相关论文: Jackknife Empirical Likelihood-based inference for…

This paper studies the asymptotic properties of and alternative inference methods for kernel density estimation (KDE) for dyadic data. We first establish uniform convergence rates for dyadic KDE. Secondly, we propose a modified jackknife…

This paper develops empirical likelihood methodology for irregularly spaced spatial data in the frequency domain. Unlike the frequency domain empirical likelihood (FDEL) methodology for time series (on a regular grid), the formulation of…

Empirical Likelihood (EL) is a type of nonparametric likelihood that is useful in many statistical inference problems, including confidence region construction and $k$-sample problems. It enjoys some remarkable theoretical properties,…

The area under a receiver operating characteristic curve (AUC) is a useful tool to assess the performance of continuous-scale diagnostic tests on binary classification. In this article, we propose an empirical likelihood (EL) method to…

In this paper, we establish the stochastic ordering of the Gini indexes for multivariate elliptical risks which generalized the corresponding results for multivariate normal risks. It is shown that several conditions on dispersion matrices…

We investigate a generalized empirical likelihood approach in a two-group setting where the constraints on parameters have a form of U-statistics. In this situation, the summands that consist of the constraints for the empirical likelihood…

Socio-economic inequality is characterized from data using various indices. The Gini ($g$) index, giving the overall inequality is the most common one, while the recently introduced Kolkata ($k$) index gives a measure of $1-k$ fraction of…

Jackknife instrumental variable estimation (JIVE) is a classic method to leverage many weak instrumental variables (IVs) to estimate linear structural models, overcoming the bias of standard methods like two-stage least squares. In this…

The empirical likelihood inference is extended to a class of semiparametric models for stationary, weakly dependent series. A partially linear single-index regression is used for the conditional mean of the series given its past, and the…

The pursuit of having an appropriate level of income inequality should be viewed as one of the biggest challenges facing academic scholars as well as policy makers. Unfortunately, research on this issue is currently lacking. This study is…

In this paper, we use the empirical likelihood method to construct the confidence regions for the difference between the parameters of a two-phases nonlinear model with random design. We show that the empirical likelihood ratio has an…

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…

In this paper, we propose considering an exact likelihood score (ELS) test for non-inferiority comparison and we derive its test-based confidence interval for the difference between two independent binomial proportions. The p-value for this…

We study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index $\alpha\in(1,2)$).…

Efron [J. Roy. Statist. Soc. Ser. B 54 (1992) 83--111] proposed a computationally efficient method, called the jackknife-after-bootstrap, for estimating the variance of a bootstrap estimator for independent data. For dependent data, a…

Longitudinal data are common in clinical trials and observational studies, where missing outcomes due to dropouts are always encountered. Under such context with the assumption of missing at random, the weighted generalized estimating…

The evolution of Gini coefficient for personal incomes in the USA between 1947 and 2005 is analyzed and modeled. There are several versions of personal income distribution (PID) provided by the US Census Bureau (US CB) for this period with…

Via an axiomatic approach, we characterize the family of n-th order Gini deviation, defined as the expected range over n independent draws from a distribution, to quantify joint dispersion across multiple observations. This family extends…

The Gini coefficient is an universally used measurement of income inequality. Intersectoral GDP contributions reveal the economic development of different sectors of the national economy. Linking intersectoral GDP contributions to Gini…

The categorical Gini correlation proposed by Dang et al. is a dependence measure to characterize independence between categorical and numerical variables. The asymptotic distributions of the sample correlation under dependence and…