Empirical likelihood based testing for regression

Ingrid Van Keilegom, César Sánchez Sellero, Wenceslao González Manteiga

Consider a random vector $(X,Y)$ and let $m(x)=E(Y|X=x)$. We are interested in testing $H_0:m\in {\mathcal{M}}_{\Theta ,\mathcal{G}}=\{\gamma (\cdot ,\theta ,g):\theta \in \Theta ,g\in \mathcal{G}\}$ for some known functio…