Extending the two-sample empirical likelihood method
نویسنده
چکیده
In this paper we establish the empirical likelihood method for the two-sample case in a general framework. We show that the result of Qin and Zhao (2000) basically covers the following two-sample models: the differences of two sample means, smooth Huber estimators, distribution and quantile functions, ROC curves, probability-probability (P-P) and quantile-quantile (Q-Q) plots. Finally, the structural relationship models containing the location, the location-scale and the Lehmann alternative models also fit in this framework. The method is illustrated with real data analysis and simulation study. The R code has been developed for all two-sample problems and is available on the corresponding author’s homepage.
منابع مشابه
Modified signed log-likelihood test for the coefficient of variation of an inverse Gaussian population
In this paper, we consider the problem of two sided hypothesis testing for the parameter of coefficient of variation of an inverse Gaussian population. An approach used here is the modified signed log-likelihood ratio (MSLR) method which is the modification of traditional signed log-likelihood ratio test. Previous works show that this proposed method has third-order accuracy whereas the traditi...
متن کاملEmpirical Likelihood Approach and its Application on Survival Analysis
A number of nonparametric methods exist when studying the population and its parameters in the situation when the distribution is unknown. Some of them such as "resampling bootstrap method" are based on resampling from an initial sample. In this article empirical likelihood approach is introduced as a nonparametric method for more efficient use of auxiliary information to construct...
متن کاملJackknife Empirical Likelihood Inference For The Pietra Ratio
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...
متن کاملTwo-sample Density-based Empirical Likelihood Tests for Stochastically Ordered Alternatives
The empirical likelihood method based on the empirical distribution functions is a wellaccepted statistical tool for testing. Recently, the density-based empirical likelihood technique was proposed and applied successfully to construct a powerful two-sample nonparametric likelihood ratio test based on samples entropy. However, while the problem of one-sided alternatives has received considerabl...
متن کاملWeighted empirical likelihood inference
A weighted empirical likelihood approach is proposed to take account of the heteroscedastic structure of the data. The resulting weighted empirical likelihood ratio statistic is shown to have a limiting chisquare distribution. A limited simulation study shows that the associated con*dence intervals for a population mean or a regression coe+cient have more accurate coverage probabilities and mor...
متن کامل