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Weighted empirical likelihood inference for dynamical correlations

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  • Sang, Peijun
  • Wang, Liangliang
  • Cao, Jiguo

Abstract

A novel approach is proposed based on the weighted empirical likelihood to construct confidence intervals for dynamical correlation of random functions. The properties of the proposed confidence interval are investigated for random functions with regular or irregular observations. It is shown that the confidence interval using our new approach has a more accurate coverage probability than that using the traditional bootstrap method for random functions with irregular observations. Furthermore, simulation studies demonstrate that the new approach is considerably more efficient in computation than the bootstrap method. The new approach is illustrated with three applications. The first application investigates the dynamical correlation of air pollutants. The second application studies the dynamical correlation of EEG signals in different regions of the brain in response to some stimuli. The third application estimates the dynamical correlation of gene expressions during the activation of T-cells.

Suggested Citation

  • Sang, Peijun & Wang, Liangliang & Cao, Jiguo, 2019. "Weighted empirical likelihood inference for dynamical correlations," Computational Statistics & Data Analysis, Elsevier, vol. 131(C), pages 194-206.
    • Handle: RePEc:eee:csdana:v:131:y:2019:i:c:p:194-206
    DOI: 10.1016/j.csda.2018.07.003
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    References listed on IDEAS

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    7. Veerabhadran Baladandayuthapani & Bani K. Mallick & Mee Young Hong & Joanne R. Lupton & Nancy D. Turner & Raymond J. Carroll, 2008. "Bayesian Hierarchical Spatially Correlated Functional Data Analysis with Application to Colon Carcinogenesis," Biometrics, The International Biometric Society, vol. 64(1), pages 64-73, March.
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    Cited by:

    1. Patrick Stewart & Wei Ning, 2020. "Modified empirical likelihood-based confidence intervals for data containing many zero observations," Computational Statistics, Springer, vol. 35(4), pages 2019-2042, December.
    2. Jadhav, Sneha & Ma, Shuangge, 2021. "An association test for functional data based on Kendall’s Tau," Journal of Multivariate Analysis, Elsevier, vol. 184(C).
    3. Hsin‐wen Chang & Ian W. McKeague, 2022. "Empirical likelihood‐based inference for functional means with application to wearable device data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(5), pages 1947-1968, November.

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