Balanced augmented jackknife empirical likelihood for two sample U-statistics  

作　　者：Conghua Cheng Yiming Liu Zhi Liu Wang Zhou 

机构地区：[1]School of Mathematics and Statistics, Zhaoqing University [2]Division of Mathematical Sciences, School of Physical and Mathematical Sciences,Nanyang Technological University [3]Department of Mathematics, University of Macao [4]Department of Statistics and Applied Probability, National University of Singapore

出　　处：《Science China Mathematics》2018年第6期1129-1138,共10页中国科学：数学（英文版）

基　　金：supported by the Natural Science Foundation of Guangdong Province(Grant No.2016A030307019);the Higher Education Colleges and Universities Innovation Strong School Project of Guangdong Province(Grant No.2016KTSCX153);Science and Technology Development Fund of Macao(Grant No.127/2016/A3);National Natural Science Foundation of China(Grant No.11401607);a grant at the National University of Singapore(Grant No.R-155-000-181-114)

摘　　要：In this paper, we investigate the two sample U-statistics by jackknife empirical likelihood(JEL),a versatile nonparametric approach. More precisely, we propose the method of balanced augmented jackknife empirical likelihood(BAJEL) by adding two artificial points to the original pseudo-value dataset, and we prove that the log likelihood ratio based on the expanded dataset tends to the χ~2 distribution.In this paper, we investigate the two sample U-statistics by jackknife empirical likelihood （JEL）, a versatile nonparametric approach. More precisely, we propose the method of balanced augmented jackknife empirical likelihood （BAJEL） by adding two artificial points to the original pseudo-value dataset, and we prove that the log likelihood ratio based on the expanded dataset tends to the χ2 distribution.

关 键 词：jackknife empirical likelihood U-STATISTICS ROC curves balanced augmented empirical likelihood 

分 类 号：O212[理学—概率论与数理统计]