Smoothed jackknife empirical likelihood for the difference of two quantiles
type: Item
instance of: scholarly article
title: Smoothed jackknife empirical likelihood for the difference of two quantiles
zbMATH Open document ID: 1387.62062
author: Hanfang Yang
author: Yichuan Zhao
published in: Annals of the Institute of Statistical Mathematics
publication date: 2017-11-16T00:00:00Z
review text: The construction of confidence intervals for the difference \(\theta (p)\) of the \(p\)-th quantiles of two distribution functions based on two independent samples is studied. The traditional approach is based on the asymptotic normality of empirical estimators, which requires estimation of unknown density functions. In this paper, a smoothed estimation equation is first proposed for the difference of quantiles. Jackknife pseudo values are then defined based on this estimation equation and used to construct an empirical likelihood ratio function for \(\theta(p)\), which is shown to follow a chi-squared distribution with one degree of freedom and used to define consistent jackknife empirical likelihood (JEL) confidence intervals for \(\theta(p)\). Simulation studies are performed to compare the coverages and lengths of the JEL confidence intervals with that of confidence intervals constructed based on normal approximations.
reviewed by: Dongsheng Tu
Mathematics Subject Classification ID: 62G15
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 6807783
zbMATH Keywords: confidence interval
zbMATH Keywords: difference of quantiles
zbMATH Keywords: empirical likelihood
zbMATH Keywords: estimation equation
zbMATH Keywords: jackknife pseudo values
zbMATH Keywords: kernel smoothing
MaRDI profile type: Publication
full work available at URL: s10463-016-0576-7
OpenAlex ID: W2494229963
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DOI: 10.1007/S10463-016-0576-7
description: scientific article; zbMATH DE number 6807783