Empirical likelihood based testing for regression
From MaRDI portal
Publication:1951764
DOI10.1214/07-EJS152zbMath1320.62034arXiv0711.4218OpenAlexW3103704725MaRDI QIDQ1951764
Wenceslao González Manteiga, Ingrid Van Keilegom, César Sánchez-Sellero
Publication date: 24 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0711.4218
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Asymptotic properties of parametric tests (62F05)
Related Items (2)
An updated review of goodness-of-fit tests for regression models ⋮ A review on empirical likelihood methods for regression
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unified approach to testing functional hypotheses in semiparametric contexts
- Testing the martingale difference hypothesis using integrated regression functions
- Extending the scope of empirical likelihood
- Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
- A nonparametric test for the regression function: Asymptotic theory
- Nonparametric model checks for regression
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Nonparametric comparison of regression curves: An empirical process approach
- Testing conditional moment restrictions
- Heteroscedasticity checks for regression models
- Sieve empirical likelihood ratio tests for nonparametric functions
- Model checks for regression: an innovation process approach
- Significance testing in nonparametric regression based on the bootstrap.
- Weak convergence and empirical processes. With applications to statistics
- Model checks of higher order time series
- Nonparametric Monte Carlo tests and their applications.
- Approximation Theorems of Mathematical Statistics
- Bootstrap Approximations in Model Checks for Regression
- Model Checks for Generalized Linear Models
- An Empirical Likelihood Goodness-of-Fit Test for Time Series
- Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
- On Bartlett correction of empirical likelihood in the presence of nuisance parameters
- Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models
This page was built for publication: Empirical likelihood based testing for regression