Economics at your fingertips  

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
References: Add references at CitEc
Citations: View citations in EconPapers (8) Track citations by RSS feed

Downloads: (external link)
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Ordering information: This journal article can be ordered from
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Haili He ().

Page updated 2020-06-25
Handle: RePEc:eee:jmvana:v:51:y:1994:i:2:p:277-293