Jackknife empirical likelihood-based inferences for Lorenz curve with kernel smoothing
Sign Up to like & getrecommendations! Published in 2019 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2017.1417426
Abstract: ABSTRACT The Lorenz curve describes the wealth proportion for an income-ordered population. In this paper, we introduce a kernel smoothing estimator for the Lorenz curve and propose a smoothed jackknife empirical likelihood method for constructing… read more here.
Keywords: jackknife empirical; lorenz curve; empirical likelihood; kernel smoothing ... See more keywords
Jackknife empirical likelihood for the error variance in linear models
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Nonparametric Statistics"
DOI: 10.1080/10485252.2017.1285028
Abstract: ABSTRACT Variance estimation is a fundamental yet important problem in statistical modelling. In this paper, we propose jackknife empirical likelihood (JEL) methods for the error variance in a linear regression model. We prove that the… read more here.
Keywords: variance linear; jackknife empirical; empirical likelihood; error variance ... See more keywords
Jackknife empirical likelihood: small bandwidth, sparse network and high-dimensional asymptotics
Sign Up to like & getrecommendations! Published in 2020 at "Biometrika"
DOI: 10.1093/biomet/asaa081
Abstract: This paper sheds light on inference problems for statistical models under alternative or nonstandard asymptotic frameworks from the perspective of jackknife empirical likelihood. Examples include small bandwidth asymptotics for semiparametric inference and goodness-offit testing, sparse… read more here.
Keywords: sparse network; empirical likelihood; jackknife empirical; small bandwidth ... See more keywords