteroscedastic regression models, Structural test in regression on functional variables, Testing the constancy in varying-coefficient regression models, Inference of time-varying regression models, Frequentist-Bayes lack-of-fit tests based on Laplace approximations, A high-dimensional Wilks phenomenon, A semiparametric model for cluster data, Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models, Profile likelihood inferences on semiparametric varying-coefficient partially linear models, Tests for nonparametric parts on partially linear single index models, Adaptive goodness-of-fit tests based on signed ranks, Semiparametric detection of significant activation for brain fMRI, Confidence bands in nonparametric time series regression, \(k\)-sample test based on the common area of kernel density estimators, Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression, Profile-kernel likelihood inference with diverging number of parameters, Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models, Functional coefficient autoregressive models for vector time series, Simultaneous confidence band and hypothesis test in generalised varying-coefficient models, Parametric and nonparametric models and methods in financial econometrics, Nonparametric inference of quantile curves for nonstationary time series, Non-stationary structural model with time-varying demand elasticities, Point estimation with exponentially tilted empirical likelihood, Quantile regression with varying coefficients, Nonparametric \(F\)-tests for nested global and local polynomial models, Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates, Goodness-of-fit tests in parametric regression based on the estimation of the error distribution, Generalized likelihood ratio test for varying-coefficient models with different smoothing variables, An empirical study of a test for polynomial relationships in randomly right censored regression models, Efficient modeling and inference for event-related fMRI data, Statistical inference on parametric part for partially linear single-index model, A power comparison between nonparametric regression tests., Testing conditional moment restrictions, Efficient semiparametric estimators via modified profile likelihood, Sieve empirical likelihood ratio tests for nonparametric functions, Wavelet estimation in varying-coefficient partially linear regression models, Cross-validated SNP density estimates, Model specification tests in nonparametric stochastic regression models, On consistent minimax distinguishability and intermediate efficiency of Cramér--von Mises test, Assessing the equivalence of nonparametric regression tests based on spline and local polynomial smoothers, Testing for the parametric parts in a single-index varying-coefficient model, Spatial adaptation in heteroscedastic regression: propagation approach, Minimax hypothesis testing for curve registration, Efficient model selection in semivarying coefficient models, A powerful test based on tapering for use in functional data analysis, A Bernstein-von Mises theorem for discrete probability distributions, A difference based approach to the semiparametric partial linear model, Statistical inference for the index parameter in single-index models, A selective overview of nonparametric methods in financial econometrics, Data-driven rate-optimal specification testing in regression models, On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates, Quadratic distances on probabilities: A unified foundation, Statistical inference of partially linear regression models with heteroscedastic errors, Testing the suitability of polynomial models in errors-in-variables problems, A test for model specification of diffusion processes, Variable selection in semiparametric regression modeling, Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder), Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model, Empirical likelihood for semiparametric varying-coefficient partially linear regression models, Propagation-separation approach for local likelihood estimation, Tailor-made tests for goodness of fit to semiparametric hypotheses, Intermediate efficiency of some max-type statistics, Identification of non-varying coefficients in varying-coefficient models, Series Estimation in Partially Linear In-Slide Regression Models, Goodness-of-Fit based on Downsampling with Applications to Linear Drift Diffusions, Model Selection for Cox Models with Time-Varying Coefficients, Testing the linearity in partially linear models, Polynomial Spline Estimation for a Generalized Additive Coefficient Model, EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS, Statistical inference on seemingly unrelated non-parametric regression models with serially correlated errors, A powerful test for comparing multiple regression functions, Statistical inference on semi-parametric partial linear additive models, Inference for Nonparametric Parts in Single-Index Varying-Coefficient Model, Semi-Parametric Estimation for Forward–Backward Stochastic Differential Equations, Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series, Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models, A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS, Corrected local polynomial estimation in varying-coefficient models with measurement errors, Inferences on Nonparametric Component for Partially Linear Models, On inference for a semiparametric partially linear regression model with serially correlated errors, An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models, Efficient Statistical Inference Procedures for Partially Nonlinear Models and their Applications, Non‐parametric Regression Tests Using Dimension Reduction Techniques, REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS, Adaptive Nonparametric Comparison of Regression Curves, Comparison of Nonparametric Components in Two Partially Linear Models, Testing for Linear Regression Relationships in Randomly Right-Censored Varying-Coefficient Models, Semiparametric inference with kernel likelihood, Mixture of Regression Models With Varying Mixing Proportions: A Semiparametric Approach, SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION, Use of goodness-of-fit procedures in high dimensional testing, Statistical inference for varying-coefficient models with error-prone covariates, Variable selection in partially time-varying coefficient models, Confidence interval for the bootstrapP-value and sample size calculation of the bootstrap test, Checking linearity of non-parametric component in partially linear models with an application in systemic inflammatory response syndrome study, Checking linearity of non-parametric component in partially linear models with an application in systemic inflammatory response syndrome study, Generalized likelihood ratio tests for the structure of semiparametric additive models, Nonparametric Modeling of Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Empirical likelihood ratio confidence regions
• Spline smoothing: The equivalent variable kernel method
• A central limit theorem for generalized quadratic forms
• Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
• Testing goodness-of-fit in regression via order selection criteria
• Profile likelihood and conditionally parametric models
• Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit
• Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative
• Comparing nonparametric versus parametric regression fits
• Asymptotically minimax hypothesis testing for nonparametric alternatives. III
• Asymptotic equivalence of nonparametric regression and white noise
• Asymptotic equivalence of density estimation and Gaussian white noise
• Adaptive hypothesis testing using wavelets
• Asymptotic optimality of data-driven Neyman's tests for uniformity
• Nonparametric smoothing and lack-of-fit tests
• Nonparametric likelihood ratio confidence bands for quantile functions from incomplete survival data
• Robust regression: Asymptotics, conjectures and Monte Carlo
• On some global measures of the deviations of density function estimates
• Local linear regression smoothers and their minimax efficiencies
• Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
• Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting
• Empirical likelihood ratio confidence intervals for a single functional
• On the use of nonparametric regression for model checking
• Smoothing-based lack-of-fit tests: variations on a theme
• Data-Driven Smooth Tests When the Hypothesis Is Composite
• Generalized Partially Linear Single-Index Models
• Random Sieve Likelihood and General Regression Models
• Testing the Fit of a Parametric Function
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Empirical likelihood estimation for finite populations and the effective usage of auxiliary information
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses