Semi-empirical likelihood ratio confidence intervals for the difference of two sample means |
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Authors: | Jing Qin |
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Institution: | (1) Department of Statistics and Actuarial Science, University of Waterloo, N2L 3G1 Waterloo, Ontario, Canada |
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Abstract: | We all know that we can use the likelihood ratio statistic to test hypotheses and construct confidence intervals in full parametric models. Recently, Owen (1988,Biometrika,75, 237–249; 1990,Ann. Statist.,18, 90–120) has introduced the empirical likelihood method in nonparametric models. In this paper, we combine these two likelihoods together and use the likelihood ratio to construct confidence intervals in a semiparametric problem, in which one model is parametric, and the other is nonparametric. A version of Wilks's theorem is developed. |
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Keywords: | Empirical likelihood hypotheses tests semi-empirical likelihood Wilks's theorem |
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