Jackknife empirical likelihood tests for error distributions in regression models
DOI10.1016/J.JMVA.2012.05.018zbMATH Open1273.62039OpenAlexW1973196663MaRDI QIDQ450853FDOQ450853
Authors: Huijun Feng, Liang Peng 
Publication date: 26 September 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.05.018
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Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)
Cites Work
- Martingale transforms goodness-of-fit tests in regression models.
- Empirical likelihood
- Empirical likelihood ratio confidence intervals for a single functional
- Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation
- Title not available (Why is that?)
- Jackknife Empirical Likelihood
- Empirical likelihood test via estimating equations
- Jackknife empirical likelihood method for copulas
- Smoothed jackknife empirical likelihood method for tail copulas
- Smoothed jackknife empirical likelihood method for ROC curve
- Approximate jackknife empirical likelihood method for estimating equations
- A Discussion on Nonlinear Models for Price Decisions in Rating-Based Product Preference Models
- The Banff Challenge: statistical detection of a noisy signal
Cited In (6)
- Empirical likelihood for linear transformation models with interval-censored failure time data
- Jackknife empirical likelihood test for mean residual life functions
- Jackknife empirical likelihood test for high-dimensional regression coefficients
- Jackknife empirical likelihood tests for distribution functions
- Empirical likelihood inference for rank regression with doubly truncated data
- A review of recent advances in empirical likelihood
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