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Empirical Likelihood-Based Confidence Regions for the Structural Relationship Parameter

Published:13 December 2023Publication History

ABSTRACT

Structural relationship models describe a semi-parametric relationship between two distribution functions such as location-scale or Lehmann alternative models. The relationship is determined by some structural relationship parameter h. Our aim is to construct the confidence region for h and to validate the presence of the structural relationship between two samples. We address this problem by considering the empirical likelihood method for probability-probability plots.

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        ICoMS '23: Proceedings of the 2023 6th International Conference on Mathematics and Statistics
        July 2023
        160 pages
        ISBN:9798400700187
        DOI:10.1145/3613347

        Copyright © 2023 ACM

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        Publication History

        • Published: 13 December 2023

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