Related papers: Jackknife empirical likelihood ratio test for test…
We develop a jackknife empirical likelihood (JEL) framework for inference on parameters defined through multivariate three-sample U-statistic. From three independent multivariate samples, we construct JEL ratio statistic based on suitable…
Log symmetric distributions are useful in modeling data which show high skewness and have found applications in various fields. Using a recent characterization for log symmetric distributions, we propose a goodness of fit test for testing…
The categorical Gini covariance is a dependence measure between a numerical variable and a categorical variable. The Gini covariance measures dependence by quantifying the difference between the conditional and unconditional distributional…
In the present article, we propose jackknife empirical likelihood (JEL) ratio test for testing the independence of time to failure and cause of failure in competing risks data. We use U-statistic theory to derive the JEL ratio test. The…
Jackknife empirical likelihood (JEL) is an effective modified version of empirical likelihood method (EL). Through the construction of the jackknife pseudo-values, JEL overcomes the computational difficulty of EL method when its constraints…
Heavy-tailed distributions, such as the Cauchy distribution, are acknowledged for providing more accurate models for financial returns, as the normal distribution is deemed insufficient for capturing the significant fluctuations observed in…
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…
We propose the so-called jackknife empirical likelihood approach for the survey data of general unequal probability sampling designs, and analyze parameters defined according to U-statistics. We prove theoretically that jackknife…
In many applications, parameters of interest are estimated by solving some non-smooth estimating equations with $U$-statistic structure. Jackknife empirical likelihood (JEL) approach can solve this problem efficiently by reducing the…
In this paper, we obtain a new characterization result for symmetric distributions based on the entropy measure. Using the characterization, we propose a nonparametric test to test the symmetry of a distribution. We also develop the…
We introduce a novel approach called the Bayesian Jackknife empirical likelihood method for analyzing survey data obtained from various unequal probability sampling designs. This method is particularly applicable to parameters described by…
The categorical Gini correlation is an alternative measure of dependence between a categorical and numerical variables, which characterizes the independence of the variables. A nonparametric test for the equality of K distributions has been…
Survival extropy, which quantifies the uncertainty associated with the remaining lifetime distribution, provides an information-theoretic perspective on survival behavior. We consider a divergence measure based on survival extropy and…
The Gini correlation plays an important role in measuring dependence of random variables with heavy tailed distributions, whose properties are a mixture of Pearson's and Spearman's correlations. Due to the structure of this dependence…
The categorical Gini correlation, $\rho_g$, was proposed by Dang et al. to measure the dependence between a categorical variable, $Y$ , and a numerical variable, $X$. It has been shown that $\rho_g$ has more appealing properties than…
In this paper, we develop a simple non-parametric test for testing normal distribution based on the distance between empirical zero-bias transformation and empirical distribution. The asymptotic properties of the test statistic are studied.…
A new measure of income inequality that captures the heavy tail behavior of the income distribution is proposed. We discuss two different approaches to find the estimators of the proposed measure. We show that these estimators are…
Widely used income inequality measure, Gini index is extended to form a family of income inequality measures known as Single-Series Gini (S-Gini) indices. In this study, we develop empirical likelihood (EL) and jackknife empirical…
There has been an increasing interest in testing the equality of large Pearson's correlation matrices. However, in many applications it is more important to test the equality of large rank-based correlation matrices since they are more…
Estimating the conditional quantile of the interested variable with respect to changes in the covariates is frequent in many economical applications as it can offer a comprehensive insight. In this paper, we propose a novel semiparametric…