Jackknife empirical likelihood based inference for probability weighted moments

Authors

Deepesh Bhati, Central University of Rajasthan
Sudheesh K. Kattumannil, Indian Statistical Institute Chennai
N. Sreelakshmi, Indian Institute of Technology Madras

Article Type

Research Article

Publication Title

Journal of the Korean Statistical Society

Abstract

We discuss jackknife empirical likelihood (JEL) and adjusted jackknife empirical likelihood (AJEL) based inference for finding confidence intervals for probability weighted moment (PWM). We obtain the asymptotic distribution of the JEL ratio and AJEL ratio statistics. We compare the performance of the proposed confidence intervals with recently developed methods in terms of coverage probability and average width. We also develop JEL and AJEL based tests for PWM and study its properties. Finally we illustrate our method using rainfall data of Indian states.

First Page

98

Last Page

116

DOI

10.1007/s42952-020-00062-9

Publication Date

3-1-2021

Comments

Open Access, Green

Recommended Citation

Bhati, Deepesh; Kattumannil, Sudheesh K.; and Sreelakshmi, N., "Jackknife empirical likelihood based inference for probability weighted moments" (2021). Journal Articles. 2082.
https://digitalcommons.isical.ac.in/journal-articles/2082