An extension to empirical likelihood for evaluating probability weighted moments

DOI10.1016/j.jspi.2016.09.008zbMath1394.62055OpenAlexW2535932907MaRDI QIDQ729716

Alan D. Hutson, Albert Vexler, Li Zou

Publication date: 22 December 2016

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2016.09.008

zbMATH Keywords

empirical likelihoodconfidence interval estimationnonparametric testingWilks theoremprobability weighted moments

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (3)

Jackknife empirical likelihood based inference for probability weighted moments ⋮ Transformed jackknife empirical likelihood for probability weighted moments ⋮ How to implement signed-rank wilcox.test() type procedures when a center of symmetry is unknown

Uses Software

• R
• LMOMENTS

Cites Work

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• Empirical likelihood ratio confidence regions
• Empirical likelihood and general estimating equations
• Posterior expectation based on empirical likelihoods
• Modifications of the Empirical Likelihood Interval Estimation with Improved Coverage Probabilities
• An evaluation of the power and conditionality properties of empirical likelihood
• Order Statistics

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