Comparing Empirical Likelihood and Bootstrap Hypothesis Tests

Song Chen

Journal of Multivariate Analysis, 1994, vol. 51, issue 2, 277-293

Abstract: A comparison between empirical likelihood and bootstrap tests for a mean parameter against a series of local alternative hypotheses is made by developing Edgeworth expansions for the power functions of the two tests. For univariate and bivariate cases, practical rules are proposed for choosing the more powerful test.

Date: 1994
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