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Regenerative block empirical likelihood for Markov chains
Nummelin splitting technique time series Empirical Likelihood
2011/3/21
Empirical likelihood is a powerful semi-parametric method increasingly investigated in the literature. However, most authors essentially focus on an i.i.d. setting. In the case of dependent data, the ...
Empirical likelihood based testing for regression
Marked empirical process Model check for regression Nonlinear regression Partial linear model Residuals
2009/9/16
Consider a random vector $(X,Y)$ and let $m(x)=E(Y|X=x)$. We are interested in testing $H_0 : m in {cal M}_{Theta,{cal G}} = {gamma(cdot,theta,g) : theta in Theta, g in {cal G}}$ for some known functi...