Empirical likelihood approach to goodness of fit testing
نویسندگان
چکیده
منابع مشابه
An Empirical Likelihood Approach To Goodness of Fit Testing
Motivated by applications to goodness of fit testing, the empirical likelihood approach is generalized to allow for the number of constraints to grow with the sample size and for the constraints to use estimated criteria functions. The latter is needed to handle naturally occurring nuisance parameters. A central limit theorem is proved to deal with quadratic forms based on random vectors of inc...
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Lin, Qun Ph.D., Purdue University, December 2013. A Jackknife Empirical Likelihood Approach To Goodness of Fit U-Statistic Testing With Side Information. Major Professor: Hanxiang Peng. Motivated by applications to goodness of fit U-statistic testing, the jackknife empirical likelihood (JEL) of Jing, et al. (2009) is justified with an alternative approach, and the Wilks theorem for vector U-sta...
متن کاملA Jackknife Empirical Likelihood Approach to Goodness of Fit U-statistics Testing with Side Information
Motivated by applications to goodness of fit U-statistics testing, the empirical likelihood approach is generalized to allow for the number of constraints to grow with the sample size and for the constraints to use estimated criteria functions. The latter is needed to handle naturally occurring nuisance parameters. The proposed empirical likelihood based goodness of fit tests are asymptotically...
متن کاملA Jackknife Empirical Likelihood Approach to Goodness-of-fit Degenerate U-statistics Testing
Motivated by applications to goodness of fit degenerate U-statistics testing, the Jackknife empirical likelihood approach for U-statistics is generalized to degenerate U-statistics. The proposed empirical likelihood based goodness of fit tests are asymptotically distribution free. The asymptotic theory for testing shift of location, spatial depth testing for central symmetry, Cramér-von Mises t...
متن کاملAn empirical likelihood goodness-of-fit test for time series
Standard goodness-of-fit tests for a parametric regression model against a series of nonparametric alternatives are based on residuals arising from a fitted model.When a parametric regression model is compared with a nonparametric model, goodness-of-fit testing can be naturally approached by evaluating the likelihood of the parametric model within a nonparametric framework. We employ the empiri...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2013
ISSN: 1350-7265
DOI: 10.3150/12-bej440