Skip to main content
SpringerLink
Log in

Comments on: Nonparametric inference with generalized likelihood ratio tests

  • Discussion
  • Published:
TEST Aims and scope Submit manuscript

Abstract

This is a very interesting paper reviewing the technique for testing semiparametric hypotheses using GLR tests. I’d like to supplement Fan and Jiang’s review with some cautions and a somewhat different point of view.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  • Bickel PJ, Doksum KA (2005) Mathematical statistics: basic ideas and selected topics, vol 1. Prentice Hall, Englewood Cliffs

    Google Scholar 

  • Bickel PJ, Kwon J (2001) Inference for semiparametric models: some questions and an answer (with discussion). Stat Sin 11:863–960

    MATH  MathSciNet  Google Scholar 

  • Bickel PJ, Klaassen C, Ritov Y, Wellner J (1993) Efficient and adaptive estimation in semiparametric models. John Hopkins Press, Baltimore

    Google Scholar 

  • Bickel PJ, Ritov Y, Stoker T (2006) Tailor-made tests for goodness of fit for semiparametric hypotheses. Ann Stat 34:721–741

    Article  MATH  MathSciNet  Google Scholar 

  • Lehmann EL, Romano J (2005) Testing Statistical Hypotheses, 3rd edn. Springer, New York

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Department of Statistics, University of California at Berkeley, 367 Evans Hall, Berkeley, CA, 94710-3860, USA

    Peter J. Bickel

Authors
  1. Peter J. Bickel
    View author publications

    You can also search for this author in PubMed Google Scholar

Corresponding author

Correspondence to Peter J. Bickel.

Additional information

This comment refers to the invited paper available at: http://dx.doi.org/10.1007/s11749-007-0080-8.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Bickel, P.J. Comments on: Nonparametric inference with generalized likelihood ratio tests. TEST 16, 445–447 (2007). https://doi.org/10.1007/s11749-007-0081-7

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11749-007-0081-7

Keywords

Search

Navigation