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A density based empirical likelihood approach for testing bivariate normality.


ABSTRACT: Sample entropy based tests, methods of sieves and Grenander estimation type procedures are known to be very efficient tools for assessing normality of underlying data distributions, in one-dimensional nonparametric settings. Recently, it has been shown that the density based empirical likelihood (EL) concept extends and standardizes these methods, presenting a powerful approach for approximating optimal parametric likelihood ratio test statistics, in a distribution-free manner. In this paper, we discuss difficulties related to constructing density based EL ratio techniques for testing bivariate normality and propose a solution regarding this problem. Toward this end, a novel bivariate sample entropy expression is derived and shown to satisfy the known concept related to bivariate histogram density estimations. Monte Carlo results show that the new density based EL ratio tests for bivariate normality behave very well for finite sample sizes. In order to exemplify the excellent applicability of the proposed approach, we demonstrate a real data example related to a study of biomarkers associated with myocardial infarction.

SUBMITTER: Gurevich G 

PROVIDER: S-EPMC6586021 | biostudies-literature | 2018

REPOSITORIES: biostudies-literature

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A density based empirical likelihood approach for testing bivariate normality.

Gurevich Gregory G   Vexler Albert A  

Journal of statistical computation and simulation 20180525 13


Sample entropy based tests, methods of sieves and Grenander estimation type procedures are known to be very efficient tools for assessing normality of underlying data distributions, in one-dimensional nonparametric settings. Recently, it has been shown that the density based empirical likelihood (EL) concept extends and standardizes these methods, presenting a powerful approach for approximating optimal parametric likelihood ratio test statistics, in a distribution-free manner. In this paper, we  ...[more]

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