Empirical likelihood ratio under infinite covariance matrix of the random vectors

DOI10.1080/03610926.2020.1713377OpenAlexW3013905207MaRDI QIDQ5078907

Zhi Liu, Conghua Cheng

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1713377

zbMATH Keywords

confidence regionempirical likelihooddomain of attraction of normal lawinfinite covariance matrix

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Statistics (62-XX)

Cites Work

• Empirical likelihood ratio confidence regions
• Asymptotics for multivariate \(t\)-statistic for random vectors in the generalized domain of attraction of the multivariate normal law
• Asymptotics for multivariate \(t\)-statistic and Hotelling's \(T^ 2\)- statistic under infinite second moments via bootstrapping
• When is the Student \(t\)-statistic asymptotically standard normal?
• Large dimensional empirical likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• A limit theorem for sample maxima and heavy branches in Galton–Watson trees
• Jackknife Empirical Likelihood
• New estimators of spectral distributions of Wigner matrices

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