题目： High Dimensional Empirical Likelihood

报告人：Professor Zhou Wang Department of Statistics and Applied Probability National University of Singapore (新加坡国立大学教授）

时间：2016年5月31日（周二）下午16:00开始

地点：致远楼102室

摘 要

In this talk, by adding two pseudo-observations to the original data set, I will talk about the asymptotic normality of the log empirical likelihood ratio statistic. In practise, I suggest to use the normalized F distribution to approximate the distribution of the log empirical likelihood ratio statistic. Simulation results show the excellent performance of this approximation.

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