The Annals of Statistics
- Ann. Statist.
- Volume 21, Number 3 (1993), 1182-1196.
Empirical Likelihood in Biased Sample Problems
It is well known that we can use the likelihood ratio statistic to test hypotheses and to construct confidence intervals in full parametric models. Recently, Owen introduced the empirical likelihood method in nonparametric models. In this paper, we generalize his results to biased sample problems. A Wilks theorem leading to a likelihood ratio confidence interval for the mean is given. Some extensions, discussion and simulations are presented.
Ann. Statist., Volume 21, Number 3 (1993), 1182-1196.
First available in Project Euclid: 12 April 2007
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Qin, Jing. Empirical Likelihood in Biased Sample Problems. Ann. Statist. 21 (1993), no. 3, 1182--1196. doi:10.1214/aos/1176349257. https://projecteuclid.org/euclid.aos/1176349257