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Keziou, Amor and Leoni-Aubin, Samuela (2004) On Empirical Likelihood in Semiparametric Two-Sample Density Ratio Models. [Working Paper] WORKING PAPER SERIES, 1/2005 . , PADOVA (Inedito)

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Abstract (english)

We consider estimation and test problems for some semiparametric two-sample density ratio models. The profile empirical likelihood (EL) poses an irregularity problem under the null hypothesis that the laws of the two samples are equal. We show that a “dual” form of the profile EL is well defined even under the null hypothesis. A statistical test, based on the dual form of the EL ratio statistic (ELRS), is then proposed. We give an interpretation for the dual form of the ELRS through φ-divergences and “duality” technique. The asymptotic properties of the test statistic are presented both under the null and the alternative hypotheses, and an approximation to the power function is deduced.

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EPrint type:Working Paper
Anno di Pubblicazione:07 February 2004
Key Words:Biased two samples problem, Logistic regression, Case-control data, Test of homogeneity, Empirical likelihood, φ-divergences, Duality.
Settori scientifico-disciplinari MIUR:Area 13 - Scienze economiche e statistiche > SECS-S/01 Statistica
Struttura di riferimento:Dipartimenti > Dipartimento di Scienze Statistiche
Codice ID:7061
Depositato il:04 Sep 2014 17:02
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