Jackknife empirical likelihood based inference for Probability weighted moments
Methodology
2018-07-13 v1
Abstract
In the present article, we discuss jackknife empirical likelihood (JEL) and adjusted jackknife empirical likelihood (AJEL) based inference for finding confidence intervals for probability weighted moment (PWM). We obtain the asymptotic distribution of the JEL ratio and AJEL ratio statistics. We compare the performance of the proposed confidence intervals with recently developed methods in terms of coverage probability and average length. We also develop JEL and AJEL based test for PWM and study it properties. Finally we illustrate our method using rainfall data of Indian states.
Keywords
Cite
@article{arxiv.1807.04450,
title = {Jackknife empirical likelihood based inference for Probability weighted moments},
author = {Deepesh Bhati and Sudheesh K Kattumannil and N Sreelakshmi},
journal= {arXiv preprint arXiv:1807.04450},
year = {2018}
}