Enhancements of Non‐parametric Generalized Likelihood Ratio Test: Bias Correction and Dimension Reduction
نویسندگان
چکیده
منابع مشابه
Generalized Likelihood Ratio Test for Selecting
A generalized likelihood ratio test is considered for testing acoustic propagation models in the context of environmental parameter inversion. In the following, we use the term \hierarchy of models" to denote a sequence of model structures M1;M2;... in which each particular model structure Mn contains all previous ones as special cases. We propose a combined parameter estimation and multiple se...
متن کاملComments on: Nonparametric inference with generalized likelihood ratio tests
This is a very interesting paper reviewing the technique for testing semiparametric hypotheses using GLR tests. I’d like to supplement Fan and Jiang’s review with some cautions and a somewhat different point of view. 1 The Wilks phenomenon Rigorous results for smooth parametric models, see, for example, Bickel and Doksum (2005, Chap. 6) do say that, if θ̂ , η̂ or, equivalently, (θ̂η̂, η̂) are MLE’s,...
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We are very grateful to the Editors, Maria Angeles Gil and Leandro Pardo, for organizing this stimulating discussion. We would like to take this opportunity to thank all discussants for their insightful and constructive comments regarding our paper, opening new avenues for the GLR tests. They have made valuable contributions to the understanding of various testing problems. As stressed in our p...
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2017
ISSN: 0303-6898,1467-9469
DOI: 10.1111/sjos.12298