Statistical inference in massive datasets by empirical likelihood

被引:0
|
作者
Xuejun Ma
Shaochen Wang
Wang Zhou
机构
[1] Soochow University,School of Mathematical Sciences
[2] South China University of Technology,School of Mathematics
[3] National University of Singapore,Department of Statistics and Data Science
来源
Computational Statistics | 2022年 / 37卷
关键词
Bootstrap; Divide-and-conquer; Hypothesis test; Empirical likelihood;
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学科分类号
摘要
In this paper, we propose a new statistical inference method for massive data sets, which is very simple and efficient by combining divide-and-conquer method and empirical likelihood. Compared with two popular methods (the bag of little bootstrap and the subsampled double bootstrap), we make full use of data sets, and reduce the computation burden. Extensive numerical studies and real data analysis demonstrate the effectiveness and flexibility of our proposed method. Furthermore, the asymptotic property of our method is derived.
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页码:1143 / 1164
页数:21
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