Empirical likelihood ratio tests for the linear regression model with inequality constraints

Li Chen

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 20, 5933-5945

Abstract: In this article, empirical likelihood is applied to the linear regression model with inequality constraints. We prove that asymptotic distribution of the adjusted empirical likelihood ratio test statistic is a weighted mixture of chi-square distribution.

Date: 2016
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DOI: 10.1080/03610926.2014.953690

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