Signed rank based empirical likelihood for the symmetric location model

Xiaojie Du and Anton Schick

Statistics & Probability Letters, 2018, vol. 137, issue C, 40-45

Abstract: An empirical likelihood approach with an increasing number of bounded signed rank based constraints is derived for inference about the center of symmetry in the symmetric location model. A Wilks type theorem is derived where the number of constraints is allowed to grow at the rate o(n2∕5). This rate is faster than the rate o(n1∕3) obtained in Hjort et al. (2009) and Peng and Schick (2013) for bounded constraints.

Keywords: Empirical likelihood with an increasing number of constraints; Wilks type theorem (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1016/j.spl.2018.01.004

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