A consistent jackknife empirical likelihood test for distribution functions

doi:10.1007/s10463-015-0550-9

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	A consistent jackknife empirical likelihood test for distribution functions
	Liu, Xiaohui 1,2; Wang, Qihua1,3 ; Liu, Yi 1
	2017-04-01
发表期刊	ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
ISSN	0020-3157
卷号	69 期号:2 页码:249-269
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.
关键词	Jackknife empirical likelihood Estimating equations Cramer-von Mises test
DOI	10.1007/s10463-015-0550-9
语种	英语
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
WOS类目	Statistics & Probability
WOS记录号	WOS:000394976900001
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/24921
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.