Nonparametric inference with generalized likelihood ratio tests
@article{Fan2007NonparametricIW, title={Nonparametric inference with generalized likelihood ratio tests}, author={Jianqing Fan and Jiancheng Jiang}, journal={TEST}, year={2007}, volume={16}, pages={409-444} }
Abstract
The advance of technology facilitates the collection of statistical data. Flexible and refined statistical models are widely sought in a large array of statistical problems. The question arises frequently whether or not a family of parametric or nonparametric models fit adequately the given data. In this paper we give a selective overview on nonparametric inferences using generalized likelihood ratio (GLR) statistics. We introduce generalized likelihood ratio statistics to test various… CONTINUE READING
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