Jackknife empirical likelihood based inference for probability weighted moments
Journal of the Korean Statistical Society
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.
Bhati, Deepesh; Kattumannil, Sudheesh K.; and Sreelakshmi, N., "Jackknife empirical likelihood based inference for probability weighted moments" (2021). Journal Articles. 2082.
Open Access, Green