Related papers: Empirical Likelihood Test for Diagonal Symmetry
A classical problem in statistics is estimating the expected coverage of a sample, which has had applications in gene expression, microbial ecology, optimization, and even numismatics. Here we consider a related extension of this problem to…
We propose a new approach that combines multiple non-parametric likelihood-type components to build a data-driven approximation of the true likelihood function. Our approach is built on empirical likelihood, a non-parametric approximation…
We propose a novel kernel-based nonparametric two-sample test, employing the combined use of kernel mean and kernel covariance embedding. Our test builds on recent results showing how such combined embeddings map distinct probability…
This article presents a new proof of the rate of convergence to the normal distribution of sums of independent, identically distributed random variables in chi-square distance, which was also recently studied in \cite{BobkovRenyi}. Our…
We propose a class of nonparametric two-sample tests with a cost linear in the sample size. Two tests are given, both based on an ensemble of distances between analytic functions representing each of the distributions. The first test uses…
According to the Jarzynski theorem, equilibrium free energy differences can be calculated from the statistics of work carried out during non-equilibrium transformations. Although exact, this approach can be plagued by large statistical…
This paper considers the maximum generalized empirical likelihood (GEL) estimation and inference on parameters identified by high dimensional moment restrictions with weakly dependent data when the dimensions of the moment restrictions and…
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…
The symmetry energy expansion was developed to connect isospin symmetric matter probed in nuclear experiments to asymmetric matter found in neutron stars. Using the isospin asymmetry derived from the Gell-Mann-Nishijima formula, we derive…
This paper introduces a version of empirical likelihood based on the periodogram and spectral estimating equations. This formulation handles dependent data through a data transformation (i.e., a Fourier transform) and is developed in terms…
This paper introduces nonparametric econometric methods that characterize general power law distributions under basic stability conditions. These methods extend the literature on power laws in the social sciences in several directions.…
Many partially-successful attempts have been made to find the most natural discrete-variable version of Shannon's entropy power inequality (EPI). We develop an axiomatic framework from which we deduce the natural form of a discrete-variable…
We propose novel methodology for testing equality of model parameters between two high-dimensional populations. The technique is very general and applicable to a wide range of models. The method is based on sample splitting: the data is…
This paper introduces a quasi-likelihood ratio testing procedure for diffusion processes observed under nonsynchronous sampling schemes. High-frequency data, particularly in financial econometrics, are often recorded at irregular time…
We give a general unified method that can be used for $L_1$ {\em closeness testing} of a wide range of univariate structured distribution families. More specifically, we design a sample optimal and computationally efficient algorithm for…
Random probabilities are a key component to many nonparametric methods in Statistics and Machine Learning. To quantify comparisons between different laws of random probabilities several works are starting to use the elegant Wasserstein over…
From recent CMB and Large Scale Structure observations the value of the equation of state of dark energy, assuming it to be constant in time, is constrained to be -1.3<w<-0.7 at the 95% confidence level: consistent with dark energy being a…
An inequality is derived for the average $t$-energy of pinned distance measures, where $0 < t < 1$. This refines Mattila's theorem on distance sets to pinned distance sets, and gives an analogue of Liu's theorem for pinned distance sets of…
A nonlinear model with response variable missing at random is studied. In order to improve the coverage accuracy, the empirical likelihood ratio (EL) method is considered. The asymptotic distribution of EL statistic and also of its…
The conditional independence assumption has recently appeared in a growing body of literature on the estimation of multivariate mixtures. We consider here conditionally independent multivariate mixtures of power series distributions with…