Generalized likelihood ratio statistics and Wilks phenomenon
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Cites work
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- scientific article; zbMATH DE number 3551729 (Why is no real title available?)
- scientific article; zbMATH DE number 472958 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 646820 (Why is no real title available?)
- scientific article; zbMATH DE number 222649 (Why is no real title available?)
- scientific article; zbMATH DE number 3028457 (Why is no real title available?)
- A central limit theorem for generalized quadratic forms
- Adaptive hypothesis testing using wavelets
- Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
- Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit
- Asymptotic equivalence of density estimation and Gaussian white noise
- Asymptotic equivalence of nonparametric regression and white noise
- Asymptotic optimality of data-driven Neyman's tests for uniformity
- Asymptotically minimax hypothesis testing for nonparametric alternatives. III
- Comparing nonparametric versus parametric regression fits
- Data-Driven Smooth Tests When the Hypothesis Is Composite
- Efficient Estimation and Inferences for Varying-Coefficient Models
- Empirical likelihood estimation for finite populations and the effective usage of auxiliary information
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Generalized Partially Linear Single-Index Models
- Local linear regression smoothers and their minimax efficiencies
- Locally-weighted regression: an approach to regression analysis by local fitting
- Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative
- Nonparametric likelihood ratio confidence bands for quantile functions from incomplete survival data
- Nonparametric smoothing and lack-of-fit tests
- On some global measures of the deviations of density function estimates
- On the use of nonparametric regression for model checking
- Profile likelihood and conditionally parametric models
- Random Sieve Likelihood and General Regression Models
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Smoothing-based lack-of-fit tests: variations on a theme
- Spline smoothing: The equivalent variable kernel method
- Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
- Testing goodness-of-fit in regression via order selection criteria
- Testing the Fit of a Parametric Function
- The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
Cited in
(only showing first 100 items - show all)- Testing conditional moment restrictions
- Inference on coefficient function for varying-coefficient partially linear model
- A nonparametric R^2 test for the presence of relevant variables
- Adaptive nonparametric comparison of regression curves
- A new information criterion-based bandwidth selection method for non-parametric regressions
- Nonparametric F-tests for nested global and local polynomial models
- Testing for trends in high-dimensional time series
- A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS
- On an asymmetric functional-coefficient ARCH-M model
- Efficient modeling and inference for event-related fMRI data
- Investigation of the dependence structure in seismic hazard analysis: an application for Turkey
- Variable selection in finite mixture of semi-parametric regression models
- Combining the virtues of stochastic frontier and data envelopment analysis
- Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models
- Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci
- Estimation for varying coefficient panel data model with cross-sectional dependence
- Semiparametric transition models
- Fast inference for semi-varying coefficient models via local averaging
- Varying-coefficient models for dynamic networks
- Identification of non-varying coefficients in varying-coefficient models
- Assessing the equivalence of nonparametric regression tests based on spline and local polynomial smoothers
- A review on empirical likelihood methods for regression
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Semiparametric partially linear varying coefficient modal regression
- Tests for nonparametric parts on partially linear single index models
- A wavelet-based estimation of the calibration function in conditional copula model
- Testing constancy in varying coefficient models
- Model detection and variable selection for varying coefficient models with longitudinal data
- Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models
- Trending time-varying coefficient time series models with serially correlated errors
- Nonparametric inference for covariate-adjusted model
- Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
- Generalized likelihood ratio test for varying-coefficient models with different smoothing variables
- Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models
- Statistical inference for a varying-coefficient partially nonlinear model with measurement errors
- Estimation and inference for varying coefficient partially nonlinear models
- Factor models for asset returns based on transformed factors
- Expansion for moments of regression quantiles with applications to nonparametric testing
- Inference of time-varying regression models
- Discussion
- Cross-validated SNP density estimates
- Generalized analysis-of-variance-type test for the single-index quantile model
- Parametric component detection and variable selection in varying-coefficient partially linear models
- Penalized estimation in additive varying coefficient models using grouped regularization
- Likelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data Analysis
- Non-parametric regression tests using dimension reduction techniques
- Statistical inferences for single-index models with measurement errors
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
- From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas
- Sieve likelihood ratio inference on general parameter space
- Latent Network Structure Learning From High-Dimensional Multivariate Point Processes
- Hypothesis test for the parameters of linear part in the partial linear EV model
- 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
- Statistical inference in partially-varying-coefficient single-index model
- Hypothesis testing for varying coefficient models in tail index regression
- Structural test in regression on functional variables
- Mixture of functional linear models and its application to CO\(_2\)-GDP functional data
- Semiparametric hidden Markov model with non-parametric regression
- Estimation and testing of nonparametric hidden Markov model with application in stock market
- Variance estimation for semiparametric regression models by local averaging
- Multiscale change point detection
- Data-driven rate-optimal specification testing in regression models
- Quantile regression with varying coefficients
- A high-dimensional Wilks phenomenon
- Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
- A Review on Dimension-Reduction Based Tests For Regressions
- Estimation and inference for varying-coefficient models with nonstationary regressors using penalized splines
- Specification testing for transformation models with an application to generalized accelerated failure-time models
- Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models
- The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
- Wavelet estimation in varying-coefficient partially linear regression models
- Enhancements of non-parametric generalized likelihood ratio test: bias correction and dimension reduction
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Testing the suitability of polynomial models in errors-in-variables problems
- Adaptive tests of regression functions via multiscale generalized likelihood ratios
- Tailor-made tests for goodness of fit to semiparametric hypotheses
- Composite quantile regression and variable selection in single-index coefficient model
- An adaptive empirical likelihood test for parametric time series regression models
- Optimal minimax rates of specification testing with data-driven bandwidth
- Nonparametric inference in generalized functional linear models
- Estimation of semi-varying coefficient error-in-variable models with surrogate data and validation sample
- Mixture of regression models with varying mixing proportions: a semiparametric approach
- Confidence bands in nonparametric time series regression
- Adaptive structure inferences on partially linear error-in-function models with error-prone covariates
- Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components
- Polynomial spline estimation for a generalized additive coefficient model
- Profile-kernel likelihood inference with diverging number of parameters
- \(k\)-sample test based on the common area of kernel density estimators
- Confidence interval for the bootstrapP-value and sample size calculation of the bootstrap test
- Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling
- Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
- Hypothesis testing for an extended Cox model with time-varying coefficients
- Inferences for a Partially Varying Coefficient Model With Endogenous Regressors
- Local empirical likelihood inference for varying-coefficient density-ratio models based on case-control data
- On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
- False discovery rates for large-scale model checking under certain dependence
- Non parametric mixture of strictly monotone regression models
- Statistic inference for a single-index ARCH-M model
- Inference for nonparametric parts in single-index varying-coefficient model
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