Author

Xing Wang

Durham University Business School, United Kingdom

3 articles in our journals

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Research ArticleOpen accessTHE EFFICIENCY OF EMPIRICAL LIKELIHOOD WITH NUISANCE PARAMETERSXing WangIn this study we check the asymptotic efficiency of empirical likelihood in the presence of nuisance parameters combined with augmented moment conditions. We show that in the presence of nuisance parameters, the asymptotic efficiency of the empirical likelihood estimator of the parameter of interest will increase by adding more moment conditions, in the sense of the positive semidefiniteness of the … …Journal of Mathematics and Statistics, Vol. 10, Issue 2 · 17 Feb 2014 · 6,796 accessesView PDF Cite

Research ArticleOpen accessEMPIRICAL LIKELIHOOD ESTIMATION BASED ON SIMULATED MOMENT CONDITIONSXing WangIn this study we discuss the optimization of the Empirical Likelihood (EL) criterion function when the moment condition is nonstandard. We deal with this issue following the Method of Simulated Moment (MSM) introduced and we use importance sampling method to smooth discrete moment conditions. We have demonstrated the convergence and asymptotic normality of the empirical likelihood estimator from the simulated … …Journal of Mathematics and Statistics, Vol. 10, Issue 2 · 17 Feb 2014 · 6,773 accessesView PDF Cite

Research ArticleOpen accessTHE RATE FUNCTION OF S-MIXING PROCESS AND ITS APPLICATION IN EVALUATING EMPIRICAL LIKELIHOOD TESTSXing WangIn this study we show that the rate function of S-Mixing stationary process with part of the hypermixing condition is equivalent to the Kullback-Leibler distance. This finding can be used to extend the result of the optimality of empirical likelihood test in i.i.d setting to weakly depended case, so that the Asymptotic Relative Efficiency (ARE) of the empirical likelihood test … …Journal of Mathematics and Statistics, Vol. 9, Issue 4 · 28 Oct 2013 · 6,618 accessesView PDF Cite