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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Index Terms
- Empirical Likelihood-Based Confidence Regions for the Structural Relationship Parameter
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