Hypothesis testing via a penalized-likelihood approach |
| |
| Authors: | Quynh Van Nong Chi Tim Ng Woojoo Lee Youngjo Lee |
| |
| Institution: | 1. Department of Statistics, Chonnam National University, South Korea;2. Department of Statistics, Inha University, South Korea;3. Department of Statistics, Seoul National University, South Korea |
| |
| Abstract: | It is illustrated in this paper that hypothesis testing procedures can be derived based on the penalized likelihood approach. Based on this point of view, many traditional hypothesis tests, including the two-sample mean test, score test, and Hotelling’s test are revisited under the penalized likelihood framework. Similar framework is also applicable to the empirical likelihood. |
| |
| Keywords: | Corresponding author primary 62F03 secondary 62F05 Hypothesis testing Penalized likelihood Empirical likelihood |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
