Empirical likelihood tests for two-sample problems via nonparametric density estimation
From MaRDI portal
Publication:5476451
DOI10.1002/cjs.5550340106zbMath1096.62038OpenAlexW2049916971MaRDI QIDQ5476451
Ingrid Van Keilegom, Ricardo Cao
Publication date: 14 July 2006
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.5550340106
bootstraphypothesis testingkernel methodbandwidth selectionempirical likelihoodcomparison of two populationslocal empirical likelihood
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)
Related Items (30)
Searching for a common pooling pattern among several samples ⋮ Empirical likelihood for mean difference between two samples with missing data ⋮ Two new data-dependent choices ofmwhen applying them-out-of-nbootstrap to hypothesis testing ⋮ A mutual information-basedk-sample test for discrete distributions ⋮ A nonparametric two‐sample test using a general φ‐divergence‐based mutual information ⋮ ANOVA for longitudinal data with missing values ⋮ Testing the equality among distribution functions from independent and right censored samples via Cramér–von Mises criterion ⋮ Nonparametric \(k\)-sample test based on kernel density estimator for paired design ⋮ Comparing \(k\)-independent and right censored samples based on the likelihood ratio ⋮ \(k\)-sample test based on the common area of kernel density estimators ⋮ Non-parametric \(k\)-sample tests: density functions vs distribution functions ⋮ Density comparison for independent and right censored samples via kernel smoothing ⋮ Studying the bandwidth in \(k\)-sample smooth tests ⋮ Smoothed jackknife empirical likelihood method for ROC curve ⋮ Smoothed empirical likelihood confidence intervals for the relative distribution with left-truncated and right-censored data ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Empirical likelihood test for diagonal symmetry ⋮ Review of testing issues in extremes: in honor of Professor Laurens de Haan ⋮ Comments on: ``An updated review of goodness-of-fit tests for regression models ⋮ Clustering of subsample means based on pairwise L1 regularized empirical likelihood ⋮ Reduce computation in profile empirical likelihood method ⋮ Empirical likelihood of quantile difference with missing response when high-dimensional covariates are present ⋮ A rank-based Cramér-von-Mises-type test for two samples ⋮ On automatic kernel density estimate-based tests for goodness-of-fit ⋮ Composite empirical likelihood for multisample clustered data ⋮ Local significant differences from nonparametric two-sample tests ⋮ Testing equality of functions under monotonicity constraints ⋮ Weighted bootstrapped kernel density estimators in two-sample problems
Cites Work
- Unnamed Item
- Unnamed Item
- An asymptotically optimal window selection rule for kernel density estimates
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
- Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates
- Semi-empirical likelihood ratio confidence intervals for the difference of two sample means
- Empirical likelihood based hypothesis testing
- Confidence tubes for multiple quantile plots via empirical likelihood
- Simultaneous confidence bands for ratios of survival functions via empirical likelihood.
- Two-sample empirical likelihood method
- On some global measures of the deviations of density function estimates
- Tests for the multivariate two-sample problem based on empirical probability measures
- Empirical likelihood confidence intervals for nonparametric density estimation
- Two-Sample Tests Based on the Integrated Empirical Process
- Empirical likelihood confidence regions for comparison distributions and ROC curves
- Estimating the treatment effect in the two-sample problem with auxiliary information
- An Empirical Likelihood Goodness-of-Fit Test for Time Series
- ANCOVA Methods for Heteroscedastic Nonparametric Regression Models
- The two-sample problem in $\Bbb R\sp m$ and measure-valued martingales
This page was built for publication: Empirical likelihood tests for two-sample problems via nonparametric density estimation