COMPARING EMPIRICAL LIKELIHOOD AND BOOTSTRAP HYPOTHESIS TESTS

被引：15

作者：

CHEN, SX ^{[1
]}

机构：

[1] AUSTRALIAN NATL UNIV,CTR MATH ITS APPLICAT,CANBERRA,ACT,AUSTRALIA

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1994年 / 51卷 / 02期

关键词：

BOOTSTRAP; CONFIDENCE REGION; EDGEWORTH EXPANSION; EMPIRICAL LIKELIHOOD; HYPOTHESIS TEST; POWER OF TEST;

D O I：

10.1006/jmva.1994.1063

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：

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. (C) 1994 Academic Press, Inc.

引用

页码：277 / 293

页数：17

共 17 条

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