The empirical likelihood goodness-of-fit test for regression models

DOI10.1007/S11425-007-0044-1MaRDI QIDQ2454656zbMATH OpenOpenAlexFDO

Authors Li-Xing Zhu, Yongsong Qin, Wangli Xu

Publication date 16 October 2007

Published in Science in China. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-007-0044-1

zbMATH Keywords

AR time series modelsasymptotic normalityempirical likelihoodgoodness-of-fit

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• An Empirical Likelihood Goodness-of-Fit Test for Time Series
• An adaptive empirical likelihood test for parametric time series regression models
• Empirical likelihood ratio tests for multivariate regression models
• Empirical likelihood approach to goodness of fit testing
• The Empirical Likelihood Goodness-of-Fit Test for a Regression Model with Randomly Censored Data

Cites work

• An Empirical Likelihood Goodness-of-Fit Test for Time Series
• An Order Selection Criterion for Testing Goodness of Fit
• Bootstrap Approximations in Model Checks for Regression
• Comparing nonparametric versus parametric regression fits
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Goodness-of-Fit Tests for Parametric Regression Models
• scientific article; zbMATH DE number 2015215 (Why is no real title available?)
• scientific article; zbMATH DE number 897115 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• Model checks for regression: an innovation process approach
• Nonparametric checks for single-index models
• Nonparametric model checks for regression
• Nonparametric smoothing and lack-of-fit tests
• On the strong approximation of the distributions of estimators in linear stochastic models, I and II: Stationary and explosive AR models
• Testing the Fit of a Parametric Function

Cited in

(14)

• Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements
• Empirical likelihood ratio tests for multivariate regression models
• An empirical likelihood check with varying coefficient fixed effect model with panel data
• Tests for the linear hypothesis in semi-functional partial linear regression models
• An adaptive empirical likelihood test for parametric time series regression models
• The Empirical Likelihood Goodness-of-Fit Test for a Regression Model with Randomly Censored Data
• Empirical likelihood for an autoregressive model with explanatory variables
• scientific article; zbMATH DE number 5697128 (Why is no real title available?)
• Empirical likelihood approach to goodness of fit testing
• An updated review of goodness-of-fit tests for regression models
• The Use of Marginal Likelihood for a Diagnostic Test for the Goodness of Fit of the Simple Linear Regression Model
• Empirical likelihood based goodness-of-fit testing for generalized linear mixed models
• An Empirical Likelihood Goodness-of-Fit Test for Time Series
• A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression

This page was built for publication: The empirical likelihood goodness-of-fit test for regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2454656)