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Balanced augmented empirical likelihood for regression models
Xia,Xiaochao1; Liu,Zhi2
2019-06-01
Source PublicationJournal of the Korean Statistical Society
ISSN1226-3192
Volume48Issue:2Pages:233-247
Abstract

This paper studies the problem of convex hull constraint in conventional empirical likelihood. Specifically, in the framework of regression, a balanced augmented empirical likelihood (BAEL)procedure through adding two synthetic data points is proposed. It can be used to resolve the under-coverage issue, especially in small-sample or high-dimension setting. Furthermore, some asymptotic properties for proposed BAEL ratio statistic are established under mild conditions. The proposed approach performs robust to different random errors by choosing a robust loss function. Extensive simulation studies and a real example are carried out to support our results.

KeywordAsymptotic Properties Balanced Augmented Sample Convex Hull Constraint Empirical Likelihood Regression Models
DOI10.1016/j.jkss.2018.10.006
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000468713300006
Scopus ID2-s2.0-85057292736
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Citation statistics
Document TypeJournal article
CollectionUniversity of Macau
Corresponding AuthorXia,Xiaochao
Affiliation1.College of Science,Huazhong Agricultural University,Wuhan,China
2.Department of Mathematics,University of Macau,Macao
Recommended Citation
GB/T 7714
Xia,Xiaochao,Liu,Zhi. Balanced augmented empirical likelihood for regression models[J]. Journal of the Korean Statistical Society, 2019, 48(2), 233-247.
APA Xia,Xiaochao., & Liu,Zhi (2019). Balanced augmented empirical likelihood for regression models. Journal of the Korean Statistical Society, 48(2), 233-247.
MLA Xia,Xiaochao,et al."Balanced augmented empirical likelihood for regression models".Journal of the Korean Statistical Society 48.2(2019):233-247.
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