Scandinavian Journal of Statistics, Vol. 45, No. 2 (June 2018), pp. 217-254 (38 pages) Non-parametric generalized likelihood ratio test is a popular method of model checking for regressions. However, ...
In their recent work, Jiang and Yang studied six classical Likelihood Ratio Test statistics under high-dimensional setting. Assuming that a random sample of size n is observed from a p-dimensional ...