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Comparing Empirical Likelihood and Bootstrap Hypothesis Tests

✍ Scribed by S.X. Chen

Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
563 KB
Volume
51
Category
Article
ISSN
0047-259X

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✦ Synopsis

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 more powerful test.

C 1994 Academic Press, Inc.

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