کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1154102 958371 2008 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Empirical likelihood for non-degenerate U-statistics
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Empirical likelihood for non-degenerate U-statistics
چکیده انگلیسی
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.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 78, Issue 6, 15 April 2008, Pages 599-607
نویسندگان
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