𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Generalized likelihood ratio tests for the structure of semiparametric additive models

✍ Scribed by Jiancheng Jiang; Haibo Zhou; Xuejun Jiang; Jianan Peng

Publisher
John Wiley and Sons
Year
2007
Tongue
French
Weight
1006 KB
Volume
35
Category
Article
ISSN
0319-5724

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Likelihood Ratio Tests for Covariance St
Likelihood Ratio Tests for Covariance Structure in Random Effects Models
✍ S. Kuriki πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 572 KB

Let \(\boldsymbol{W}\) be a \(p \times p\) matrix distributed according to the Wishart distribution \(W_{p}(n, \boldsymbol{\Phi})\) with \(\boldsymbol{\Phi}\) positive definite and \(n \geqslant p\). Let \(\left(m / \sigma^{2}\right) g\) be distributed according to the chi-squared distribution \(\ch

Design of change detection algorithms ba
Design of change detection algorithms based on the generalized likelihood ratio test
✍ Giovanna Capizzi πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 72 KB πŸ‘ 1 views

## Abstract A design procedure for detecting additive changes in a state‐space model is proposed. Since the mean of the observations after the change is unknown, detection algorithms based on the generalized likelihood ratio test, GLR, and on window‐limited type GLR, are considered. As Lai (1995) p

Erratum: The likelihood ratio test under
Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP
✍ Bruce E. Hansen πŸ“‚ Article πŸ“… 1996 πŸ› John Wiley and Sons 🌐 English βš– 143 KB πŸ‘ 2 views

There was an error in Hansen (1992). I am very grateful to James Hamilton for pointing out the error. Equations ( 2) and (3) in the original read where Q ( a ) is a mean zero Gaussian process with covariance function K(ai, a21 = E(q;(ai)~i(ad). While equation ( 2) is correct, (3) is not. Instead,