Quantile and quantile-function estimations under density ratio model

DOI10.1214/13-AOS1129zbMath1292.62072arXiv1308.2845MaRDI QIDQ367004

Yukun Liu, Jiahua Chen

Publication date: 25 September 2013

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.2845

zbMATH Keywords

Bahadur representationconfidence intervalempirical likelihoodasympotic efficiency

Mathematics Subject Classification ID

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

Related Items (19)

Empirical likelihood inference and goodness-of-fit test for logistic regression model under two-phase case-control sampling ⋮ FULL-SEMIPARAMETRIC-LIKELIHOOD-BASED INFERENCE FOR NON-IGNORABLE MISSING DATA ⋮ Statistical inference for a relaxation index of stochastic dominance under density ratio model ⋮ Semiparametric inference on general functionals of two semicontinuous populations ⋮ Density ratio model with data-adaptive basis function ⋮ Permutation tests under a rotating sampling plan with clustered data ⋮ Testing homogeneity for multiple nonnegative distributions with excess zero observations ⋮ Distributed estimation with empirical likelihood ⋮ Semiparametric imputation using conditional Gaussian mixture models under item nonresponse ⋮ Small Area Quantile Estimation ⋮ A new classifier for imbalanced data based on a generalized density ratio model ⋮ Comparison of empirical likelihood and its dual likelihood under density ratio model ⋮ Semiparametric estimation of treatment effect with density ratio model ⋮ Using logistic regression for semiparametric comparison of population means and variances ⋮ Empirical likelihood ratio test on quantiles under a density ratio model ⋮ Semiparametric empirical likelihood inference with estimating equations under density ratio models ⋮ Semiparametric maximum likelihood estimation for a two‐sample density ratio model with right‐censored data ⋮ Composite empirical likelihood for multisample clustered data ⋮ The empirical likelihood estimation of the quantile function under the multiplicative intercept risk model

Uses Software

• R

Cites Work

• Assessing goodness-of-fit of generalized logit models based on case-control data
• Local linear quantile estimation for nonstationary time series
• On the effect of misspecifying the density ratio model
• Quantile estimation under a two-sample semi-parametric model
• On empirical likelihood for semiparametric two-sample density ratio models
• On the Bahadur representation of sample quantiles for dependent sequences
• Approximation Theorems of Mathematical Statistics
• Empirical likelihood ratio confidence intervals for a single functional
• Multivariate logistic compounds
• A goodness-of-fit test for logistic regression models based on case-control data
• Bahadur representations of the empirical likelihood quantile processes
• A Semiparametric Approach to the One-Way Layout
• Density ratio model selection
• A Note on Quantiles in Large Samples
• On Bahadur's Representation of Sample Quantiles
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Quantile and quantile-function estimations under density ratio model