Depth-based weighted empirical likelihood and general estimating equations

doi:10.1080/10485252.2011.594510

CORC > 上海财经大学 > 上海财经大学

	Depth-based weighted empirical likelihood and general estimating equations
	Jiang, Yunlu 1; Wang, Shaoli 3; Ge, Wenxiu 1; Wang, Xueqin 1,2
刊名	JOURNAL OF NONPARAMETRIC STATISTICS
	2011
卷号	23 期号:4 页码:1051-1062
关键词	weighted empirical likelihood general estimating equations depth function robustness
ISSN号	1048-5252
DOI	10.1080/10485252.2011.594510
英文摘要	In this paper, we link the depth-based weighted empirical likelihood (WEL) with general estimating equations to produce a robust estimation of parameters for contaminated data with auxiliary information about the parameters. Such auxiliary information can be expressed through a group of functionally independent general estimating equations. Under general conditions, asymptotic properties of the WEL estimator are established. Furthermore, we prove that the WEL ratio statistic is asymptotically chi-squared distributed. Simulation studies are conducted to test the robustness of the WEL estimator. Finally, we apply the proposed method to analyse the gilgai survey data.
WOS研究方向	Mathematics
语种	英语
出版者	TAYLOR & FRANCIS LTD
WOS记录号	WOS:000299693600013
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/2909]
专题	上海财经大学
通讯作者	Wang, Xueqin
作者单位	1.Sun Yat Sen Univ, Sch Math & Computat Sci, Dept Stat Sci, Guangzhou 510275, Guangdong, Peoples R China; 2.Sun Yat Sen Univ, Zhongshan Med Sch, Bioinformat Lab, Guangzhou 510080, Guangdong, Peoples R China; 3.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China
推荐引用方式 GB/T 7714	Jiang, Yunlu,Wang, Shaoli,Ge, Wenxiu,et al. Depth-based weighted empirical likelihood and general estimating equations[J]. JOURNAL OF NONPARAMETRIC STATISTICS,2011,23(4):1051-1062.
APA	Jiang, Yunlu,Wang, Shaoli,Ge, Wenxiu,&Wang, Xueqin.(2011).Depth-based weighted empirical likelihood and general estimating equations.JOURNAL OF NONPARAMETRIC STATISTICS,23(4),1051-1062.
MLA	Jiang, Yunlu,et al."Depth-based weighted empirical likelihood and general estimating equations".JOURNAL OF NONPARAMETRIC STATISTICS 23.4(2011):1051-1062.