We extend the adaptive and rate-optimal test of Horowitz and Spokoiny (2001) for specification of parametric regression models to weakly dependent time series regression models with an empirical likelihood formulation of our test statistic. It is found that the proposed adaptive empirical likelihood test preserves the rate-optimal property of the test of Horowitz and Spokoiny (2001)
This paper proposes simple, data-driven, optimal rate-adaptive inferences on a structural function i...
Recent developments in empirical likelihood (EL) methods are reviewed. First, to put the method in p...
Abstract: In this paper, we construct adaptive global confidence bands for nonparametric regression ...
We extend the adaptive and rate-optimal test of Horowitz and Spokoiny (2001) for specication of para...
We develop a new test of a parametric model of a conditional mean function against a nonparametric a...
This paper proposes a nonparametric simultaneous test for parametric specification of the conditiona...
This paper proposes a nonparametric simultaneous test for parametric specification of the conditiona...
Standard goodness-of-fit tests for a parametric regression model against a series of nonparametric a...
Empirical Likelihood (EL) method introduced by Owen (1988) is a widely used nonparametric tool for c...
We develop a new test of a parametric model of a conditional mean function against a nonparametric a...
This paper is concerned with testing the hypothesis that a conditional median function is linear aga...
We develop a new test of a parametric model of a conditional mean function against a nonparametric a...
We propose an optimal test procedure for testing the marginal density functions of a class of nonlin...
The empirical likelihood method is a reliable data analysis tool in all statistical areas for its no...
Consider a random vector (X, Y ) and let m(x) = E(Y|X = x). We are interested in testing H0 : m ∈ MΘ...
This paper proposes simple, data-driven, optimal rate-adaptive inferences on a structural function i...
Recent developments in empirical likelihood (EL) methods are reviewed. First, to put the method in p...
Abstract: In this paper, we construct adaptive global confidence bands for nonparametric regression ...
We extend the adaptive and rate-optimal test of Horowitz and Spokoiny (2001) for specication of para...
We develop a new test of a parametric model of a conditional mean function against a nonparametric a...
This paper proposes a nonparametric simultaneous test for parametric specification of the conditiona...
This paper proposes a nonparametric simultaneous test for parametric specification of the conditiona...
Standard goodness-of-fit tests for a parametric regression model against a series of nonparametric a...
Empirical Likelihood (EL) method introduced by Owen (1988) is a widely used nonparametric tool for c...
We develop a new test of a parametric model of a conditional mean function against a nonparametric a...
This paper is concerned with testing the hypothesis that a conditional median function is linear aga...
We develop a new test of a parametric model of a conditional mean function against a nonparametric a...
We propose an optimal test procedure for testing the marginal density functions of a class of nonlin...
The empirical likelihood method is a reliable data analysis tool in all statistical areas for its no...
Consider a random vector (X, Y ) and let m(x) = E(Y|X = x). We are interested in testing H0 : m ∈ MΘ...
This paper proposes simple, data-driven, optimal rate-adaptive inferences on a structural function i...
Recent developments in empirical likelihood (EL) methods are reviewed. First, to put the method in p...
Abstract: In this paper, we construct adaptive global confidence bands for nonparametric regression ...