Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses
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Publication:904044
DOI10.1007/S10463-008-0172-6zbMATH Open1332.62068OpenAlexW2087029205MaRDI QIDQ904044FDOQ904044
Authors: Taisuke Otsu 
Publication date: 15 January 2016
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-008-0172-6
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Parametric hypothesis testing (62F03) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)
Cites Work
- Approximation Theorems of Mathematical Statistics
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Empirical likelihood and general estimating equations
- Empirical likelihood is Bartlett-correctable
- Empirical likelihood ratio confidence intervals for a single functional
- Asymptotically Optimal Tests for Multinomial Distributions
- Title not available (Why is that?)
- Title not available (Why is that?)
- Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
- On tests for normality
- Large deviation theorems for empirical probability measures
- On universal hypotheses testing via large deviations
- When is the generalized likelihood ratio test optimal?
Cited In (4)
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