Search results for "Empirical likelihood"
showing 5 items of 5 documents
Empirical Likelihood-Based ANOVA for Trimmed Means
2016
In this paper, we introduce an alternative to Yuen’s test for the comparison of several population trimmed means. This nonparametric ANOVA type test is based on the empirical likelihood (EL) approach and extends the results for one population trimmed mean from Qin and Tsao (2002). The results of our simulation study indicate that for skewed distributions, with and without variance heterogeneity, Yuen’s test performs better than the new EL ANOVA test for trimmed means with respect to control over the probability of a type I error. This finding is in contrast with our simulation results for the comparison of means, where the EL ANOVA test for means performs better than Welch’s heteroscedastic…
Confidence Intervals for the Mean Based on Exponential Type Inequalities and Empirical Likelihood
2013
For independent observations, recently, it has been proposed to construct the confidence intervals for the mean using exponential type inequalities. Although this method requires much weaker assumptions than those required by the classical methods, the resulting intervals are usually too large. Still in special cases, one can find some advantage of using bounded and unbounded Bernstein inequalities. In this paper, we discuss the applicability of this approach for dependent data. Moreover, we propose to use the empirical likelihood method both in the case of independent and dependent observations for inference regarding the mean. The advantage of empirical likelihood is its Bartlett correcta…
Empirical Likelihood Method for a Location Parameter Using Some Robust Estimators
2022
Pētījumā attīstītas empīriskās ticamības (EL) metodes divu un vairāku neatkarīgu populāciju salīdzināšanai, balstoties uz robustiem lokācijas parametra novērtētājiem. Iegūti jauni asimptotiskie rezultāti par empīriskās ticamības metodēm: 1) divu M-novērtētāju starpībai; 2) divu nošķeltu vidējo vērtību starpībai; 3) uz empīrisko ticamību balstītai ANOVA metodei vairāk kā divu nošķeltu vidējo vērtību salīdzināšanai. Tika izstrādāts simulāciju eksperiments un analizēti datu piemēri, kas parādīja, ka jauniegūtās metodes ir līdzvērtīga alternatīva klasiskās statistikas metodēm gadījumos, kad dati ir normāli sadalīti – tām ir līdzīga jauda un spēja kontrolēt empīrisko pirmā veida kļūdu. Turklāt m…
An extended continuous mapping theorem for outer almost sure weak convergence
2019
International audience; We prove an extended continuous mapping theorem for outer almost sure weak convergence in a metric space, a notion that is used in bootstrap empirical processes theory. Then we make use of those results to establish the consistency of several bootstrap procedures in empirical likelihood theory for functional parameters.
Two‐sample problems in statistical data modelling
2010
A common problem in mathematical statistics is to check whether two samples differ from each other. From modelling point of view it is possible to make a statistical test for the equality of two means or alternatively two distribution functions. The second approach allows to represent the two‐sample test graphically. This can be done by adding simultaneous confidence bands to the probability‐probability (P — P) or quantile‐quantile (Q — Q) plots. In this paper we compare empirically the accuracy of the classical two‐sample t‐test, empirical likelihood method and several bootstrap methods. For a real data example both Q — Q and P — P plots with simultaneous confidence bands have been plotted…