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Statistical inference in massive datasets by empirical likelihood

Author

Listed:
  • Xuejun Ma

    (Soochow University)

  • Shaochen Wang

    (South China University of Technology)

  • Wang Zhou

    (National University of Singapore)

Abstract

In this paper, we propose a new statistical inference method for massive data sets, which is very simple and efficient by combining divide-and-conquer method and empirical likelihood. Compared with two popular methods (the bag of little bootstrap and the subsampled double bootstrap), we make full use of data sets, and reduce the computation burden. Extensive numerical studies and real data analysis demonstrate the effectiveness and flexibility of our proposed method. Furthermore, the asymptotic property of our method is derived.

Suggested Citation

  • Xuejun Ma & Shaochen Wang & Wang Zhou, 2022. "Statistical inference in massive datasets by empirical likelihood," Computational Statistics, Springer, vol. 37(3), pages 1143-1164, July.
    • Handle: RePEc:spr:compst:v:37:y:2022:i:3:d:10.1007_s00180-021-01153-9
    DOI: 10.1007/s00180-021-01153-9
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    References listed on IDEAS

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    6. Chengchun Shi & Wenbin Lu & Rui Song, 2018. "A Massive Data Framework for M-Estimators with Cubic-Rate," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(524), pages 1698-1709, October.
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