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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