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Projection Tests

  • Thorsten Dickhaus
Chapter

Abstract

We deal with the empirical likelihood (EL) method for testing vector means. A Wilks-type phenomenon for the empirical likelihood ratio test statistic is proved, by means of which a corresponding test can be calibrated. We embed the EL method into a broad class of tests relying on projections of the empirical measure into the space of distributions defined by the null hypothesis. Specific examples like the exponential tilting method are discussed.

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Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  • Thorsten Dickhaus
    • 1
  1. 1.Institute for StatisticsUniversity of BremenBremenGermany

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