An extended empirical likelihood approach to improved estimation
Abstract
The extended empirical likelihood is proposed recently to improve the
coverage accuracy of empirical likelihood ratio condence region. In this
paper, we use the extended empirical likelihood(EEL) to incorporate side
information to improve the eciency of the empirical estimator of some linear
functional. We get the asymptotic normality of the EEL-weighted estimator
and our simulation study shows that the EEL-weighted estimator performs
better than the usual empirical likelihood(EL) weighted estimator and the
empirical estimator, especially when the sample size is small.
Full Text:
PDFReferences
Chen, S.X.(1993). On the accuracy of empirical likelihood condence regions
for linear regression model. Annals of Institute of Statistical Math-
ematics,93, 215-220.
Chen,J., Variyath, A.M. and Abraham,B.(2008). Adjusted empirical likelihood
and its properties. Journal of Computational and Graphical Statis-
tics, 3, 426-443.
DiCiccio, T.J., Hall, P. and Romano, J.P.(1990). Empirical likelihood is
Bartlett correctable. Annals of Statistics, 19: 1053-1061.
Emerson, S.C. and Owen, A.B.(2009). Calibration of the empirical likelihood
method for a vector mean.Electronic Journal of Statistics,3: 1161-
Jing, B.Y., Yuan, J.Q. and Zhou, W.(2009). Jackknife empirical likelihood.
Journal of the American Statistical Association.104(487):1224-
Li,L.N.(2016). Maximum empirical likelihood estimation in U-statistics
based general estimating equations. Ph.D. Dissertation.
Lin, Q. (2013). A jackknife empirical likelihood approach to goodness of
t U-statistics testing with side information. Ph.D. Dissertation.
Owen, A.B.(1990). Empirical likelihood condence region. Annals of
Statistics,18: 90-120.
Owen, A.B.(2001). Empirical likelihood, Chapman Hall/CRC, London.
Peng, H.X.(2015). On a class of easy maximum empirical likelihood
estimation. preprint.
Qin,J. and Lawless, J.(1994). Empirical likelihood and general estimating
equations. Annal of Statistics, 22: 300-325.
Tsao, M.(2013). Extending the empirical likelihood by domain expansion.
The Canadian Journal of Statistics. 42(2): 257-274.
Wang, S. (2015). An easy empirical likelihood approach to improved
estimation. Ph.D. Dissertation.
Yuan, A., He, W., Wang, B. and Qin, G.(2012). U-statistics with side
information. J. Multiv. Analy. 111: 20-38.
Zhang, B.(1995). M-estimation and quantile estimation in the presence
of auxiliary information. J. Statist. Plann. Infer., 44: 77-94.
Zhang, B.(1997). Quantile processes in the presence of auxiliary information.
Ann. Inst. Statist. Math. 49: 35-55.
Zhang, B. (1999). Bootstrapping with auxiliary information. The Cana-
dian Journal of Statistics.27(2):237-249.
Refbacks
- There are currently no refbacks.