中国社会科学院王启华研究员,是博士生导师,国家杰出青年基金获得者,中国科学院“百人计划”入选者,国际统计研究所(ISI)的民选议员(Elected member of the International
Statistical Institute (ISI)) 中国社会科学院研究院王启华博士讲座折刀经验似然为基础的方法是开发测试是否潜在分布等于指定的一个。所提出的测试统计量的极限分布的一些温和的条件下得到的。事实证明,所提出的试验是一致的,并易于实现。一些模拟研究进行比较所提出的方法与现有的用于评估有限样本的行为。一个真正的数据为例进行了分析,以说明所提出的测试方法。以下是正文。
A consistent jackknife empirical likelihood test for distribution functions
In this paper, a jackknife empirical likelihood based approach is developed to test whether the underlying distribution is equal to a specified one. The limiting distribution of the proposed testing statistic is derived under some mild conditions. It turns out that the proposed test is consistent and easy to be implemented. Some simulation studies are conducted to evaluate the finite sample behaviors by comparing the proposed method with the existing one. A real dataexample is alsoanalyzedtoillustrate