Related papers: Likelihood Ratio Tests for a Dose-Response Effect …
We introduce fully nonparametric two-sample tests for testing the null hypothesis that the samples come from the same distribution if the values are only indirectly given via current status censoring. The tests are based on the likelihood…
In this paper, in order to test whether changes have occurred in a nonlinear parametric regression, we propose a nonparametric method based on the empirical likelihood. Firstly, we test the null hypothesis of no-change against the…
In this paper we investigate the asymptotic distribution of likelihood ratio tests in models with several groups, when the number of groups converges with the dimension and sample size to infinity. We derive central limit theorems for the…
The complexity underlying real-world systems implies that standard statistical hypothesis testing methods may not be adequate for these peculiar applications. Specifically, we show that the likelihood-ratio test's null-distribution needs to…
The causal dose response curve is commonly selected as the statistical parameter of interest in studies where the goal is to understand the effect of a continuous exposure on an outcome.Most of the available methodology for statistical…
Mixed effects models are widely used to describe heterogeneity in a population. A crucial issue when adjusting such a model to data consists in identifying fixed and random effects. From a statistical point of view, it remains to test the…
A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…
Accurate knowledge of the null distribution of hypothesis tests is important for valid application of the tests. In previous papers and software, the asymptotic null distribution of likelihood ratio tests for detecting genetic linkage in…
Traditional methods for inference in change point detection often rely on a large number of observed data points and can be inaccurate in non-asymptotic settings. With the rise of mobile health and digital phenotyping studies, where…
We consider a nonlinear polynomial regression model in which we wish to test the null hypothesis of structural stability in the regression parameters against the alternative of a break at an unknown time. We derive the extreme value…
We derive asymptotic expansions up to order $n^{-1/2}$ for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The…
We introduce a generic class of dynamic nonlinear heterogeneous parameter models that incorporate individual and time fixed effects in both the intercept and slope. These models are subject to the incidental parameter problem, in that the…
In the framework of semiparametric distribution regression, we consider the problem of comparing the conditional distribution functions corresponding to two samples. In contrast to testing for exact equality, we are interested in the (null)…
Assume that we have a random sample from an absolutely continuous distribution (univariate, or multivariate) with a known functional form and some unknown parameters. In this paper, we have studied several parametric tests based on…
Nonparametric tests for equality of multivariate distributions are frequently desired in research. It is commonly required that test-procedures based on relatively small samples of vectors accurately control the corresponding Type I Error…
We consider a likelihood ratio method for testing whether a monotone baseline hazard function in the Cox model has a particular value at a fixed point. The characterization of the estimators involved is provided both in the nondecreasing…
We derive the exact asymptotic distribution of the conditional likelihood-ratio test in instrumental variables regression under weak instrument asymptotics and for multiple endogenous variables. The distribution is conditional on all…
Testing for regime switching when the regime switching probabilities are specified either as constants (`mixture models') or are governed by a finite-state Markov chain (`Markov switching models') are long-standing problems that have also…
This paper derives the rate of convergence and asymptotic distribution for a class of Kolmogorov-Smirnov style test statistics for conditional moment inequality models for parameters on the boundary of the identified set under general…
A nonlinear model with response variable missing at random is studied. In order to improve the coverage accuracy, the empirical likelihood ratio (EL) method is considered. The asymptotic distribution of EL statistic and also of its…