相关论文: Jackknife Empirical Likelihood-based inference for…
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…
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 Sen index and Sen-Shorrocks-Thon (SST) index are widely used measures of poverty indices. Developing reliable inference for these measures enables us to compare these measures in different populations of interest in an effective way. It…
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…
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…
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 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…
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…
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…
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…
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…
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…
Semivariance is a measure of the dispersion of all observations that fall above the mean or target value of a random variable and it plays an important role in life-length, actuarial and income studies. In this paper, we develop a new…
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…
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…
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 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…
This paper introduces a class of jackknife-based test statistics for linear regression models with endogeneity and heteroskedasticity in the presence of many potentially weak instrumental variables. The tests may be used when considering…
Bivariate extreme-value distributions have been used in modeling extremes in environmental sciences and risk management. An important issue is estimating the dependence function, such as the Pickands dependence function. Some estimators for…
Gini index is a widely used measure of economic inequality. This article develops a general theory for constructing a confidence interval for Gini index with a specified confidence coefficient and a specified width. Fixed sample size…