A Jackknife Empirical Likelihood Approach to Goodness of Fit U-statistics Testing with Side Information

نویسندگان

  • Hanxiang Peng
  • Qun Lin
  • Fei Tan
  • Wei Zheng
  • W. ZHENG
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.

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تاریخ انتشار 2013