Under model correctness, highly accurate inference on a scalar interest parameter in the presence of a nuisance parameter can be achieved by several routes, among them considering the bootstrap distribution of the signed root likelihood ratio statistic. The context of model mis-specification is considered and inference based on a robust form of the signed root statistic is discussed in detail. ...

We use the empirical likelihood method to derive a test and thus a confidence interval based on the rank estimators of the regression coefficient in the accelerated failure time model. Standard chi-squared distributions are used to calculate the p-value and to construct the confidence interval. Simulations and examples show that the chi-squared approximation to the distribution of the log empir...

We describe a multivariate, multilevel, pseudo maximum likelihood estimation method for multistage stratified cluster sampling designs, including finite population and unequal probability sampling. Multilevel models can be estimated with this method while incorporating the sampling design in the standard error computation. Design based adjustment of the likelihood ratio test (LRT) statistic is ...

BANERJEE AND WELLNER (2001) introduced and studied the likelihood ratio statistic for testing the hypothesis that a monotone function takes on a fixed value at a fixed point in the context of estimating the distribution function of the survival time in the interval censoring model. In this paper we continue to use the interval censoring model as a simple "test problem" . We introduce three natu...

This paper develops a new test statistic for parameters defined by moment conditions that exhibits desirable relative error properties the approximation of tail area probabilities. Our statistic, called tilted exponential tilting (TET) is constructed estimating certain cumulant generating functions under weights. We show asymptotic p -value TET can provide an accurate to infeasible saddlepoint ...

Testing the proportionality of two large-dimensional covariance matrices is studied. Based on modern random matrix theory, a pseudo-likelihood ratio statistic is proposed and its asymptotic normality is proved as the dimension and sample sizes tend to infinity proportionally.

This paper investigates limit theory for the likelihood analysis of an I(2) cointegrated vector autoregressive (VAR) model in the presence of deterministic shifts. A log likelihood ratio (logLR) test statistic for integration indices is considered, and it is demonstrated that the asymptotic distribution of the statistic is given in the form of a generalised Dicky-Fuller type distribution. A log...

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...