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

DOI10.1080/02664763.2016.1142944MaRDI QIDQ5138191zbMATH OpenOpenAlexFDO

Authors Yan Fan, Yukun Liu

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

empirical likelihoodKullback-Leibler information criterionmodel selectionnon-degenerate testVuong test

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A new look at the statistical model identification
• A nondegenerate Vuong test
• Empirical likelihood
• Empirical likelihood and general estimating equations
• Empirical likelihood based hypothesis testing
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy
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• scientific article; zbMATH DE number 3213229 (Why is no real title available?)
• scientific article; zbMATH DE number 2221907 (Why is no real title available?)
• Information criteria for selecting possibly misspecified parametric models
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Modifications of the empirical likelihood interval estimation with improved coverage probabili\-ties
• Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
• On the General Problem of Model Selection
• Testing Linear versus Logarithmic Regression Models
• Testing Non-Nested Nonlinear Regression Models
• Testing the Mean of Skewed Distributions

Cited in

(3)

• Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
• Model comparison with composite likelihood information criteria
• Testing several rival models using the extension of Vuong's test and quasi clustering

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