Hypothesis testing via a penalized-likelihood approach

被引：1

作者：

Quynh Van Nong ^{[1
]}

Ng, Chi Tim ^{[1
]}

Lee, Woojoo ^{[2
]}

Lee, Youngjo ^{[3
]}

机构：

[1] Chonnam Natl Univ, Dept Stat, Gwangju, South Korea

[2] Inha Univ, Dept Stat, Incheon, South Korea

[3] Seoul Natl Univ, Dept Stat, Seoul, South Korea

来源：

JOURNAL OF THE KOREAN STATISTICAL SOCIETY | 2019年 / 48卷 / 02期

基金：

新加坡国家研究基金会;

关键词：

Hypothesis testing; Penalized likelihood; Empirical likelihood; Hotelling's T-2 test; EMPIRICAL LIKELIHOOD; VARIABLE SELECTION; REGRESSION;

D O I：

10.1016/j.jkss.2018.11.005

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It is illustrated in this paper that hypothesis testing procedures can be derived based on the penalized likelihood approach. Based on this point of view, many traditional hypothesis tests, including the two-sample mean test, score test, and Hotelling's T-2 test are revisited under the penalized likelihood framework. Similar framework is also applicable to the empirical likelihood. (C) 2018 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.

引用

页码：265 / 277

页数：13

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