Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
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Publication:2477585
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
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Cited in
(51)- On an asymmetric functional-coefficient ARCH-M model
- Generalized likelihood ratio statistics and Wilks phenomenon
- Semiparametric partially linear varying coefficient modal regression
- Nonparametric inference for covariate-adjusted model
- Statistical inference for a varying-coefficient partially nonlinear model with measurement errors
- Estimation and inference for varying coefficient partially nonlinear models
- Discussion
- Statistical inferences for single-index models with measurement errors
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
- A Review on Dimension-Reduction Based Tests For Regressions
- The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
- Enhancements of non-parametric generalized likelihood ratio test: bias correction and dimension reduction
- Generalization of likelihood ratio tests under nonstandard conditions
- The EFM approach for single-index models
- Adaptive structure inferences on partially linear error-in-function models with error-prone covariates
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- Sieve empirical likelihood ratio tests for nonparametric functions
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- A generalized likelihood ratio test for monitoring profile data
- Estimation in additive models with highly or non-highly correlated covariates
- Efficient estimation of copula-based semiparametric Markov models
- A study on geographically weighted spatial autoregression models with spatial autoregressive disturbances
- A semiparametric dynamic higher-order spatial autoregressive model
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