Evaluating the relative merits of competing models based on empirical likelihood ratio test

DOI10.1080/02664763.2016.1142944OpenAlexW2343318522MaRDI QIDQ5138191

Yukun Liu, Yan Fan

Publication date: 3 December 2020

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

Full work available at URL: https://figshare.com/articles/journal_contribution/Evaluating_the_relative_merits_of_competing_models_based_on_empirical_likelihood_ratio_test/2392867

zbMATH Keywords

model selectionempirical likelihoodVuong testKullback-Leibler information criterionnon-degenerate test

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
• Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy
• Empirical likelihood and general estimating equations
• Empirical likelihood based hypothesis testing
• Information criteria for selecting possibly misspecified parametric models
• Modifications of the Empirical Likelihood Interval Estimation with Improved Coverage Probabilities
• Empirical likelihood ratio confidence intervals for a single functional
• Testing Linear versus Logarithmic Regression Models
• On the General Problem of Model Selection
• Testing Non-Nested Nonlinear Regression Models
• A nondegenerate Vuong test
• Testing the Mean of Skewed Distributions
• A new look at the statistical model identification

This page was built for publication: Evaluating the relative merits of competing models based on empirical likelihood ratio test