منابع مشابه
Jackknife empirical likelihood method for copulas
Copulas are used to depict dependence among several random variables. Both parametric and non-parametric estimation methods have been studied in the literature. Moreover, profile empirical likelihood methods based on either empirical copula estimation or smoothed copula estimation have been proposed to construct confidence intervals of a copula. In this paper, a jackknife empirical likelihood m...
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In this paper we propose a smoothed jackknife empirical likelihood method to construct confidence intervals for the receiver operating characteristic (ROC) curve. By applying the standard empirical likelihood method for a mean to the jackknife sample, the empirical likelihood ratio statistic can be calculated by simply solving a single equation. Therefore, this procedure is easy to implement. W...
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In this paper we propose a smoothed jackknife empirical likelihood method to construct confidence intervals for tail copulas or tail dependence functions for bivariate extremes. By applying the standard empirical likelihood method for a mean to the smoothed jackknife sample, the empirical likelihood ratio statistic can be calculated by simply solving a single equation. Therefore, this procedure...
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Pietra ratio (Pietra index), also known as Robin Hood index, Schutz coefficient (RicciSchutz index) or half the relative mean deviation, is a good measure of statistical heterogeneity in the context of positive-valued data sets. In this thesis, two novel methods namely “adjusted jackknife empirical likelihood” and “extended jackknife empirical likelihood” are developed from the jackknife empiri...
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U-statistics generalizes the concept of mean of independent identically distributed (i.i.d.) random variables and is widely utilized in many estimating and testing problems. The standard empirical likelihood (EL) for U-statistics is computationally expensive because of its nonlinear constraint. The jackknife empirical likelihood method largely relieves computation burden by circumventing the co...
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ژورنال
عنوان ژورنال: Biostatistics and Biometrics Open Access Journal
سال: 2018
ISSN: 2573-2633
DOI: 10.19080/bboaj.2018.07.555708