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This paper considers the empirical likelihood (EL) construction of confidence intervals for a linear functional based on right censored lifetime data. Many of the results in literature show that log EL has a limiting scaled chi-square…

Statistics Theory · Mathematics 2012-03-28 Shuyuan He , Wei Liang , Junshan Shen , Grace Yang

This paper introduces a new version of the smoothly trimmed mean with a more general version of weights, which can be used as an alternative to the classical trimmed mean. We derive its asymptotic variance and to further investigate its…

Statistics Theory · Mathematics 2024-09-10 Elina Kresse , Emils Silins , Janis Valeinis

Causal inference is crucial for understanding the true impact of interventions, policies, or actions, enabling informed decision-making and providing insights into the underlying mechanisms that shape our world. In this paper, we establish…

Methodology · Statistics 2024-03-26 Jingyue Huang , Changbao Wu , Leilei Zeng

The likelihood ratio statistic, with its asymptotic $\chi^2$ distribution at regular model points, is often used for hypothesis testing. At model singularities and boundaries, however, the asymptotic distribution may not be $\chi^2$, as…

Statistics Theory · Mathematics 2018-06-25 Jonathan D. Mitchell , Elizabeth S. Allman , John A. Rhodes

I propose two U-statistics to test coefficients in generalized linear models. One of them is used to deal with global hypothesis and the other one to test with the nuisance parameter. Both the statistics proposed are within high-dimensional…

Applications · Statistics 2013-12-03 Gong Zi Jiang Nan

Linear mixed-effects models are widely used in analyzing repeated measures data, including clustered and longitudinal data, where inferences of both fixed effects and variance components are of importance. Unlike the fixed effect inference…

Methodology · Statistics 2022-08-31 J. Zhang , W. Guo , J. S. Carpenter , Andrew Leroux , K. R. Merikangas , N. G. Martin , I. B. Hickie , H. Shou , H. Li

In this paper, in order to test whether changes have occurred in a nonlinear parametric regression, we propose a nonparametric method based on the empirical likelihood. Firstly, we test the null hypothesis of no-change against the…

Statistics Theory · Mathematics 2014-05-22 Gabriela Ciuperca , Zahraa Salloum

Nonprobability (convenience) samples are increasingly sought to reduce the estimation variance for one or more population variables of interest that are estimated using a randomized survey (reference) sample by increasing the effective…

Objectives: This study provides an effective model selection method based on the empirical likelihood approach for constructing summary receiver operating characteristic (sROC) curves from meta-analyses of diagnostic studies. Methods: We…

Methodology · Statistics 2018-03-13 ShengLi Tzeng , Chun-Shu Chen , Yu-Fen Li , Jin-Hua Chen

We generalize the generalized likelihood ratio (GLR) method through a novel push-out Leibniz integration approach. Extending the conventional push-out likelihood ratio (LR) method, our approach allows the sample space to be…

Methodology · Statistics 2025-05-02 Xingyu Ren , Michael C. Fu

Nonparametric tests for equality of multivariate distributions are frequently desired in research. It is commonly required that test-procedures based on relatively small samples of vectors accurately control the corresponding Type I Error…

Methodology · Statistics 2021-01-14 Ablert Vexler , Gregory Gurevich , Li Zou

We consider linear structural equation models that are associated with mixed graphs. The structural equations in these models only involve observed variables, but their idiosyncratic error terms are allowed to be correlated and…

Computation · Statistics 2017-10-10 Y. Samuel Wang , Mathias Drton

As a nonparametric statistical inference approach, empirical likelihood has been found very useful in numerous occasions. However, it encounters serious computational challenges when applied directly to the modern massive dataset. This…

Methodology · Statistics 2024-01-24 Jinye Du , Qihua Wang

Energy distance is a statistical distance between the distributions of random variables, which characterizes the equality of the distributions. Utilizing the energy distance, we develop a nonparametric test for the diagonal symmetry, which…

Methodology · Statistics 2019-08-20 Yongli Sang , Xin Dang

In this paper we use a well know method in statistics, the $\delta$-method, to provide an asymptotic distribution for the Mutual Information, and construct and independence test based on it. Interesting connections are found with the…

Methodology · Statistics 2025-02-26 Marius Marinescu , Costel Balcau

Bayesian inference provides a flexible way of combining data with prior information. However, quantile regression is not equipped with a parametric likelihood, and therefore, Bayesian inference for quantile regression demands careful…

Statistics Theory · Mathematics 2012-07-24 Yunwen Yang , Xuming He

The complexity underlying real-world systems implies that standard statistical hypothesis testing methods may not be adequate for these peculiar applications. Specifically, we show that the likelihood-ratio test's null-distribution needs to…

Methodology · Statistics 2021-07-06 Giona Casiraghi

It is well-known that each statistic in the family of power divergence statistics, across $n$ trials and $r$ classifications with index parameter $\lambda\in\mathbb{R}$ (the Pearson, likelihood ratio and Freeman-Tukey statistics correspond…

Statistics Theory · Mathematics 2021-12-28 Robert E. Gaunt

The upper bounds on the coverage probabilities of the confidence regions based on blockwise empirical likelihood [Kitamura (1997)] and nonstandard expansive empirical likelihood [Nordman et al. (2013)] methods for time series data are…

Methodology · Statistics 2014-08-01 Xianyang Zhang , Xiaofeng Shao

Two-sample tests for multivariate data and non-Euclidean data are widely used in many fields. Parametric tests are mostly restrained to certain types of data that meets the assumptions of the parametric models. In this paper, we study a…

Methodology · Statistics 2018-05-01 Hao Chen , Xu Chen , Yi Su
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