Empirical likelihood-based inference for the difference of two location parameters using smoothed M-estimators

DOI10.1007/s42519-019-0037-8zbMath1426.62139OpenAlexW2914218889MaRDI QIDQ2322053

George Luta, Māra Delesa-Vēliņa, Janis Valeinis

Publication date: 27 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-019-0037-8

zbMATH Keywords

empirical likelihoodrobust estimationM-estimatortwo-sample casesmoothed Huber estimator

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35)

Related Items (1)

Comparing two independent populations using a test based on empirical likelihood and trimmed means

Uses Software

• R
• robustbase
• EL

Cites Work

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• A smoothing principle for the Huber and other location \(M\)-estimators
• Best attainable rates of convergence for estimates of parameters of regular variation
• Extending the scope of empirical likelihood
• Do robust estimators work with real data?
• Empirical likelihood and general estimating equations
• Bootstrap tests for robust means of asymmetric distributions with unequal shapes.
• TWO‐SAMPLE PROBLEMS IN STATISTICAL DATA MODELLING
• Empirical likelihood ratio confidence intervals for a single functional
• Robust Statistics
• Robust Estimation of a Location Parameter
• All of Nonparametric Statistics

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