Resampling calibrated adjusted empirical likelihood (Q5247414): Difference between revisions

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+On the level-error after Bartlett adjustment of the likelihood ratio statistic
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+EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
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+Finite-sample properties of the adjusted empirical likelihood
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+Adjusted empirical likelihood with high-order one-sided coverage precision
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+On the accuracy of empirical likelihood confidence regions for linear regression model
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+On the second-order properties of empirical likelihood with moment restrictions
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+Empirical likelihood is Bartlett-correctable
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+Calibration of the empirical likelihood method for a vector mean
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+Empty set problem of maximum empirical likelihood methods
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+Intentionally Biased Bootstrap Methods
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+Large Sample Properties of Generalized Method of Moments Estimators
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+The Generalization of Student's Ratio
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+An Information-Theoretic Alternative to Generalized Method of Moments Estimation
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+Constructing nonparametric likelihood confidence regions with high order precisions
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+Longitudinal data analysis using generalized linear models
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+Adjusted empirical likelihood with high-order precision
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+SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood ratio confidence regions
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+Empirical likelihood and general estimating equations
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+Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
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+Empirical likelihood on the full parameter space
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