seminars:stat:220421
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| + | location and | ||
| + | scale parameter are considered. Inference about these two parameters | ||
| + | is based on the empirical likelihood approach. As the first component and | ||
| + | the location and scale transformed second component have the same | ||
| + | distribution, | ||
| + | and estimated constraint functions are studied. Wilks' type theorems are | ||
| + | obtained for these settings leading to large sample confidence regions and | ||
| + | tests. The local asymptotic power of the resulting tests is derived. | ||
| + | Finally maximum empirical likelihood estimators of the location and scale | ||
| + | parameters are studied and shown to be asymptotically normal. An extensive | ||
| + | simulation study supports the theoretical findings. | ||
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