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

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...

Generalized Likelihood Ratio Tests for Additive Models

Generalized varying coefficient models for longitudinal data

We propose a generalization of the varying coefficient model for longitudinal data to cases where not only current but also recent past values of the predictor process affect current response. More precisely, the targeted regression coefficient functions of the proposed model have sliding window supports around current time t. A variant of a recently proposed two-step estimation method for vary...

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