Quantile Regression for Residual Life and Empirical Likelihood
نویسندگان
چکیده
This approach has several advantages: (1) there is no need to estimate the variance/covariance at all, which may become prohibitively complicated for other procedures that requires the estimation of such. (2) When inverting the tests to obtain confidence regions/intervals, this procedure inherits all the good properties of a likelihood ratio test. (3) Free software implementation of the test is readily available.
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