Jackknife empirical likelihood tests for distribution functions

被引：8

作者：

Feng, Huijun ^{[1
]}

Peng, Liang ^{[1
]}

机构：

[1] Georgia Inst Technol, Sch Math, Atlanta, GA 30332 USA

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2012年 / 142卷 / 06期

基金：

美国国家科学基金会;

关键词：

Empirical likelihood method; Estimating equations; Goodness-of-fit tests; STATISTICS;

D O I：

10.1016/j.jspi.2012.01.010

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It has been a long history for testing whether the underlying distribution belongs to a particular family. In this paper, we propose some jackknife empirical likelihood tests via estimating equations. The proposed new tests allow one to add more relevant constraints so as to improve the powers. A simulation study shows the effectiveness of the new tests. (C) 2012 Elsevier B.V. All rights reserved.

引用

页码：1571 / 1585

页数：15

共 13 条

[1]

[Anonymous], 2002, APPROXIMATION THEORE

[2]

[Anonymous], 1986, Statistics: Textbooks and Monographs, Vol. 68

[3] GOODNESS-OF-FIT TEST STATISTICS THAT DOMINATE THE KOLMOGOROV STATISTICS [J].

BERK, RH ;

JONES, DH .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1979, 47 (01) :47-59

[4] Empirical likelihood based hypothesis testing [J].

Einmahl, JHJ ;

McKeague, IW .

BERNOULLI, 2003, 9 (02) :267-290

[5] Goodness-of-fit tests via phi-divergences [J].

Jager, Leah ;

Wellner, Jon A. .

ANNALS OF STATISTICS, 2007, 35 (05) :2018-2053

[6] Jackknife Empirical Likelihood [J].

Jing, Bing-Yi ;

Yuan, Junqing ;

Zhou, Wang .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2009, 104 (487) :1224-1232

[7] Reduce computation in profile empirical likelihood method [J].

Li, Minqiang ;

Peng, Liang ;

Qi, Yongcheng .

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2011, 39 (02) :370-384

[8] EMPIRICAL LIKELIHOOD RATIO CONFIDENCE-REGIONS [J].

OWEN, A .

ANNALS OF STATISTICS, 1990, 18 (01) :90-120

[9]

Owen A. B., 2001, Empirical Likelihood

[10]

OWEN AB, 1988, BIOMETRIKA, V75, P237, DOI 10.1093/biomet/75.2.237

← 1 2 →