Generalized likelihood ratio test for varying-coefficient models with different smoothing variables

Wai-Cheung Ip; Heung Wong; Riquan Zhang

doi:10.1016/j.csda.2006.07.027

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Generalized likelihood ratio test for varying-coefficient models with different smoothing variables

Wai-Cheung Ip Heung Wong Riquan Zhang

Year: 2006 Journal: Computational Statistics & Data Analysis Vol: 51 (9)Pages: 4543-4561 Publisher: Elsevier BV

DOI: 10.1016/j.csda.2006.07.027

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Keywords:

Mathematics Ratio test Likelihood-ratio test Estimator Smoothing Nonparametric statistics Score test Statistics Applied mathematics Statistical hypothesis testing Empirical likelihood Nuisance parameter

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Statistical Distribution Estimation and Applications

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Generalized likelihood ratio test for varying-coefficient models with different smoothing variables

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