三种两样本经验Euclidean似然方法及其比较

Three Methods of Empirical Euclidean Likelihood for Two Sample and Their Comparison

  • 摘要: 本文研究三种两样本经验Euclidean似然方法:基于两个无偏估计函数的经验Euclidean似然方法;基于一个无偏估计函数和一个历史经验估计的经验Euclidean惩罚似然方法;基于两个经验估计的加权和方法.我们研究了这些方法的强相合性,渐近正态性和渐近有效性.研究表明,这三种方法是同等渐近有效的。

     

    Abstract: This paper studies the three methods of empirical Euclidean likelihood for two sample: empirical Euclidean likelihood based on two unbiased estimating functions; empirical Euclidean penalized likelihood based on an unbiased estimating function and an empirical estimator; weighted sum based on two empirical estimators. The strong consistency, asymptotic normality and asymptotic efficiency of these methods are proved. The results show that asymptotic efficiency of each of the three methods is the same.

     

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