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초록
It is illustrated in this paper that hypothesis testing procedures can be derived based on the penalized likelihood approach. Based on this point of view, many traditional hypothesis tests, including the two-sample mean test, score test, and Hotelling's T-2 test are revisited under the penalized likelihood framework. Similar framework is also applicable to the empirical likelihood. (C) 2018 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.
키워드
Hypothesis testing; Penalized likelihood; Empirical likelihood; Hotelling's T-2 test; EMPIRICAL LIKELIHOOD; VARIABLE SELECTION; REGRESSION
- 제목
- Hypothesis testing via a penalized-likelihood approach
- 저자
- Quynh Van Nong; Ng, Chi Tim; Lee, Woojoo; Lee, Youngjo
- 발행일
- 2019-06
- 유형
- Article
- 권
- 48
- 호
- 2
- 페이지
- 265 ~ 277