题目：Properties and Applications of the Adjusted Empirical Likelihood

报告人：Jiahua Chen，University of British Columbia

时间：2013年6月18日（周二）14:00-15:00

地点：成人直播2号楼216室

Abstract:Empirical likelihood (EL) is a very useful tool for statistical inference and it has been successfully applied to statistical problems arisen from many areas. Inferences based on EL have surprisingly simple asymptotic properties and many desirable finite sample properties. The method is particularly effective at making use of model information through estimating functions. There is, however, an asymptotically negligible issue that can pose a serious challenge in applications.

Particularly when a model is over-specified, the estimating functions may not have a solution and the EL is then undefined. Various remedies have been proposed to overcome this difficulty. We propose a simple adjustment to the empirical likelihood (AEL) which makes it well defined at all parameter values and retain first order asymptotic properties. In addition, the AEL possesses many desirable finite sample properties for constructing confidence regions of a population mean. It enables the EL to cover extra grounds in statistics. Furthermore, by tuning the level of adjustment, the AEL can obtain confidence regions with a high-order coverage precision.