The quantile-based empirical likelihood for the difference of quantiles

Lichun Dai, Pengfei Liu, Yiming Liu and Guangren Yang

Statistics & Probability Letters, 2025, vol. 216, issue C

Abstract: This paper aims to explore the inference of quantile differences using the quantile-based empirical likelihood (QEL) method. In contrast to traditional empirical likelihood-based approaches, the proposed method yields an explicit likelihood ratio, making it user-friendly in practical applications. Additionally, as an expansion, the comparison of quantile differences between two populations is initially considered as a measure of differences. The limiting distribution of the smoothed log-empirical likelihood ratio for both cases is theoretically derived. The paper also includes simulation studies and an analysis of a dataset comprising 6033 genes.

Keywords: Quantile differences; QEL; Smoothed log-empirical likelihood (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2024.110252

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