Adjusted empirical likelihood method for quantiles

DOI10.1007/BF02523389zbMath1047.62041MaRDI QIDQ1880990

Wang Zhou, Bing-Yi Jing

Publication date: 27 September 2004

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

tablesquantileEdgeworth expansionempirical likelihoodcondifence interval

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

Related Items

Smoothed jackknife empirical likelihood for the one-sample difference of quantiles ⋮ Computing Critical Values of Exact Tests by Incorporating Monte Carlo Simulations Combined with Statistical Tables ⋮ Bayesian empirical likelihood methods for quantile comparisons ⋮ Empirical likelihood for conditional quantile with left-truncated and dependent data ⋮ Smoothed jackknife empirical likelihood for the difference of two quantiles ⋮ Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles ⋮ Empirical likelihood method for quantiles with response data missing at random ⋮ Quantile estimation for discrete data via empirical likelihood ⋮ Two-sample empirical likelihood ratio tests for medians in application to biomarker evaluations

Cites Work

• Unnamed Item
• Unnamed Item
• Empirical likelihood ratio confidence regions
• Relative deficiency of kernel type estimators of quantiles
• Smoothed empirical likelihood confidence intervals for quantiles
• Empirical likelihood confidence intervals for local linear smoothers
• Kernel Quantile Estimators
• A Smooth Nonparametric Estimator of a Quantile Function
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood confidence intervals for nonparametric density estimation
• EMPIRICAL LIKELIHOOD‐BASED KERNEL DENSITY ESTIMATION
• An empirical likelihood statistic for quantiles
• Estimation of Non-Unique Quantiles