Empirical likelihood based hypothesis testing
نویسندگان
چکیده
منابع مشابه
Empirical likelihood based hypothesis testing
Omnibus tests for various nonparametric hypotheses are developed using the empirical likelihood method. These include tests for symmetry about zero, changes in distribution, independence and exponentiality. The approach is to localize the empirical likelihood using a suitable ‘time’ variable implicit in the null hypothesis and then form an integral of the log-likelihood ratio statistic. The asy...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2003
ISSN: 1350-7265
DOI: 10.3150/bj/1068128978