##Statistics Seminar##\\ Department of Mathematical Sciences
^ **DATE:**|Thursday, April 21, 2022 |
^ **TIME:**|1:15pm -- 2:15pm |
^ **LOCATION:**|Zoom meeting |
^ **SPEAKER:**|Mengyu Chen, Binghamton University |
^ **TITLE:**|An Empirical Likelihood Approach with Bivariate Data |
\\
**Abstract**Bivariate data where the marginal distributions differ by a
location and
scale parameter are considered. Inference about these two parameters
is based on the empirical likelihood approach. As the first component and
the location and scale transformed second component have the same
distribution, there is a large supply of constraint functions. Both known
and estimated constraint functions are studied. Wilks' type theorems are
obtained for these settings leading to large sample confidence regions and
tests. The local asymptotic power of the resulting tests is derived.
Finally maximum empirical likelihood estimators of the location and scale
parameters are studied and shown to be asymptotically normal. An extensive
simulation study supports the theoretical findings.