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Title: Empirical likelihood for non-degenerate U-statistics
Authors: Jing, B.-Y.
Yuan, J.
Zhou, W. 
Keywords: Confidence interval
Empirical likelihood
Issue Date: 15-Apr-2008
Citation: Jing, B.-Y., Yuan, J., Zhou, W. (2008-04-15). Empirical likelihood for non-degenerate U-statistics. Statistics and Probability Letters 78 (6) : 599-607. ScholarBank@NUS Repository.
Abstract: Standard empirical likelihood for U-statistics is too computationally expensive. To overcome this computational difficulty, we reformulate the non-degenerate U-statistics as a sample mean of some "pseudo" observations in this paper, and show that the empirical log-likelihood ratio has an asymptotic chi-squared distribution under the second moment condition. The method is extremely simple to use, and yet provide better coverage accuracy in general than other alternative methods from our simulation studies. © 2007 Elsevier B.V. All rights reserved.
Source Title: Statistics and Probability Letters
ISSN: 01677152
DOI: 10.1016/j.spl.2007.09.021
Appears in Collections:Staff Publications

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