Hypothesis testing via a penalized-likelihood approach
2019
Abstract 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.
Keywords:
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
26
References
1
Citations
NaN
KQI