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

DOI10.1007/s11425-007-0044-1zbMath1121.62047OpenAlexW2167063015MaRDI QIDQ2454656

Wang-li Xu, Li Xing Zhu, Yong Song Qin

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

asymptotic normalitygoodness-of-fitempirical likelihoodAR time series models

Mathematics Subject Classification ID

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

Related Items (6)

An empirical likelihood check with varying coefficient fixed effect model with panel data ⋮ Empirical likelihood based goodness-of-fit testing for generalized linear mixed models ⋮ Tests for the linear hypothesis in semi-functional partial linear regression models ⋮ Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements ⋮ The Empirical Likelihood Goodness-of-Fit Test for a Regression Model with Randomly Censored Data ⋮ Empirical Likelihood for an Autoregressive Model with Explanatory Variables

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