A Jackknife Empirical Likelihood Approach to Goodness of Fit U-statistics Testing with Side Information
نویسندگان
چکیده
Motivated by applications to goodness of fit U-statistics testing, the empirical likelihood approach is generalized to allow for the number of constraints to grow with the sample size and for the constraints to use estimated criteria functions. The latter is needed to handle naturally occurring nuisance parameters. The proposed empirical likelihood based goodness of fit tests are asymptotically distribution free. Wilks theorems for Wilcoxon signed rank test for symmetrical center, Kendall’s τ test for independence, Theil’s test for a specified slop are presented. Empirical likelihood theory for the simplicial depth function is also developed.
منابع مشابه
A JACKKNIFE EMPIRICAL LIKELIHOOD APPROACH TO GOODNESS OF FIT U-STATISTICS TESTING WITH SIDE INFORMATION A Thesis
Lin, Qun. Ph.D., Purdue University, December, 2013. A Jackknife Empirical Likelihood Approach To Goodness of Fit U-Statistics Testing With Side Information. Major Professor: Dr. Hanxiang Peng. Motivated by applications to goodness of fit U-statistics testing, the jackknife empirical likelihood of Jing, et al. (2009) is justified with an alternative approach, and the Wilks theorem for vector U-s...
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Lin, Qun Ph.D., Purdue University, December 2013. A Jackknife Empirical Likelihood Approach To Goodness of Fit U-Statistic Testing With Side Information. Major Professor: Hanxiang Peng. Motivated by applications to goodness of fit U-statistic testing, the jackknife empirical likelihood (JEL) of Jing, et al. (2009) is justified with an alternative approach, and the Wilks theorem for vector U-sta...
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