Generalized likelihood ratio statistics and Wilks phenomenon
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Cites work
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- 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
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- Asymptotic equivalence of nonparametric regression and white noise
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- Comparing nonparametric versus parametric regression fits
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- 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
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- Generalized Partially Linear Single-Index Models
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- Nonparametric smoothing and lack-of-fit tests
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Cited in
(only showing first 100 items - show all)- A Mallows-type model averaging estimator for the varying-coefficient partially linear model
- Non-stationary structural model with time-varying demand elasticities
- A powerful test for comparing multiple regression functions
- Testing regression models with selection-biased data
- Profile likelihood inferences on the partially linear model with a diverging number of parameters
- Variable selection in semiparametric regression modeling
- Goodness-of-fit based on downsampling with applications to linear drift diffusions
- Specification test for Markov models with measurement errors
- Statistical inference on the parametric component in partially linear spatial autoregressive models
- Fitting of self-exciting threshold autoregressive moving average nonlinear time-series model through genetic algorithm and development of out-of-sample forecasts
- An empirical likelihood check with varying coefficient fixed effect model with panel data
- Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean
- Statistical inference for the partially linear single-index model of panel data with serially correlated error structure
- Statistical inference of heterogeneous treatment effect based on single-index model
- Semi-Parametric Estimation for Forward–Backward Stochastic Differential Equations
- Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach
- On consistent minimax distinguishability and intermediate efficiency of Cramér--von Mises test
- Efficient semiparametric estimators via modified profile likelihood
- An overview of semiparametric extensions of finite mixture models
- Semiparametric inference with kernel likelihood
- A difference based approach to the semiparametric partial linear model
- Liquidity spreads in the corporate bondmarket: estimation using a semi-parametric model
- An optimal test for the additive model with discrete or categorical predictors
- An adaptive-to-model test for partially parametric single-index models
- Self-modelling regression for longitudinal data with time-invariant covariates
- Checking nonparametric component for partial linear regression model with missing response
- Nonparametric model validations for hidden Markov models with applications in financial econometrics
- Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings
- Statistical inference for the index parameter in single-index models
- Use of goodness-of-fit procedures in high dimensional testing
- Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
- Inference on varying-coefficient partially linear regression model
- Testing the linearity of negative binomial regression models
- Comparison of nonparametric components in two partially linear models
- Testing for linear regression relationships in randomly right-censored varying-coefficient models
- Shape Constrained Kernel PDF and PMF Estimation
- Selecting local models in multiple regression by maximizing power
- Nonparametric Inference for Time-Varying Coefficient Quantile Regression
- Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective
- Empirical Likelihood Ratio Tests of Conditional Moment Restrictions With Unknown Functions
- A Bernstein-von Mises theorem for discrete probability distributions
- Efficient model selection in semivarying coefficient models
- Testing for constant nonparametric effects in general semiparametric regression models with interactions
- An empirical study of a test for polynomial relationships in randomly right censored regression models
- Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach
- Surface temperature monitoring in liver procurement via functional variance change-point analysis
- A power comparison between nonparametric regression tests.
- Nonparametric Mixture of Regression Models
- Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series
- Generalized nonparametric smoothing with mixed discrete and continuous data
- A frequency domain test for detecting nonstationary time series
- Time-varying nonlinear regression models: nonparametric estimation and model selection
- Series estimation in partially linear in-slide regression models
- Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
- Checking linearity of non-parametric component in partially linear models with an application in systemic inflammatory response syndrome study
- Minimax nonparametric multi-sample test under smoothing
- Nonparametric Dynamic Curve Monitoring
- Nonparametric Finite Mixture of Gaussian Graphical Models
- Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets
- Generalized varying coefficient partially linear measurement errors models
- Partially functional linear varying coefficient model
- Sieve instrumental variable quantile regression estimation of functional coefficient models
- Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models
- Nonparametric distributed learning under general designs
- An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models
- Quantile inference for heteroscedastic regression models
- Frequentist-Bayes lack-of-fit tests based on Laplace approximations
- A robust adaptive-to-model enhancement test for parametric single-index models
- Nonparametric estimates of the clean and dirty energy substitutability
- Quadratic inference functions for partially linear single-index models with longitudinal data
- Statistical inference on seemingly unrelated non-parametric regression models with serially correlated errors
- Nonparametric testing in regression models with Wilcoxon-type generalized likelihood ratio
- Model specification tests in nonparametric stochastic regression models
- Estimation of the mixtures of GLMs with covariate-dependent mixing proportions
- Empirical-likelihood-based confidence intervals for conditional variance in heteroskedastic regression models
- Sufficient dimension reduction in the presence of controlling variables
- Testing for the parametric parts in a single-index varying-coefficient model
- Bounds for the asymptotic distribution of the likelihood ratio
- Frailty, Profile Likelihood, and Medfly Mortality
- Model specification test in a semiparametric regression model for longitudinal data
- Structured correlation detection with application to colocalization analysis in dual-channel fluorescence microscopic imaging
- Goodness-of-fit tests for multiple regression with circular response
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- Quadratic distances on probabilities: A unified foundation
- Statistical inference of partially linear regression models with heteroscedastic errors
- Goodness of Fit via Non-parametric Likelihood Ratios
- Intermediate efficiency of some max-type statistics
- Empirical likelihood for semiparametric varying-coefficient partially linear regression models
- Statistical inference for partially linear regression models with measurement errors
- Propagation-separation approach for local likelihood estimation
- Empirical likelihood ratio tests for non-nested model selection based on predictive losses
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- Empirical Likelihood Ratio Tests for Varying Coefficient Geo Models
- Unified Tests for Nonparametric Functions in RKHS With Kernel Selection and Regularization
- Nested hierarchical functional data modeling and inference for the analysis of functional plant phenotypes
- Nonlinear varying-coefficient models with applications to a photosynthesis study
- Nonparametric testing for the specification of spatial trend functions
- Estimation and testing for partially linear single-index models
- Two-step estimation of time-varying additive model for locally stationary time series
- Inferences on Nonparametric Component for Partially Linear Models
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