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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 |
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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
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Issue Date: 05 March 2007
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