Computing Critical Values of Exact Tests by Incorporating Monte Carlo Simulations Combined with Statistical Tables

DOI10.1111/sjos.12079zbMath1305.62183OpenAlexW1930623320WikidataQ36732692 ScholiaQ36732692MaRDI QIDQ2932771

Jihnhee Yu, Young Min Kim, Nicole A. Lazar, Albert Vexler, Alan D. Hutson

Publication date: 9 December 2014

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4809026

zbMATH Keywords

quantile estimationempirical likelihoodexact testslocal maximum likelihoodposterior expectationBayesian point estimation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Bayesian inference (62F15)

Related Items (6)

Empirical likelihood ratio-based goodness-of-fit test for the Laplace distribution ⋮ Empirical likelihood ratio-based goodness-of-fit test for the logistic distribution ⋮ An efficient correction to the density-based empirical likelihood ratio goodness-of-fit test for the inverse Gaussian distribution ⋮ Unnamed Item ⋮ A density based empirical likelihood approach for testing bivariate normality ⋮ A density-based empirical likelihood ratio goodness-of-fit test for the Rayleigh distribution and power comparison

Uses Software

• R
• Stata
• dbEmpLikeNorm
• vx_dbel

Cites Work

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• Empirical likelihood ratio confidence intervals for a single functional
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• An evaluation of the power and conditionality properties of empirical likelihood
• Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
• Bayesian empirical likelihood
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
• An Exact Distribution-Free Test Comparing Two Multivariate Distributions based on Adjacency
• A test for normality based on the empirical characteristic function

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