【主讲】王启华 (中国科学院数学与系统科学研究院教授，研究员)
【主题】A Consistent Jackknife Empirical Likelihood Test for Distribution Functions
【时间】2014年12月15日 (周一) 10：00-11：30
【地点】上海财经大学经济学院楼801室
【语言】英文
【摘要】In this paper, a jackknife empirical likelihood based approach is developedto test whether the underlying distribution is equal to a specifiedone. 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 data example is also analyzed to illustrate the proposed test approach.
