Finite-sample performance of convex optimization algorithms in empirical likelihood ratio-based goodness-of-fit test statistics
The finite-sample performance of convex optimization algorithms for the empirical likelihood methodology has been assessed using an empirical likelihood ratio (ELR) based test statistic for normality. Using the R statistical package, a Monte Carlo simulation approach was adopted to compare various f...
Saved in:
| Published in: | Journal of statistical computation and simulation Vol. 95; no. 15; pp. 3330 - 3352 |
|---|---|
| Main Author: | |
| Format: | Journal Article |
| Language: | English |
| Published: |
Taylor & Francis
13.10.2025
|
| Subjects: | |
| ISSN: | 0094-9655, 1563-5163 |
| Online Access: | Get full text |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!