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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,… Click to show full abstract
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:
likelihood approach;
penalized likelihood;
likelihood;
hypothesis testing
Journal Title: Journal of the Korean Statistical Society
Year Published: 2019
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Journal Title: Journal of the Korean Statistical Society
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!