Comments on: Nonparametric inference with generalized likelihood ratio tests

被引：0

作者：

Mammen, Enno ^{[1
]}

机构：

[1] Univ Mannheim, Dept Econ, D-68131 Mannheim, Germany

来源：

TEST | 2007年 / 16卷 / 03期

关键词：

nonparametric tests; nonparametric curve estimation;

D O I：

10.1007/s11749-007-0087-1

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：

In our discussion we make remarks on the range of the validity of Wilks phenomenon and address the question if one should always try to reach Wilks phenomenon. We discuss the need of bias corrections in test statistics, make some power considerations, and mention some open problems.

引用

页码：462 / 464

页数：3

共 4 条

[1] Testing parametric versus semiparametric modeling in generalized linear models
Hardle, W
Mammen, E
Muller, M
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1998, 93 (444) : 1461 - 1474
[2] Bootstrap inference in semiparametric generalized additive models
Härdle, W
Huet, S
Mammen, E
Sperlich, S
[J]. ECONOMETRIC THEORY, 2004, 20 (02) : 265 - 300
[3] COMPARING NONPARAMETRIC VERSUS PARAMETRIC REGRESSION FITS
HARDLE, W
MAMMEN, E
[J]. ANNALS OF STATISTICS, 1993, 21 (04) : 1926 - 1947
[4] MAMMEN E, 2007, ADDITIVITY TESTS BAS

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