Please use this identifier to cite or link to this item:
https://doi.org/10.1016/j.spl.2007.09.021
DC Field | Value | |
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dc.title | Empirical likelihood for non-degenerate U-statistics | |
dc.contributor.author | Jing, B.-Y. | |
dc.contributor.author | Yuan, J. | |
dc.contributor.author | Zhou, W. | |
dc.date.accessioned | 2014-10-28T05:11:46Z | |
dc.date.available | 2014-10-28T05:11:46Z | |
dc.date.issued | 2008-04-15 | |
dc.identifier.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 | |
dc.identifier.issn | 01677152 | |
dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/105117 | |
dc.description.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. | |
dc.description.uri | http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/j.spl.2007.09.021 | |
dc.source | Scopus | |
dc.subject | Confidence interval | |
dc.subject | Empirical likelihood | |
dc.subject | U-statistics | |
dc.type | Article | |
dc.contributor.department | STATISTICS & APPLIED PROBABILITY | |
dc.description.doi | 10.1016/j.spl.2007.09.021 | |
dc.description.sourcetitle | Statistics and Probability Letters | |
dc.description.volume | 78 | |
dc.description.issue | 6 | |
dc.description.page | 599-607 | |
dc.description.coden | SPLTD | |
dc.identifier.isiut | 000255469100004 | |
Appears in Collections: | Staff Publications |
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