Jackknife Empirical Likelihood

被引：176

作者：

Jing, Bing-Yi ^{[1
]}

Yuan, Junqing

Zhou, Wang ^{[2
]}

机构：

[1] Hong Kong Univ Sci & Technol, Dept Math, Hong Kong, Hong Kong, Peoples R China

[2] Natl Univ Singapore, Dept Stat & Appl Probabil, Singapore 117546, Singapore

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 2009年 / 104卷 / 487期

关键词：

Confidence regions; Empirical likelihood; Jackknife; Pseudo-values; U-statistics; CONFIDENCE-INTERVALS; U-STATISTICS; BIAS;

D O I：

10.1198/jasa.2009.tm08260

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：

Empirical likelihood has been found very useful in many different occasions. However, when applied directly to some more complicated statistics such as U-statistics, it runs into serious computational difficulties. In this paper, we introduce a so-called jackknife empirical likelihood (JEL) method. The new method is extremely simple to use in practice. In particular. the JEL is shown to be very effective in handling one and two-sample U-statistics. The JEL can be potentially useful for other nonlinear statistics.

引用

页码：1224 / 1232

页数：9

共 50 条

[21] Jackknife empirical likelihood inference for the mean absolute deviation
Zhao, Yichuan
Meng, Xueping
Yang, Hanfang
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2015, 91 : 92 - 101
[22] Smoothed jackknife empirical likelihood method for tail copulas
Liang Peng
Yongcheng Qi
[J]. TEST, 2010, 19 : 514 - 536
[23] A consistent jackknife empirical likelihood test for distribution functions
Xiaohui Liu
Qihua Wang
Yi Liu
[J]. Annals of the Institute of Statistical Mathematics, 2017, 69 : 249 - 269
[24] Jackknife empirical likelihood for comparing two Gini indices
Wang, Dongliang
Zhao, Yichuan
[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2016, 44 (01): : 102 - 119
[25] JACKKNIFE EMPIRICAL LIKELIHOOD INTERVALS FOR SPEARMAN'S RHO
Wang, Ruodu
Peng, Liang
[J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2011, 15 (04) : 475 - 486
[26] Smoothed jackknife empirical likelihood method for ROC curve
Gong, Yun
Peng, Liang
Qi, Yongcheng
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2010, 101 (06) : 1520 - 1531
[27] Approximate jackknife empirical likelihood method for estimating equations
Peng, Liang
[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2012, 40 (01): : 110 - 123
[28] Jackknife empirical likelihood for the error variance in linear models
Lin, Hui-Ling
Li, Zhouping
Wang, Dongliang
Zhao, Yichuan
[J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2017, 29 (02) : 151 - 166
[29] Jackknife empirical likelihood confidence interval for the Gini index
Wang, Dongliang
Zhao, Yichuan
Gilmore, Dirk W.
[J]. STATISTICS & PROBABILITY LETTERS, 2016, 110 : 289 - 295
[30] Jackknife empirical likelihood for inequality constraints on regular functionals
Chen, Ruxin
Tabri, Rami V.
[J]. JOURNAL OF ECONOMETRICS, 2021, 221 (01) : 68 - 77

← 1 2 3 4 5 →