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Empirical likelihood for manifolds

Author

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  • Kurisu, Daisuke
  • Otsu, Taisuke

Abstract

There has been growing interest in statistical analysis of random objects taking values in a non-Euclidean metric space. One important class of such objects consists of data on manifolds. This article is concerned with inference on the Fréchet mean and related population objects on manifolds. We develop the concept of nonparametric likelihood for data on manifolds and propose general inference methods by adapting the theory of empirical likelihood. In addition to the basic asymptotic properties, such as Wilks’ theorem of the empirical likelihood statistic, we present several generalizations of the proposed methodology: two-sample testing, inference on the Fréchet variance, quasi-Bayesian inference, local Fréchet regression, and estimation of the Fréchet mean set. Simulation and real data examples illustrate the usefulness of the proposed methodology and its advantage against the conventional Wald test.

Suggested Citation

  • Kurisu, Daisuke & Otsu, Taisuke, 2025. "Empirical likelihood for manifolds," LSE Research Online Documents on Economics 128293, London School of Economics and Political Science, LSE Library.
  • Handle: RePEc:ehl:lserod:128293
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    File URL: http://eprints.lse.ac.uk/128293/
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    References listed on IDEAS

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    1. Abhishek Bhattacharya & David B. Dunson, 2010. "Nonparametric Bayesian density estimation on manifolds with applications to planar shapes," Biometrika, Biometrika Trust, vol. 97(4), pages 851-865.
    2. Victor Chernozhukov & Han Hong & Elie Tamer, 2007. "Estimation and Confidence Regions for Parameter Sets in Econometric Models," Econometrica, Econometric Society, vol. 75(5), pages 1243-1284, September.
    3. K. V. Mardia, 1999. "Directional statistics and shape analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(8), pages 949-957.
    4. T. Hotz & S. Huckemann, 2015. "Intrinsic means on the circle: uniqueness, locus and asymptotics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(1), pages 177-193, February.
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    JEL classification:

    • J1 - Labor and Demographic Economics - - Demographic Economics
    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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