Quantile and quantile-function estimations under density ratio model
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Publication:367004
DOI10.1214/13-AOS1129zbMATH Open1292.62072arXiv1308.2845MaRDI QIDQ367004FDOQ367004
Authors: Yukun Liu, Jiahua Chen 
Publication date: 25 September 2013
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: Population quantiles and their functions are important parameters in many applications. For example, the lower quantiles often serve as crucial quality indices for forestry products. Given several independent samples from populations satisfying the density ratio model, we investigate the properties of empirical likelihood (EL) based inferences. The induced EL quantile estimators are shown to admit a Bahadur representation that leads to asymptotically valid confidence intervals for functions of quantiles. We rigorously prove that EL quantiles based on all the samples are more efficient than empirical quantiles based on individual samples. A simulation study shows that the EL quantiles and their functions have superior performance when the density ratio model assumption is satisfied and when it is mildly violated. An example is used to demonstrate the new method and the potential cost savings.
Full work available at URL: https://arxiv.org/abs/1308.2845
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Cited In (23)
- Permutation tests under a rotating sampling plan with clustered data
- Distributed estimation with empirical likelihood
- The empirical likelihood estimation of the quantile function under the multiplicative intercept risk model
- Empirical likelihood inference and goodness-of-fit test for logistic regression model under two-phase case-control sampling
- Semiparametric maximum likelihood estimation for a two-sample density ratio model with right-censored data
- Density ratio model with data-adaptive basis function
- Composite empirical likelihood for multisample clustered data
- Semiparametric empirical likelihood inference with estimating equations under density ratio models
- A bootstrap semiparametric homogeneity test for the distributions of multigroup proportional data, with applications to analysis of quality of life outcomes in clinical trials
- Testing homogeneity for multiple nonnegative distributions with excess zero observations
- Comparison of empirical likelihood and its dual likelihood under density ratio model
- Small Area Quantile Estimation
- On the estimation of the quantile density function
- Using logistic regression for semiparametric comparison of population means and variances
- Semiparametric estimation of treatment effect with density ratio model
- Semiparametric imputation using conditional Gaussian mixture models under item nonresponse
- FULL-SEMIPARAMETRIC-LIKELIHOOD-BASED INFERENCE FOR NON-IGNORABLE MISSING DATA
- Statistical inference for a relaxation index of stochastic dominance under density ratio model
- Title not available (Why is that?)
- Using a monotonic density ratio model to increase the power of the goodness-of-fit test for logistic regression models with case-control data
- Empirical likelihood ratio test on quantiles under a density ratio model
- Semiparametric inference on general functionals of two semicontinuous populations
- A new classifier for imbalanced data based on a generalized density ratio model
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