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Signed rank based empirical likelihood for the symmetric location model

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  • Du, Xiaojie
  • Schick, Anton

Abstract

An empirical likelihood approach with an increasing number of bounded signed rank based constraints is derived for inference about the center of symmetry in the symmetric location model. A Wilks type theorem is derived where the number of constraints is allowed to grow at the rate o(n2∕5). This rate is faster than the rate o(n1∕3) obtained in Hjort et al. (2009) and Peng and Schick (2013) for bounded constraints.

Suggested Citation

  • Du, Xiaojie & Schick, Anton, 2018. "Signed rank based empirical likelihood for the symmetric location model," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 40-45.
    • Handle: RePEc:eee:stapro:v:137:y:2018:i:c:p:40-45
    DOI: 10.1016/j.spl.2018.01.004
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    References listed on IDEAS

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    1. Song Xi Chen & Liang Peng & Ying-Li Qin, 2009. "Effects of data dimension on empirical likelihood," Biometrika, Biometrika Trust, vol. 96(3), pages 711-722.
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