Statistical inference in massive datasets by empirical likelihood

DOI10.1007/S00180-021-01153-9zbMATH Open1505.62280arXiv2004.08580OpenAlexW3216536477MaRDI QIDQ2155010FDOQ2155010

Authors: Shaochen Wang, Wang Zhou, Xue-Jun Ma 

Publication date: 15 July 2022

Published in: Computational Statistics (Search for Journal in Brave)

Abstract: 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.

Full work available at URL: https://arxiv.org/abs/2004.08580

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zbMATH Keywords

bootstraphypothesis testempirical likelihooddivide-and-conquer

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Statistical aspects of big data and data science (62R07)

Cites Work

• Empirical likelihood ratio confidence regions
• Empirical likelihood
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• A statistical perspective on algorithmic leveraging
• A split-and-conquer approach for analysis of
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
• A Scalable Bootstrap for Massive Data
• Communication-efficient algorithms for statistical optimization
• Optimal subsampling for large sample logistic regression
• Learning optimal personalized treatment rules in consideration of benefit and risk: with an application to treating type 2 diabetes patients with insulin therapies

Cited In (2)

• Distributed statistical inference for massive data
• Effects of data dimension on empirical likelihood

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