# Smoothed jackknife empirical likelihood for the difference of two quantiles

Smoothed jackknife empirical likelihood for the difference of two quantiles In this paper, we propose a smoothed estimating equation for the difference of quantiles with two samples. Using the jackknife pseudo-sample technique for the estimating equation, we propose the jackknife empirical likelihood (JEL) ratio and establish the Wilk’s theorem. Due to avoiding estimating link variables, the simulation studies demonstrate that JEL method has computational efficiency compared with traditional normal approximation method. We carry out a simulation study in terms of coverage probability and average length of the proposed confidence intervals. A real data set is used to illustrate the JEL procedure. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Annals of the Institute of Statistical Mathematics Springer Journals

# Smoothed jackknife empirical likelihood for the difference of two quantiles

, Volume 69 (5) – Jul 27, 2016
15 pages

/lp/springer_journal/smoothed-jackknife-empirical-likelihood-for-the-difference-of-two-gYonstdxHt
Publisher
Springer Japan
Subject
Statistics; Statistics, general; Statistics for Business/Economics/Mathematical Finance/Insurance
ISSN
0020-3157
eISSN
1572-9052
D.O.I.
10.1007/s10463-016-0576-7
Publisher site
See Article on Publisher Site

### Abstract

In this paper, we propose a smoothed estimating equation for the difference of quantiles with two samples. Using the jackknife pseudo-sample technique for the estimating equation, we propose the jackknife empirical likelihood (JEL) ratio and establish the Wilk’s theorem. Due to avoiding estimating link variables, the simulation studies demonstrate that JEL method has computational efficiency compared with traditional normal approximation method. We carry out a simulation study in terms of coverage probability and average length of the proposed confidence intervals. A real data set is used to illustrate the JEL procedure.

### Journal

Annals of the Institute of Statistical MathematicsSpringer Journals

Published: Jul 27, 2016

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