The quantile-based empirical likelihood for the difference of quantiles

DOI10.1016/J.SPL.2024.110252MaRDI QIDQ6650743zbMATH OpenFDO

Authors Lichun Dai, Pengfei Liu, Yi-Ming Liu, Guangren Yang

Publication date 9 December 2024

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2024.110252

zbMATH Keywords

QELquantile differencessmoothed log-empirical likelihood

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Hypothesis testing in multivariate analysis (62H15) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Recommendations

• scientific article; zbMATH DE number 1894668
• Empirical likelihood for the difference of quantiles under censorship
• Smoothed empirical likelihood inference for the difference of two quantiles with right censoring
• Smoothed jackknife empirical likelihood for the difference of two quantiles
• On weak convergence of quantile-based empirical likelihood process for ROC curves

Cites work

• A test for equality of two distributions via jackknife empirical likelihood and characteristic functions
• A two-sample test for equality of means in high dimension
• A two-sample test for high-dimensional data with applications to gene-set testing
• Adjusted empirical likelihood method for quantiles
• Empirical likelihood
• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• scientific article; zbMATH DE number 1894668 (Why is no real title available?)
• Jackknife Empirical Likelihood
• Q-convergence with interquartile ranges
• Smoothed jackknife empirical likelihood for the one-sample difference of quantiles
• Tests for covariance matrices in high dimension with less sample size
• Two sample tests for high-dimensional covariance matrices
• Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
• Two-Sample Test of High Dimensional Means Under Dependence

Cited in

(1)

• On weak convergence of quantile-based empirical likelihood process for ROC curves

This page was built for publication: The quantile-based empirical likelihood for the difference of quantiles

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6650743)