Nonparametric inference with generalized likelihood ratio tests

By Jianqing Fan, Jiancheng Jiang. 2007

120 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/cf7f3a57f12926daf1e2fcdee57539dd7bbe4559

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In Statistics and Probability

Citations in the corpus

A modern maximum-likelihood theory for high-dimensional logistic regression (2018, background): “In the context of likelihood ratio tests, [44, 46] go beyond parametric inference and explore extensions to infinite-dimensional non-parametric inference problems, for which the MLE might not even exist or might be difficult to derive.”
A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model (2018, background): “Fan and Huang (2005) also considered inference, and showed that theWilks phenomenon (Fan, Zhang, and Zhang 2001; Fan and Jiang 2007) holds for the profile likelihood ratio statistic, implying that its distribution is independent of unknown parameters.”
FWDselect : Variable selection algorithm in regression models (2013, unknown): “…of variables are relevant, it would be possible to apply a likelihood ratio test (Neyman and Pearson, 1928) or a F-test type (Seber and Wild, 1989; Seber, 1997) in a parametric framework, or a generalized likelihood ratio test (Fan et al., 2001; Fan and Jiang, 2005, 2007) in a nonparametric one.”
An updated review of Goodness-of-Fit tests for regression models (2013, methodology): “This testing procedure has been studied by Fan et al. (2001) and more recently by Fan and Jiang (2007), in a survey for Test journal.”
Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates (2009, background): “1) reduces to varying-coefficient models, which were originally proposed by Hastie and Tibshirani (1993) and studied by Fan and Zhang (1999), Xia and Li (1999) and Cai, Fan and Li (2000).”
Bootstrap tests for simple structures in nonparametric time series regression (2008, methodology): “We refer to Fan and Jiang (2007) for an overview on function-based nonparametric tests with the structured alternative hypotheses.”
The EFM approach for single-index models (2011, background): “Fan and Jiang (2007) gave a recent review about generalized likelihood ratio tests. Bootstrap tests for nonparametric regression, generalized partially linear models and singleindex models have been systematically investigated [see Härdle and Mammen (1993), Härdle, Mammen and Müller (1998), Härdle, ”