Article ID Journal Published Year Pages File Type
1148449 Journal of Statistical Planning and Inference 2008 14 Pages PDF
Abstract

We consider estimation and test problems for some semiparametric two-sample density ratio models. The profile empirical likelihood (EL) poses an irregularity problem under the null hypothesis that the laws of the two samples are equal. We show that a dual form of the profile EL is well defined even under the null hypothesis. A statistical test, based on the dual form of the EL ratio statistic (ELRS), is then proposed. We give an interpretation for the dual form of the ELRS through φφ-divergences and duality techniques. The asymptotic properties of the test statistic are presented both under the null and the alternative hypotheses, and approximation of the power function of the test is deduced.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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