Similar Search Results

Interval Estimation for the Correlation Coefficient

Jung, Aekyung - 2011

The correlation coefficient (CC) is a standard measure of the linear association between two random variables. The CC plays a significant role in many quantitative researches. In a bivariate normal distribution, there are many types of interval estimation for CC, such as z-transformation and...

Persistent link: https://www.econbiz.de/10009463413

Jackknife, small bandwidth and high-dimensional asymptotics

Matsushita, Yukitoshi; Otsu, Taisuke - 2019

Persistent link: https://www.econbiz.de/10012491618

Empirical likelihood for network data

Matsushita, Yukitoshi; Otsu, Taisuke - 2023

Persistent link: https://www.econbiz.de/10014430122

Empirical likelihood and uniform convergence rates for dyadic kernel density estimation

Chiang, Harold D.; Tan, Bing Yang - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 906-914

Persistent link: https://www.econbiz.de/10014448457

An Information-theoretic Approach to the Effective Usage of Auxiliary Information from Survey Data

Wu, Changchun; Zhang, Runchu - In: Annals of the Institute of Statistical Mathematics 58 (2006) 3, pp. 499-509

Persistent link: https://www.econbiz.de/10005760178

Smoothed jackknife empirical likelihood inference for the difference of ROC curves

Yang, Hanfang; Zhao, Yichuan - In: Journal of Multivariate Analysis 115 (2013) C, pp. 270-284

paper, we employ the jackknife empirical likelihood (JEL) method to construct confidence intervals for the difference of two … correlated continuous-scale ROC curves. Using the jackknife pseudo-sample, we can avoid estimating several nuisance variables … which have to be estimated in the existing methods. We prove that the smoothed jackknife empirical log likelihood ratio is …

Persistent link: https://www.econbiz.de/10010608105

Empirical likelihood confidence intervals for the mean of a long-range dependent process

Nordman, Daniel; Sibbertsen, Philipp; Lahiri, Soumendra N. - 2005

This paper considers blockwise empirical likelihood for real-valued linear time processes which may exhibit either short- or long-range dependence. Empirical likelihood approaches intended for weakly dependent time series can fail in the presence of strong dependence. However, a modified...

Persistent link: https://www.econbiz.de/10010276032

Bootstrap and Empirical Likelihood-based Semi-parametric Inference for the Difference between Two Partial AUCs

Huang, Xin - 2008

With new tests being developed and marketed, the comparison of the diagnostic accuracy of two continuous-scale diagnostic tests are of great importance. Comparing the partial areas under the receiver operating characteristic curves (pAUC) is an effective method to evaluate the accuracy of two...

Persistent link: https://www.econbiz.de/10009463363

Empirical Likelihood-Based NonParametric Inference for the Difference Between Two Partial AUCS

Yuan, Yan - 2007

Compare the accuracy of two continuous-scale tests is increasing important when a new test is developed. The traditional approach that compares the entire areas under two Receiver Operating Characteristic (ROC) curves is not sensitive when two ROC curves cross each other. A better approach to...

Persistent link: https://www.econbiz.de/10009463422

The empirical likelihood approach to quantifying uncertainty in sample average approximation

Lam, Henry; Zhou, Enlu - In: Operations research letters 45 (2017) 4, pp. 301-307

Persistent link: https://www.econbiz.de/10011740327

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