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The quantile-based empirical likelihood for the difference of quantiles

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Listed:
  • Dai, Lichun
  • Liu, Pengfei
  • Liu, Yiming
  • Yang, Guangren

Abstract

This paper aims to explore the inference of quantile differences using the quantile-based empirical likelihood (QEL) method. In contrast to traditional empirical likelihood-based approaches, the proposed method yields an explicit likelihood ratio, making it user-friendly in practical applications. Additionally, as an expansion, the comparison of quantile differences between two populations is initially considered as a measure of differences. The limiting distribution of the smoothed log-empirical likelihood ratio for both cases is theoretically derived. The paper also includes simulation studies and an analysis of a dataset comprising 6033 genes.

Suggested Citation

  • Dai, Lichun & Liu, Pengfei & Liu, Yiming & Yang, Guangren, 2025. "The quantile-based empirical likelihood for the difference of quantiles," Statistics & Probability Letters, Elsevier, vol. 216(C).
    • Handle: RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002219
    DOI: 10.1016/j.spl.2024.110252
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    References listed on IDEAS

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