A consistent jackknife empirical likelihood test for distribution functions

DOI10.1007/S10463-015-0550-9MaRDI QIDQ520555zbMATHOpenAlexFDO

Authors Yi Liu, Xiao Hui Liu, Qihua Wang

Publication date 5 April 2017

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-015-0550-9

zbMATH Keywords

estimating equationsjackknife empirical likelihoodCramér-von Mises test

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Jackknife empirical likelihood tests for distribution functions
• Empirical likelihood test for equality of two distributions using distance of characteristic functions
• A test for equality of two distributions via jackknife empirical likelihood and characteristic functions
• Jackknife empirical likelihood test for testing one-sided Lévy distribution
• A test for equality of two distributions via integrating characteristic functions

Cites work

• scientific article; zbMATH DE number 3962966 (Why is no real title available?)
• scientific article; zbMATH DE number 3255269 (Why is no real title available?)
• Analysis of financial time series
• Approximation theorems of mathematical statistics
• Asymptotic Statistics
• Depth-based weighted empirical likelihood and general estimating equations
• Empirical likelihood
• Empirical likelihood and general estimating equations
• Empirical likelihood based hypothesis testing
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Empirical likelihood-based inference in linear errors-in-covariables models with validation data
• Jackknife Empirical Likelihood
• Jackknife empirical likelihood tests for distribution functions
• Large dimensional empirical likelihood
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• Smooth depth contours characterize the underlying distribution

Cited in

(12)

• Jackknife empirical likelihood method for testing the equality of two variances
• A test for equality of two distributions via jackknife empirical likelihood and characteristic functions
• Empirical likelihood test for equality of two distributions using distance of characteristic functions
• Jackknife empirical likelihood test for mean residual life functions
• Jackknife empirical likelihood tests for distribution functions
• A test for equality of two distributions via integrating characteristic functions
• Jackknife empirical likelihood test for changes in mean and variance
• Empirical Likelihood Ratio Test With Distribution Function Constraints
• Jackknife empirical likelihood tests for error distributions in regression models
• Jackknife Empirical Likelihood Intervals for Spearman’s Rho
• Jackknife empirical likelihood test for testing one-sided Lévy distribution
• A jackknife empirical likelihood approach for \(K\)-sample tests

This page was built for publication: A consistent jackknife empirical likelihood test for distribution functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q520555)