Quantile and quantile-function estimations under density ratio model
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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.
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Cited in
(23)- A new classifier for imbalanced data based on a generalized density ratio model
- 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
- Semiparametric empirical likelihood inference with estimating equations under density ratio models
- Composite empirical likelihood for multisample clustered data
- Testing homogeneity for multiple nonnegative distributions with excess zero observations
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- A bootstrap semiparametric homogeneity test for the distributions of multigroup proportional data, with applications to analysis of quality of life outcomes in clinical trials
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- Small Area Quantile Estimation
- Semiparametric estimation of treatment effect with density ratio model
- Semiparametric imputation using conditional Gaussian mixture models under item nonresponse
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- Statistical inference for a relaxation index of stochastic dominance under density ratio model
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- 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
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