Journal article
Testing with Exponentially Tilted Empirical Likelihood
Abstract
Imposing restrictions without assuming underlying distributions to modelize complex realities is a valuable methodological tool. However, if a subset of restrictions were not correctly specified, the usual test-statistics for correctly specified models tend to reject erronously a simple null hypothesis. In this setting, we may say that the model suffers from misspecification. We study the behavior of empirical phi-divergence test-statistics, …
Authors
Felipe A; Martín N; Miranda P; Pardo L
Journal
Methodology and Computing in Applied Probability, Vol. 20, No. 4, pp. 1319–1358
Publisher
Springer Nature
Publication Date
December 2018
DOI
10.1007/s11009-018-9620-9
ISSN
1387-5841