Composite Quantile Generalized Quasi-Likelihood Ratio Tests for Varying Coefficient Regression Models

Generalized Quasi - Likelihood Ratio Statistics for Multivariate Time - Varying Coefficient Regression Models

ii c 2013 Yi Liu ALL RIGHTS RESERVED iii ABSTRACT YI LIU. Generalized Quasi-Likelihood Ratio Statistics for Multivariate Time-varying Coefficient Regression Models. (Under the direction of DR. JIANCHENG JIANG) Generalized likelihood ratio statistics have been a generally applicable method for testing nonparametric hypotheses about nonparametric functions.It has been widely used in many research...

Generalized Likelihood Ratio Tests for Varying-Coefficient Models with Censored Data

In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null distribution follows a 2  distribution, with the scale constant and the number of degree of freedom being independent of nuisance parameters or functions, which is called the wilks...

Composite Hypotheses and Generalized Likelihood Ratio Tests

In many real world problems, it is difficult to precisely specify probability distributions. Our models for data may involve unknown parameters or other characteristics. Here are a few motivating examples. Example: Unknown amplitudes/delays in wireless communications. We don't always know how many relays a signal will go through, how strong the signal will be at each receiver, the distance betw...

Generalized Likelihood Ratio Tests for Additive Models

Quantile Regression in Partially Linear Varying Coefficient Models by Huixia

Semiparametric models are often considered for analyzing longitudinal data for a good balance between flexibility and parsimony. In this paper, we study a class of marginal partially linear quantile models with possibly varying coefficients. The functional coefficients are estimated by basis function approximations. The estimation procedure is easy to implement, and it requires no specification...