Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
From MaRDI portal
Publication:2477585
DOI10.1007/s11749-007-0080-8zbMath1131.62035OpenAlexW2131297085MaRDI QIDQ2477585
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
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09)
Related Items
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, Inference for Nonparametric Parts in Single-Index Varying-Coefficient Model, Generalized nonparametric smoothing with mixed discrete and continuous data, Testing a linear relationship in varying coefficient spatial autoregressive models, A study on geographically weighted spatial autoregression models with spatial autoregressive disturbances, Sufficient dimension reduction in the presence of controlling variables, An updated review of goodness-of-fit tests for regression models, A loss function approach to model specification testing and its relative efficiency, Nonparametric inference for covariate-adjusted model, Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process, Nonparametric tests of the Markov hypothesis in continuous-time models, Estimation and inference for varying coefficient partially nonlinear models, Testing for the parametric parts in a single-index varying-coefficient model, Semiparametric partially linear varying coefficient modal regression, On an asymmetric functional-coefficient ARCH-M model, A test for a parametric form of the volatility in second-order diffusion models, Empirical likelihood ratio tests for non-nested model selection based on predictive losses, The EFM approach for single-index models, A Review on Dimension-Reduction Based Tests For Regressions, Discussion, Nonparametric specification for non-stationary time series regression, The geometry of hypothesis testing over convex cones: generalized likelihood ratio tests and minimax radii, A bootstrapped spectral test for adequacy in weak ARMA models, Statistical inference for a varying-coefficient partially nonlinear model with measurement errors, Estimation in additive models with highly or non-highly correlated covariates, The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square, Nonparametric inference of quantile curves for nonstationary time series, Non-stationary structural model with time-varying demand elasticities, Profile statistical inference for partially linear additive models with a diverging number of parameters, Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates, Nested Hierarchical Functional Data Modeling and Inference for the Analysis of Functional Plant Phenotypes, Varying coefficients partially linear models with randomly censored data, Profile Likelihood Inferences on the Partially Linear Model with a Diverging Number of Parameters, Statistical Inference on the Parametric Component in Partially Linear Spatial Autoregressive Models, Semiparametric inference on partially linear single-index model, A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model, Efficient estimation of copula-based semiparametric Markov models, Statistical inferences for single-index models with measurement errors, Curve registration by nonparametric goodness-of-fit testing, Testing regression models with selection-biased data, A powerful test for comparing multiple regression functions
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large Sample Properties of Generalized Method of Moments Estimators
- Longitudinal data analysis using generalized linear models
- Linear smoothers and additive models
- Goodness of fit tests for spectral distributions
- Local polynomial fitting in semivarying coefficient model
- Minimax quadratic estimation of a quadratic functional
- On the estimation of quadratic functionals
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz
- Additive regression and other nonparametric models
- Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
- Variable window width kernel estimates of probability densities
- Testing goodness-of-fit in regression via order selection criteria
- Asymptotic comparison of Cramér-von Mises and nonparametric function estimation techniques for testing goodness-of-fit
- Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative
- Nonparametric curve estimation. Methods, theory, and applications
- Comparing nonparametric versus parametric regression fits
- Asymptotically minimax hypothesis testing for nonparametric alternatives. I
- Asymptotically minimax hypothesis testing for nonparametric alternatives. II
- Asymptotically minimax hypothesis testing for nonparametric alternatives. III
- Adaptive hypothesis testing using wavelets
- A constrained risk inequality with applications to nonparametric functional estimation
- Asymptotic optimality of data-driven Neyman's tests for uniformity
- Nonparametric smoothing and lack-of-fit tests
- Asymptotic properties of backfitting estimators
- Statistical estimation in varying coefficient models
- Sieve empirical likelihood ratio tests for nonparametric functions
- Direct estimation of low-dimensional components in additive models.
- Generalized likelihood ratio statistics and Wilks phenomenon
- Asymptotic equivalence for nonparametric regression
- Nonlinear time series. Nonparametric and parametric methods
- Statistical inference for time-inhomogeneous volatility models.
- The jackknife and bootstrap
- Nonparametric density estimation with a parametric start
- On some global measures of the deviations of density function estimates
- Nonparametric estimation of an additive model with a link function
- Spectral density estimation with amplitude modulation and outlier detection
- Semiparametric regression for clustered data
- A Theory of the Term Structure of Interest Rates
- Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
- On the Foundations of Statistical Inference
- On the use of nonparametric regression for model checking
- Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
- Local Estimating Equations
- Automatic Smoothing of the Log Periodogram
- Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
- A Fully Automated Bandwidth Selection Method for Fitting Additive Models
- Statistical Evidence
- Automatic Local Smoothing for Spectral Density Estimation
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- On model diagnostics using varying coefficient models
- Nonparametric Spectral Density Estimation Using Penalized Whittle Likelihood
- Data-Driven Smooth Tests When the Hypothesis Is Composite
- Goodness-of-Fit Tests for Parametric Regression Models
- Adaptive tests of regression functions via multiscale generalized likelihood ratios
- Semiparametric Regression for Clustered Data Using Generalized Estimating Equations
- An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
- Calibrating the Degrees of Freedom for Automatic Data Smoothing and Effective Curve Checking
- A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves
- Efficient Estimation and Inferences for Varying-Coefficient Models
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Adaptive Varying-Coefficient Linear Models
- Functional-Coefficient Autoregressive Models
- The History of Likelihood
- Semiparametric and Nonparametric Regression Analysis of Longitudinal Data
- LOGSPLINE ESTIMATION OF A POSSIBLY MIXED SPECTRAL DISTRIBUTION
- RATE OF CONVERGENCE FOR LOGSPLINE SPECTRAL DENSITY ESTIMATION
- Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
- Nonparametric Transition-Based Tests for Jump Diffusions
- Generalized likelihood ratio tests for the structure of semiparametric additive models
- Generalised likelihood ratio tests for spectral density
- Estimation of the Innovation Variance of a Stationary Time Series
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Nonparametric Inferences for Additive Models
- Smoothing spline ANOVA models