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A consistent jackknife empirical likelihood test for distribution functions

文献类型：期刊论文

作者Liu, Xiaohui1,2; Wang, Qihua1,3; Liu, Yi1
刊名ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
出版日期2017-04-01
卷号69期号:2页码:249-269
关键词Jackknife empirical likelihood Estimating equations Cramer-von Mises test
ISSN号0020-3157
DOI10.1007/s10463-015-0550-9
英文摘要In this paper, a jackknife empirical likelihood based approach is developed to test whether the underlying distribution is equal to a specified one. The limiting distribution of the proposed testing statistic is derived under some mild conditions. It turns out that the proposed test is consistent and easy to be implemented. Some simulation studies are conducted to evaluate the finite sample behaviors by comparing the proposed method with the existing one. A real data example is also analyzed to illustrate the proposed test approach.
资助项目NNSF of China[11461029] ; NSF of Jiangxi Province[20142BAB211014] ; YSFP of Jiangxi provincial education department[GJJ14350] ; National Science Fund for Distinguished Young Scholars in China[10725106] ; National Natural Science Foundation of China[11171331] ; National Natural Science Foundation of China[11331011] ; Key Lab of Random Complex Structure and Data Science, CAS ; Natural Science Foundation of SZU
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000394976900001
出版者SPRINGER HEIDELBERG
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/24920]  
专题应用数学研究所
通讯作者Wang, Qihua
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
2.Jiangxi Univ Finance & Econ, Sch Stat, Nanchang 330013, Jiangxi, Peoples R China
3.Shenzhen Univ, Inst Stat Sci, Shenzhen 518006, Peoples R China
推荐引用方式
GB/T 7714		 Liu, Xiaohui,Wang, Qihua,Liu, Yi. A consistent jackknife empirical likelihood test for distribution functions[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,2017,69(2):249-269.
APA Liu, Xiaohui,Wang, Qihua,&Liu, Yi.(2017).A consistent jackknife empirical likelihood test for distribution functions.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,69(2),249-269.
MLA Liu, Xiaohui,et al."A consistent jackknife empirical likelihood test for distribution functions".ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 69.2(2017):249-269.

入库方式： OAI收割

来源：数学与系统科学研究院

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