Empirical likelihood ratio tests for multivariate regression models

doi:10.1007/s11464-007-0011-8

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Front. Math. China ›› 2007, Vol. 2 ›› Issue (1) : 149-168. DOI: 10.1007/s11464-007-0011-8

Empirical likelihood ratio tests for multivariate regression models

WU Jianhong¹, ZHU Lixing²

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Abstract

This paper proposes some diagnostic tools for checking the adequacy of multivariate regression models including classical regression and time series autoregression. In statistical inference, the empirical likelihood ratio method ha

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WU Jianhong, ZHU Lixing. Empirical likelihood ratio tests for multivariate regression models. Front. Math. China, 2007, 2(1): 149‒168 https://doi.org/10.1007/s11464-007-0011-8