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Empirical Likelihood-Based Confidence Regions for the Structural Relationship Parameter

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    Abstract

    Structural relationship models describe a semi-parametric relationship between two distribution functions such as location-scale or Lehmann alternative models. The relationship is determined by some structural relationship parameter h. Our aim is to construct the confidence region for h and to validate the presence of the structural relationship between two samples. We address this problem by considering the empirical likelihood method for probability-probability plots.

    Original languageEnglish
    Title of host publicationICoMS 2023 - 2023 6th International Conference on Mathematics and Statistics
    Place of PublicationNew York
    PublisherACM Digital Library
    Pages38-47
    Number of pages10
    ISBN (Electronic)9798400700187
    ISBN (Print)979-8-4007-0018-7, 9798400700187
    DOIs
    Publication statusPublished - 14 Jul 2023

    Publication series

    NameACM International Conference Proceeding Series

    Keywords

    • confidence regions
    • empirical likelihood
    • Lehmann alternatives
    • location-scale models
    • P-P plots
    • proportional hazards
    • Structural relationship models

    OECD Field of Science

    • 1.1 Mathematics

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