Estimating a distribution function in the presence of auxiliary information

DOI10.1007/BF02717176zbMath0912.62058MaRDI QIDQ1377361

Biao Zhang

Publication date: 26 May 1999

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/186258

zbMATH Keywords

weak convergenceGaussian processempirical likelihoodauxiliary informationrelative efficiency

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

Related Items (8)

Bootstrapping with auxiliary information ⋮ Estimating the Conditional Error Distribution in Non-parametric Regression ⋮ Asymptotic \(Z\) and chi-squared tests with auxiliary information ⋮ Distribution estimation with smoothed auxiliary information ⋮ On Empirical Distribution Functions Under Auxiliary Information ⋮ Empirical likelihood estimators for the error distribution in nonparametric regression models ⋮ Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes ⋮ Empirical processes with estimated parameters under auxiliary information

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• Methodology and Algorithms of Empirical Likelihood
• Approximation Theorems of Mathematical Statistics
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood estimation for finite populations and the effective usage of auxiliary information

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