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We apply empirical likelihood method to constructing confidence regions for the difference of the means of two d-dimensional samples. It is shown that the empirical likelihood ratio test has an asymptotic chi-squared distribution. The Bartlett correction for the univariate case (d=1) has been...
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We propose a two-sample adjusted empirical likelihood (AEL) to construct confidence regions for the difference of two d-dimensional population means. This method eliminates the non-definition of the usual two-sample empirical likelihood (EL) and is shown to be Bartlett correctable. We further...
Persistent link: https://www.econbiz.de/10008488052
Sensitivity tests are used to make inferences about a sensitivity, a characteristic property of some products that cannot be observed directly. For binary response sensitivity data (dead or alive, explode or unexplode), the Langlie and Neyer are two well-known sensitivity tests. The priorities...
Persistent link: https://www.econbiz.de/10010710989
This article is concerned with the calibration of the empirical likelihood (EL) for high-dimensional data where the data dimension may increase as the sample size increases. We analyze the asymptotic behavior of the EL under a general multivariate model and provide weak conditions under which...
Persistent link: https://www.econbiz.de/10011000060
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A nonparametric method based on the empirical likelihood is proposed to detect the change-point from a sequence of independent random variables. The empirical likelihood ratio test statistic is proved to have the same limit null distribution as that with classical parametric likelihood. Under...
Persistent link: https://www.econbiz.de/10005259183
In this paper, we consider how to yield a robust empirical likelihood estimation for regression models. After introducing modal regression, we propose a novel empirical likelihood method based on modal regression estimation equations, which has the merits of both robustness and high inference...
Persistent link: https://www.econbiz.de/10011241319
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The gas engine-driven heat pump (GEHP), which has been considered as a preferable choice in the heating and air-conditioning scheme can make full use of the waste heat from the engine and achieve a higher primary energy ratio (PER) than other forms of heating/cooling systems. In this paper, the...
Persistent link: https://www.econbiz.de/10009274949