B0806
Title: Jackknife empirical likelihood methods for testing the distributional symmetry
Authors: Brian Pidgeon - Georgia State University (United States)
Yichuan Zhao - Georgia State University (United States) [presenting]
Abstract: A general k-th correlation coefficient is considered between a continuous variable's density function and distribution function as a measure of symmetry and asymmetry. Statistical inference of the k-th correlation coefficient is made using jackknife empirical likelihood (JEL) and its variations to construct confidence intervals. The JEL statistic is shown to be asymptotically a standard chi-squared distribution. The methods are compared to the previous empirical likelihood method and show the JEL possesses better small sample properties compared with existing methods. Simulation studies are conducted to examine the performance of the proposed estimators. The proposed methods are also used to analyze two real datasets for illustration.
