Empirical likelihood ratio tests for multivariate regression models

doi:10.1007/s11464-007-0011-8

Front. Math. China

2007, Vol. 2

Issue (1) : 149-168 https://doi.org/10.1007/s11464-007-0011-8

Empirical likelihood ratio tests for multivariate regression models

WU Jianhong¹, ZHU Lixing²

1.Department of Statistics, East China Normal University, Shanghai 200062, China; College of Statistics & Computing Science, Zhejiang Gongshang University, Hangzhou 310018, China; 2.Department of Statistics, East China Normal University, Shanghai 200062, China; Department of Mathematics, Hong Kong Baptist University, Hong Kong, China

Download: PDF(236 KB)
Export: BibTeX | EndNote | Reference Manager | ProCite | RefWorks

Abstract This paper proposes some diagnostic tools for checking the adequacy of multivariate regression models including classical regression and time series autoregression. In statistical inference, the empirical likelihood ratio method ha

Issue Date: 05 March 2007

Cite this article:

WU Jianhong,ZHU Lixing. Empirical likelihood ratio tests for multivariate regression models[J]. Front. Math. China, 2007, 2(1): 149-168.

URL:

https://academic.hep.com.cn/fmc/EN/10.1007/s11464-007-0011-8
https://academic.hep.com.cn/fmc/EN/Y2007/V2/I1/149

Viewed

Full text

Abstract

Cited

Shared

Discussed