Jackknife empirical likelihood tests for error distributions in regression models

DOI10.1016/J.JMVA.2012.05.018MaRDI QIDQ450853zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

regression modelgoodness-of-fit testjackknife empirical likelihood method

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 3962966 (Why is no real title available?)
• A Discussion on Nonlinear Models for Price Decisions in Rating-Based Product Preference Models
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• Empirical likelihood
• Empirical likelihood ratio confidence intervals for a single functional
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• Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation
• Jackknife Empirical Likelihood
• Jackknife empirical likelihood method for copulas
• Martingale transforms goodness-of-fit tests in regression models.
• Smoothed jackknife empirical likelihood method for ROC curve
• Smoothed jackknife empirical likelihood method for tail copulas
• 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 high-dimensional regression coefficients
• Jackknife empirical likelihood test for mean residual life functions
• 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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