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)

• Estimation for varying coefficient panel data model with cross-sectional dependence
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• A review on empirical likelihood methods for regression
• Testing constancy in varying coefficient models
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• 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
• Structural test in regression on functional variables
• Data-driven rate-optimal specification testing in regression models
• Quantile regression with varying coefficients
• A high-dimensional Wilks phenomenon
• Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
• Testing the suitability of polynomial models in errors-in-variables problems
• Tailor-made tests for goodness of fit to semiparametric hypotheses
• Mixture of regression models with varying mixing proportions: a semiparametric approach
• Specification testing for transformation models with an application to generalized accelerated failure-time models
• Nonparametric inference in generalized functional linear models
• Composite quantile regression and variable selection in single-index coefficient model
• An adaptive empirical likelihood test for parametric time series regression models
• Profile-kernel likelihood inference with diverging number of parameters
• Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
• On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
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• An overview of semiparametric extensions of finite mixture models
• A difference based approach to the semiparametric partial linear model
• Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
• A Bernstein-von Mises theorem for discrete probability distributions
• Efficient model selection in semivarying coefficient models
• Nonparametric Mixture of Regression Models
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• A power comparison between nonparametric regression tests.
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• Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
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• An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models
• Quantile inference for heteroscedastic regression models
• Quadratic inference functions for partially linear single-index models with longitudinal data
• Estimation of the mixtures of GLMs with covariate-dependent mixing proportions
• Model specification tests in nonparametric stochastic regression models
• Empirical-likelihood-based confidence intervals for conditional variance in heteroskedastic regression models
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• Testing for the parametric parts in a single-index varying-coefficient model
• Statistical inference of partially linear regression models with heteroscedastic errors
• Empirical likelihood for semiparametric varying-coefficient partially linear regression models
• Propagation-separation approach for local likelihood estimation
• Statistical inference for partially linear regression models with measurement errors
• High dimensional generalized empirical likelihood for moment restrictions with dependent data
• Model structure selection in single-index-coefficient regression models
• Estimation and testing for partially linear single-index models
• Statistical inference in partially time-varying coefficient models
• Semiparametric detection of significant activation for brain fMRI
• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
• Corrected local polynomial estimation in varying-coefficient models with measurement errors
• Sieve estimation of panel data models with cross section dependence
• Statistical testing of covariate effects in conditional copula models
• Empirical likelihood for regression discontinuity design
• A test for model specification of diffusion processes
• Statistical inference on semi-parametric partial linear additive models
• Goodness-of-fit testing for varying-coefficient models
• A selective overview of nonparametric methods in financial econometrics
• Semiparametric mixtures of regressions with single-index for model based clustering
• Testing the linearity in partially linear models
• Testing the constancy in varying-coefficient regression models
• Efficient Statistical Inference Procedures for Partially Nonlinear Models and their Applications
• Joint asymptotics for semi-nonparametric regression models with partially linear structure
• Local and global asymptotic inference in smoothing spline models
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• An updated review of goodness-of-fit tests for regression models
• Point estimation with exponentially tilted empirical likelihood
• Semiparametric mixture regression with unspecified error distributions
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• Goodness-of-fit tests for the error distribution in nonparametric regression
• Nonparametric inference for additive models estimated via simplified smooth backfitting
• A semiparametric model for cluster data
• Testing conditional moment restrictions
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