Loading...
Please wait, while we are loading the content...
Similar Documents
A Simple Density-Based Empirical Likelihood Ratio Test for Independence
| Content Provider | Scilit |
|---|---|
| Author | Vexler, Albert Tsai, Wan-Min Hutson, Alan D. |
| Copyright Year | 2014 |
| Description | Journal: The American Statistician We develop a novel nonparametric likelihood ratio test for independence between two random variables using a technique that is free of the common constraints of defining a given set of specific dependence structures. Our methodology revolves around an exact density-based empirical likelihood ratio test statistic that approximates in a distribution-free fashion the corresponding most powerful parametric likelihood ratio test. We demonstrate that the proposed test is very powerful in detecting general structures of dependence between two random variables, including non-linear and/or random-effect dependence structures. An extensive Monte Carlo study confirms that the proposed test is superior to the classical nonparametric procedures across a variety of settings. The real-world applicability of the proposed test is illustrated using data from a study of biomarkers associated with myocardial infarction. |
| Related Links | http://europepmc.org/articles/pmc4191747?pdf=render https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4191747/pdf |
| Ending Page | 169 |
| Page Count | 12 |
| Starting Page | 158 |
| ISSN | 00031305 |
| e-ISSN | 15372731 |
| DOI | 10.1080/00031305.2014.901922 |
| Journal | The American Statistician |
| Issue Number | 3 |
| Volume Number | 68 |
| Language | English |
| Publisher | Informa UK Limited |
| Publisher Date | 2014-07-03 |
| Access Restriction | Open |
| Subject Keyword | Journal: The American Statistician Statistics and Probability Density-based Empirical Likelihood Empirical Likelihood Independence Test Nonlinear Dependence Nonparametric Test Random Effect |
| Content Type | Text |
| Resource Type | Article |
| Subject | Statistics and Probability Statistics, Probability and Uncertainty |