A consistent jackknife empirical likelihood test for distribution functions

Xiaohui Liu, Qihua Wang () and Yi Liu
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Xiaohui Liu: Chinese Academy of Sciences
Qihua Wang: Chinese Academy of Sciences
Yi Liu: Chinese Academy of Sciences

Annals of the Institute of Statistical Mathematics, 2017, vol. 69, issue 2, No 1, 249-269

Abstract: Abstract In this paper, a jackknife empirical likelihood based approach is developed to test whether the underlying distribution is equal to a specified one. The limiting distribution of the proposed testing statistic is derived under some mild conditions. It turns out that the proposed test is consistent and easy to be implemented. Some simulation studies are conducted to evaluate the finite sample behaviors by comparing the proposed method with the existing one. A real data example is also analyzed to illustrate the proposed test approach.

Keywords: Jackknife empirical likelihood; Estimating equations; Cramér–von Mises test (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s10463-015-0550-9

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