Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)

DOI10.1007/S11749-007-0080-8zbMATH Open1131.62035OpenAlexW2131297085MaRDI QIDQ2477585FDOQ2477585

Authors: Jiancheng Jiang, Jianqing Fan 

Publication date: 14 March 2008

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-007-0080-8

Recommendations

• Generalization of likelihood ratio tests under nonstandard conditions
• Likelihood ratio tests for a class of non-oblique hypotheses
• Generalized empirical likelihood non-nested tests
• Enhancements of non-parametric generalized likelihood ratio test: bias correction and dimension reduction
• Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios
• Generalized likelihood ratio tests in partially linear models
• On the asymptotic properties of nonparametric likelihood ratio tests under composite null hypotheses

zbMATH Keywords

bootstrappower functiondiffusion modelsasymptotic null distributionWilks' phenomenon

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09)

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• Generalized likelihood ratio statistics and Wilks phenomenon
• Semiparametric partially linear varying coefficient modal regression
• Nonparametric inference for covariate-adjusted model
• Discussion
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• Statistical inference for a varying-coefficient partially nonlinear model with measurement errors
• Estimation and inference for varying coefficient partially nonlinear models
• Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
• A Review on Dimension-Reduction Based Tests For Regressions
• Enhancements of non-parametric generalized likelihood ratio test: bias correction and dimension reduction
• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
• Generalization of likelihood ratio tests under nonstandard conditions
• Adaptive structure inferences on partially linear error-in-function models with error-prone covariates
• Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components
• The EFM approach for single-index models
• A Mallows-type model averaging estimator for the varying-coefficient partially linear model
• Inference for nonparametric parts in single-index varying-coefficient model
• A powerful test for comparing multiple regression functions
• Profile likelihood inferences on the partially linear model with a diverging number of parameters
• Testing regression models with selection-biased data
• Non-stationary structural model with time-varying demand elasticities
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Uses Software

• KernSmooth
• gss

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