Nonparametric tests for multi-parameter M-estimators
نویسندگان
چکیده
منابع مشابه
Nonparametric tests for multi-parameter M-estimators
We consider likelihood ratio like test statistics based on M -estimators for multi-parameter hypotheses for some commonly used parametric models where the assumptions on which the standard test statistics are based are not justified. The nonparametric test statistics are based on empirical exponential families and permit us to give bootstrap methods for the tests. We further consider saddlepoin...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2017
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2017.04.004