Asymptotic refinements of nonparametric bootstrap for quasi‐likelihood ratio tests for classes of extremum estimators

Lorenzo Camponovo

doi:10.1111/ectj.12060

Asymptotic refinements of nonparametric bootstrap for quasi‐likelihood ratio tests for classes of extremum estimators

Econometrics Journal ◽

10.1111/ectj.12060 ◽

2016 ◽

Vol 19 (1) ◽

pp. 33-54 ◽

Cited By ~ 2

Author(s):

Lorenzo Camponovo

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Nonparametric Bootstrap

Download Full-text

Nonparametric Bootstrap for Quasi-Likelihood Ratio Tests

SSRN Electronic Journal ◽

10.2139/ssrn.1921326 ◽

2011 ◽

Author(s):

Lorenzo Camponovo

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Nonparametric Bootstrap

Download Full-text

Asymptotic Refinements of a Fully Nonparametric Bootstrap for Quasi-Likelihood Ratio Tests of Extremum Estimators

SSRN Electronic Journal ◽

10.2139/ssrn.2442389 ◽

2014 ◽

Author(s):

Lorenzo Camponovo

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Nonparametric Bootstrap

Download Full-text

Some Likelihood Ratio Tests When a Normal Covariance Matrix Has Certain Reducible Linear Structures

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917508548472 ◽

1975 ◽

Vol 4 (6) ◽

pp. 537-554

Author(s):

G. S. Rogers ◽

D. L. Young

Keyword(s):

Covariance Matrix ◽

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Linear Structures

Download Full-text

Invariant Tests and Likelihood Ratio Tests for Multivariate Elliptically Contoured Distributions

10.21236/ada155844 ◽

1985 ◽

Author(s):

T. W. Anderson ◽

H. Hsu

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Elliptically Contoured Distributions ◽

Elliptically Contoured

Download Full-text

Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending

Econometric Reviews ◽

10.1080/07474938.2018.1528416 ◽

2019 ◽

Vol 38 (8) ◽

pp. 881-898

Author(s):

Josep Lluís Carrion-i-Silvestre ◽

Dukpa Kim

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests

Download Full-text

Characterizations of Complete Classes of Tests of Some Multiparametric Hypotheses, with Applications to Likelihood Ratio Tests

The Annals of Mathematical Statistics ◽

10.1214/aoms/1177728590 ◽

1955 ◽

Vol 26 (1) ◽

pp. 21-36 ◽

Cited By ~ 34

Author(s):

Allan Birnbaum

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests

Download Full-text

A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures

Biometrical Journal ◽

10.1002/bimj.201600044 ◽

2016 ◽

Vol 59 (1) ◽

pp. 192-215 ◽

Cited By ~ 7

Author(s):

Katarzyna Filipiak ◽

Daniel Klein ◽

Anuradha Roy

Keyword(s):

Covariance Matrix ◽

Likelihood Ratio ◽

Score Test ◽

Likelihood Ratio Tests ◽

Rao's Score Test

Download Full-text

Generalized likelihood ratio tests for change detection in diffusion tensor images

2009 IEEE International Symposium on Biomedical Imaging: From Nano to Macro ◽

10.1109/isbi.2009.5193173 ◽

2009 ◽

Cited By ~ 6

Author(s):

Herve Boisgontier ◽

Vincent Noblet ◽

Fabrice Heitz ◽

Lucien Rumbach ◽

Jean-Paul Armspach

Keyword(s):

Change Detection ◽

Likelihood Ratio ◽

Diffusion Tensor ◽

Likelihood Ratio Tests ◽

Generalized Likelihood Ratio ◽

Diffusion Tensor Images

Download Full-text

The Likelihood Ratio Tests for Homogeneity of Inverse Gaussian Means Under Simple Order and Simple Tree Order

Communication in Statistics- Theory and Methods ◽

10.1081/sta-120018829 ◽

2003 ◽

Vol 32 (4) ◽

pp. 791-805 ◽

Cited By ~ 5

Author(s):

Lili Tian ◽

Govind S. Mudholkar

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Inverse Gaussian ◽

Simple Order ◽

Simple Tree

Download Full-text

Directional monotonicity properties of the power functions of likelihood ratio tests for cone-restricted hypotheses of normal means

Journal of Statistical Planning and Inference ◽

10.1016/s0378-3758(97)00087-6 ◽

1998 ◽

Vol 66 (2) ◽

pp. 223-233 ◽

Cited By ~ 3

Author(s):

Manabu Iwasa

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Power Functions ◽

Monotonicity Properties ◽

Normal Means

Download Full-text