Residential College | false |
Status | 已發表Published |
Balanced augmented empirical likelihood for regression models | |
Xia,Xiaochao1![]() | |
2019-06-01 | |
Source Publication | Journal of the Korean Statistical Society
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ISSN | 1226-3192 |
Volume | 48Issue: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. |
Keyword | Asymptotic Properties Balanced Augmented Sample Convex Hull Constraint Empirical Likelihood Regression Models |
DOI | 10.1016/j.jkss.2018.10.006 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Mathematics |
WOS Subject | Statistics & Probability |
WOS ID | WOS:000468713300006 |
Scopus ID | 2-s2.0-85057292736 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | University of Macau |
Corresponding Author | Xia,Xiaochao |
Affiliation | 1.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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