Bootstrap Consistency for Empirical Likelihood in Density Ratio Models
Fuente:
arXiv
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866909865260089344 |
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| author | Zhuang, Weiwei Yang, Weiqi Chen, Jiahua |
| author_facet | Zhuang, Weiwei Yang, Weiqi Chen, Jiahua |
| contents | We establish the validity of bootstrap methods for empirical likelihood (EL) inference under the density ratio model (DRM). In particular, we prove that the bootstrap maximum EL estimators share the same limiting distribution as their population counterparts, both at the parameter level and for distribution functionals. Our results extend existing pointwise convergence theory to weak convergence of processes, which in turn justifies bootstrap inference for quantiles and dominance indices within the DRM framework. These theoretical guarantees close an important gap in the literature, providing rigorous foundations for resampling-based confidence intervals and hypothesis tests. Simulation studies further demonstrate the accuracy and practical value of the proposed approach. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2510_20541 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Bootstrap Consistency for Empirical Likelihood in Density Ratio Models Zhuang, Weiwei Yang, Weiqi Chen, Jiahua Statistics Theory 62G09, 62E20, 62G10, 62G30 We establish the validity of bootstrap methods for empirical likelihood (EL) inference under the density ratio model (DRM). In particular, we prove that the bootstrap maximum EL estimators share the same limiting distribution as their population counterparts, both at the parameter level and for distribution functionals. Our results extend existing pointwise convergence theory to weak convergence of processes, which in turn justifies bootstrap inference for quantiles and dominance indices within the DRM framework. These theoretical guarantees close an important gap in the literature, providing rigorous foundations for resampling-based confidence intervals and hypothesis tests. Simulation studies further demonstrate the accuracy and practical value of the proposed approach. |
| title | Bootstrap Consistency for Empirical Likelihood in Density Ratio Models |
| topic | Statistics Theory 62G09, 62E20, 62G10, 62G30 |
| url | https://arxiv.org/abs/2510.20541 |