Projection Tests

Thorsten Dickhaus

Chapter Chapter 7 in Theory of Nonparametric Tests, 2018, pp 105-118 from Springer

Abstract: Abstract We deal with the empirical likelihood (EL) method for testing vector means. A Wilks-type phenomenon for the empirical likelihood ratio test statistic is proved, by means of which a corresponding test can be calibrated. We embed the EL method into a broad class of tests relying on projections of the empirical measure into the space of distributions defined by the null hypothesis. Specific examples like the exponential tilting method are discussed.

Keywords: Empirical Likelihood Ratio Test; Empirical Measure; Kullback-Leibler Projection; Nonparametric Maximum Likelihood Estimator; Point Null Hypothesis (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-76315-6_7

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DOI: 10.1007/978-3-319-76315-6_7

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