Abstract
Omnibus tests for various nonparametric hypotheses are developed using the empirical likelihood method. These include tests for symmetry about zero, changes in distribution, independence and exponentiality. The approach is to localize the empirical likelihood using a suitable 'time' variable implicit in the null hypothesis and then form an integral of the log-likelihood ratio statistic. The asymptotic null distributions of these statistics are established. In simulation studies, the proposed statistics are found to have greater power than corresponding Cramér-von Mises type statistics. © 2003 ISI/BS.
| Original language | English |
|---|---|
| Pages (from-to) | 267-290 |
| Journal | Bernoulli |
| Volume | 9 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - Apr 2003 |
| Externally published | Yes |
Bibliographical note
Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to [email protected].Research Keywords
- Change point
- Distribution-free
- Exponentiality
- Independence
- Nonparametric likelihood ratio
- Symmetry
- Two-sample problem