Testing Conditional Independence via Empirical Likelihood

We construct two classes of smoothed empirical likelihood ratio tests for the conditional independence hypothesis by writing the null hypothesis as an infinite collection of conditional moment restrictions indexed by a nuisance parameter. One class is based on the CDF; another is based on smoother f...

Full description

Saved in:
Bibliographic Details
Main Authors: SU, Liangjun, WHITE, Halbert
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2013
Subjects:
Online Access:https://ink.library.smu.edu.sg/soe_research/1477
https://ink.library.smu.edu.sg/context/soe_research/article/2476/viewcontent/hw_2009_29_11_20testing_20conditional_20independence_20via_20empirical_20likelihood.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Similar Items