ArticleJournal of the Korean Statistical Society2017
Bayesian Empirical Likelihood Methods for Quantile Comparisons.
Article in Journal of the Korean Statistical Society, 2017. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 2 papers.
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Who cites it
2 citing papers in PubMed.
- A unified Bayesian framework for exact inference of area under the receiver operating characteristic curve.Statistical methods in medical research · 2021Article
- Cancer Niche as a Garbage Disposal Machine: Implications of TCM-Mediated Balance of Body-Disease for Treatment of Cancer.Online journal of complementary & alternative medicine · 2019Article
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3 authors.
Funding
Abstract
Bayes factors, practical tools of applied statistics, have been dealt with extensively in the literature in the context of hypothesis testing. The Bayes factor based on parametric likelihoods can be considered both as a pure Bayesian approach as well as a standard technique to compute p-values for hypothesis testing. We employ empirical likelihood methodology to modify Bayes factor type procedures for the nonparametric setting. The paper establishes asymptotic approximations to the proposed procedures. These approximations are shown to be similar to those of the classical parametric Bayes factor approach. The proposed approach is applied towards developing testing methods involving quantiles, which are commonly used to characterize distributions. We present and evaluate one and two sample distribution free Bayes factor type methods for testing quantiles based on indicators and smooth kernel functions. An extensive Monte Carlo study and real data examples show that the developed procedures have excellent operating characteristics for one-sample and two-sample data analysis.
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