Generalized likelihood ratio statistics and Wilks phenomenon

DOI10.1214/AOS/996986505zbMATH Open1029.62042OpenAlexW2160455158MaRDI QIDQ1848858FDOQ1848858

Authors: 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

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zbMATH Keywords

asymptotic null distributionsGaussian white noise models

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

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Cited In (only showing first 100 items - show all)

• Inference on coefficient function for varying-coefficient partially linear model
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• Combining the virtues of stochastic frontier and data envelopment analysis
• Efficient modeling and inference for event-related fMRI data
• Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci
• Semiparametric partially linear varying coefficient modal regression
• Tests for nonparametric parts on partially linear single index models
• Generalized likelihood ratio test for varying-coefficient models with different smoothing variables
• Sieve likelihood ratio inference on general parameter space
• Estimation and inference for varying-coefficient models with nonstationary regressors using penalized splines
• Wavelet estimation in varying-coefficient partially linear regression models
• Polynomial spline estimation for a generalized additive coefficient model
• Local empirical likelihood inference for varying-coefficient density-ratio models based on case-control data
• Confidence bands in nonparametric time series regression
• \(k\)-sample test based on the common area of kernel density estimators
• Goodness-of-fit based on downsampling with applications to linear drift diffusions
• Statistical inference on the parametric component in partially linear spatial autoregressive models
• 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
• Semiparametric inference with kernel likelihood
• Self-modelling regression for longitudinal data with time-invariant covariates
• Checking nonparametric component for partial linear regression model with missing response
• Statistical inference for the index parameter in single-index models
• Nonparametric model validations for hidden Markov models with applications in financial econometrics
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• Inference on varying-coefficient partially linear regression model
• Surface temperature monitoring in liver procurement via functional variance change-point analysis
• Testing for constant nonparametric effects in general semiparametric regression models with interactions
• Finite Sample Performances of the Model Selection Approach in Nonparametric Model Specification for Time Series
• Series estimation in partially linear in-slide regression models
• Frequentist-Bayes lack-of-fit tests based on Laplace approximations
• Goodness of Fit via Non-parametric Likelihood Ratios
• Quadratic distances on probabilities: A unified foundation
• Inferences on Nonparametric Component for Partially Linear Models
• Nonlinear varying-coefficient models with applications to a photosynthesis study
• On inference for a semiparametric partially linear regression model with serially correlated errors
• Sieve empirical likelihood ratio tests for nonparametric functions
• Functional coefficient time series models with trending regressors
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• Critical dimension in profile semiparametric estimation
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• Semiparametric model building for regression models with time-varying parameters
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• Weighted local linear CQR for varying-coefficient models with missing covariates
• A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression
• Nonparametric tests of the Markov hypothesis in continuous-time models
• Functional coefficient autoregressive models for vector time series
• A loss function approach to model specification testing and its relative efficiency
• Semi-nonparametric estimation and misspecification testing of diffusion models
• SCAD-penalized regression for varying-coefficient models with autoregressive errors
• Varying coefficients partially linear models with randomly censored data
• A test for a parametric form of the volatility in second-order diffusion models
• A robust varying coefficient approach to fuzzy multiple regression model
• Reweighted functional estimation of diffusion models
• Statistical inference for varying-coefficient models with error-prone covariates
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• Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression
• Nonparametric inference of quantile curves for nonstationary time series
• Parametric and nonparametric models and methods in financial econometrics
• Curve registration by nonparametric goodness-of-fit testing
• The geometry of hypothesis testing over convex cones: generalized likelihood ratio tests and minimax radii
• Efficient estimation of varying coefficient models with serially correlated errors
• Estimation and inference for varying coefficient partially nonlinear errors-in-variables models
• Generalized partial linear varying multi-index coefficient model for gene-environment interactions
• Powerful tests for structural changes in volatility
• Estimation for varying coefficient panel data model with cross-sectional dependence
• Feature selection for varying coefficient models with ultrahigh-dimensional covariates
• Assessing the equivalence of nonparametric regression tests based on spline and local polynomial smoothers
• A review on empirical likelihood methods for regression
• Testing constancy in varying coefficient models
• Model detection and variable selection for varying coefficient models with longitudinal data
• Trending time-varying coefficient time series models with serially correlated errors
• Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models
• Statistical inference for a varying-coefficient partially nonlinear model with measurement errors
• Cross-validated SNP density estimates
• Likelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data Analysis
• Estimation and inference for varying coefficient partially nonlinear models
• Inference of time-varying regression models
• Checking linearity of non-parametric component in partially linear models with an application in systemic inflammatory response syndrome study
• Penalized estimation in additive varying coefficient models using grouped regularization
• Parametric component detection and variable selection in varying-coefficient partially linear models
• Generalized likelihood ratio tests for the structure of semiparametric additive models
• Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
• Hypothesis test for the parameters of linear part in the partial linear EV model
• Multiscale change point detection
• Statistical inference in partially-varying-coefficient single-index model
• Mixture of functional linear models and its application to CO\(_2\)-GDP functional data
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