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Comparing Empirical Likelihood and Bootstrap Hypothesis Tests

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  • Chen, S. X.

Abstract

A comparison between empirical likelihood and bootstrap tests for a mean parameter against a series of local alternative hypotheses is made by developing Edgeworth expansions for the power functions of the two tests. For univariate and bivariate cases, practical rules are proposed for choosing the more powerful test.

Suggested Citation

  • Chen, S. X., 1994. "Comparing Empirical Likelihood and Bootstrap Hypothesis Tests," Journal of Multivariate Analysis, Elsevier, vol. 51(2), pages 277-293, November.
    • Handle: RePEc:eee:jmvana:v:51:y:1994:i:2:p:277-293
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    Citations

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    Cited by:

    1. Zhensheng Huang, 2011. "Empirical likelihood for generalized partially linear varying-coefficient models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(6), pages 1265-1275, May.
    2. Julia Polak & Maxwell L. King & Xibin Zhang, 2014. "A Model Validation Procedure," Monash Econometrics and Business Statistics Working Papers 21/14, Monash University, Department of Econometrics and Business Statistics.
    3. Feifan Jiang & Lihong Wang, 2018. "Adjusted blockwise empirical likelihood for long memory time series models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(2), pages 319-332, June.
    4. Kakizawa, Yoshihide, 2010. "Comparison of Bartlett-type adjusted tests in the multiparameter case," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1638-1655, August.
    5. Huang, Zhensheng & Pang, Zhen & Zhang, Riquan, 2013. "Adaptive profile-empirical-likelihood inferences for generalized single-index models," Computational Statistics & Data Analysis, Elsevier, vol. 62(C), pages 70-82.
    6. Kakizawa, Yoshihide, 2009. "Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 473-496, March.
    7. Huang, Zhensheng & Zhang, Riquan, 2011. "Efficient empirical-likelihood-based inferences for the single-index model," Journal of Multivariate Analysis, Elsevier, vol. 102(5), pages 937-947, May.
    8. Francesco Bravo, 2005. "Blockwise empirical entropy tests for time series regressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(2), pages 185-210, March.
    9. Francesco Bravo, "undated". "Bartlett-type Adjustments for Empirical Discrepancy Test Statistics," Discussion Papers 04/14, Department of Economics, University of York.

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