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https://doi.org/10.1016/j.spl.2007.09.021
Title: | Empirical likelihood for non-degenerate U-statistics | Authors: | Jing, B.-Y. Yuan, J. Zhou, W. |
Keywords: | Confidence interval Empirical likelihood U-statistics |
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. https://doi.org/10.1016/j.spl.2007.09.021 | 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 | URI: | http://scholarbank.nus.edu.sg/handle/10635/105117 | ISSN: | 01677152 | DOI: | 10.1016/j.spl.2007.09.021 |
Appears in Collections: | Staff Publications |
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