Statistical inference in massive datasets by empirical likelihood
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Publication:2155010
DOI10.1007/S00180-021-01153-9zbMATH Open1505.62280arXiv2004.08580OpenAlexW3216536477MaRDI QIDQ2155010FDOQ2155010
Shaochen Wang, Xue-Jun Ma, Wang Zhou
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
Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Statistical aspects of big data and data science (62R07)
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