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The article concerns hybrid combinations of empirical and parametric likelihood functions. Combining the two allows classical parametric likelihood to be crucially modified via the nonparametric counterpart, making possible model…

Statistics Theory · Mathematics 2024-09-25 Ingrid Dæhlen , Nils Lid Hjort

Binary classifiers trained on a certain proportion of positive items introduce a bias when applied to data sets with different proportions of positive items. Most solutions for dealing with this issue assume that some information on the…

Machine Learning · Statistics 2021-02-18 Marco J. H. Puts , Piet J. H. Daas

Robust classification algorithms have been developed in recent years with great success. We take advantage of this development and recast the classical two-sample test problem in the framework of classification. Based on the estimates of…

Statistics Theory · Mathematics 2019-09-18 Haiyan Cai , Bryan Goggin , Qingtang Jiang

A recent article on generalised linear mixed model asymptotics, Jiang et al. (2022), derived the rates of convergence for the asymptotic variances of maximum likelihood estimators. If $m$ denotes the number of groups and $n$ is the average…

Statistics Theory · Mathematics 2023-04-03 Luca Maestrini , Aishwarya Bhaskaran , Matt P. Wand

High-dimensional statistical inference with general estimating equations are challenging and remain less explored. In this paper, we study two problems in the area: confidence set estimation for multiple components of the model parameters,…

Methodology · Statistics 2021-04-28 Jinyuan Chang , Song Xi Chen , Cheng Yong Tang , Tong Tong Wu

Missing covariates are not uncommon in capture-recapture studies. When covariate information is missing at random in capture-recapture data, an empirical full likelihood method has been demonstrated to outperform…

Methodology · Statistics 2025-07-15 Yang Liu , Yukun Liu , Pengfei Li , Riquan Zhang

A composite likelihood is a non-genuine likelihood function that allows to make inference on limited aspects of a model, such as marginal or conditional distributions. Composite likelihoods are not proper likelihoods and need therefore…

Methodology · Statistics 2021-04-06 Michele Lambardi di San Miniato , Nicola Sartori

So-called linear rank statistics provide a means for distribution-free (even in finite samples), yet highly flexible, two-sample testing in the setting of univariate random variables. Their flexibility derives from a choice of weights that…

Methodology · Statistics 2023-10-03 Dan D. Erdmann-Pham

The two-sample problem, which consists in testing whether independent samples on $\mathbb{R}^d$ are drawn from the same (unknown) distribution, finds applications in many areas. Its study in high-dimension is the subject of much attention,…

Statistics Theory · Mathematics 2023-02-09 Stephan Clémençon , Myrto Limnios , Nicolas Vayatis

A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts…

Statistics Theory · Mathematics 2015-06-22 Gabriela Ciuperca , Zahraa Salloum

In this paper we have adapted Bahl and Tuteja (1991) estimator in systematic sampling using auxiliary information. Using Bedi (1996) transformation an improved estimator is also proposed under systematic sampling. The expressions of bias…

Applications · Statistics 2013-07-22 Rajesh Singh , Sachin Malik , Viplav K. Singh

This paper proposes a versatile covariate adjustment method that directly incorporates covariate balance in regression discontinuity (RD) designs. The new empirical entropy balancing method reweights the standard local polynomial RD…

Econometrics · Economics 2024-05-29 Jun Ma , Zhengfei Yu

Nested sampling has emerged as a valuable tool for Bayesian analysis, in particular for determining the Bayesian evidence. The method is based on a specific type of random sampling of the likelihood function and prior volume of the…

Instrumentation and Methods for Astrophysics · Physics 2015-05-27 Charles R. Keeton

In this paper, we study a generalization of the two-groups model in the presence of covariates --- a problem that has recently received much attention in the statistical literature due to its applicability in multiple hypotheses testing…

Methodology · Statistics 2019-02-01 Nabarun Deb , Sujayam Saha , Adityanand Guntuboyina , Bodhisattva Sen

Non-probability samples become increasingly popular in survey statistics but may suffer from selection biases that limit the generalizability of results to the target population. We consider integrating a non-probability sample with a…

Methodology · Statistics 2019-08-26 Shu Yang , Jae Kwang Kim , Rui Song

We propose an empirical likelihood ratio test for nonparametric model selection, where the competing models may be nested, nonnested, overlapping, misspecified, or correctly specified. It compares the squared prediction errors of models…

Methodology · Statistics 2022-01-21 Jiancheng Jiang , Jiang Xuejun , Wang Haofeng

We introduce estimation and test procedures through divergence minimiza- tion for models satisfying linear constraints with unknown parameter. These procedures extend the empirical likelihood (EL) method and share common features with…

Statistics Theory · Mathematics 2016-11-25 Michel Broniatowski , Amor Keziou

We proposed new and more efficient estimators for estimating population proportion of respondents belonging to two related sensitive attributes in survey sampling by extending the work of Mangat (1994). Our proposed estimators are more…

Methodology · Statistics 2016-01-05 Olusegun S. Ewemooje , Godwin N. Amahia

In this paper, we combine calibration for population totals proposed by Deville and S\"arndal (1992) with calibration for population quantiles introduced by Harms and Duchesne (2006). We also extend the pseudo-empirical likelihood method…

Methodology · Statistics 2023-08-28 Maciej Beręsewicz , Marcin Szymkowiak

We consider an empirical likelihood framework for inference for a statistical model based on an informative sampling design. Covariate information is incorporated both through the weights and the estimating equations. The estimator is based…

Methodology · Statistics 2019-05-03 Sanjay Chaudhuri , Mark S. Handcock