Simulation Studies on Bootstrap Empirical Likelihood Tests

DOI10.1081/SAC-120028436zbMATH Open1100.62566MaRDI QIDQ4454185FDOQ4454185

Authors: Akio Namba 

Publication date: 7 March 2004

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

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Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09)

Cites Work

• Title not available (Why is that?)
• Empirical likelihood ratio confidence regions
• Bootstrap methods: another look at the jackknife
• Empirical likelihood and general estimating equations
• Empirical likelihood is Bartlett-correctable
• Empirical likelihood ratio confidence intervals for a single functional
• Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
• Empirical likelihood ratio test for or against a set of inequality constraints.
• Pseudo-likelihood theory for empirical likelihood
• Intentionally Biased Bootstrap Methods
• A small sample calibration method for the empirical likelihood ratio

Cited In (5)

• Censored median regression and profile empirical likelihood
• Hypothesis testing for two population means: parametric or non-parametric test?
• Self-concordant profile empirical likelihood ratio tests for the population correlation coefficient: a simulation study
• Inference about the mean of a skewed population: a comparative study
• Simulation output analysis using the threshold bootstrap

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