Frontiers of Mathematics in China >

2007 , Vol. 2 >Issue 1: 149 - 168

DOI: https://doi.org/10.1007/s11464-007-0011-8

Empirical likelihood ratio tests for multivariate regression models

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  • 1.Department of Statistics, East China Normal University, Shanghai 200062, China; College of Statistics & Computing Science, Zhejiang Gongshang University, Hangzhou 310018, China; 2.Department of Statistics, East China Normal University, Shanghai 200062, China; Department of Mathematics, Hong Kong Baptist University, Hong Kong, China

Published date: 05 Mar 2007

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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

Cite this article

WU Jianhong, ZHU Lixing . Empirical likelihood ratio tests for multivariate regression models[J]. Frontiers of Mathematics in China, 2007 , 2(1) : 149 -168 . DOI: 10.1007/s11464-007-0011-8

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