A comparison between empirical likelihood and bootstrap tests for a mean parameter against a series of local alternative hypotheses is made by developing Edgeworth expansions for the power functions of the two tests. For univariate and bivariate cases, practical rules are proposed for choosing the m
Bootstrapping the general linear hypothesis test
✍ Scribed by Pedro Delicado; Manuel del Río
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 820 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0167-9473
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