A review on empirical likelihood methods for regression
From MaRDI portal
Publication:619114
DOI10.1007/s11749-009-0159-5zbMath1203.62035OpenAlexW2053223987MaRDI QIDQ619114
Ingrid Van Keilegom, Song Xi Chen
Publication date: 22 January 2011
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-009-0159-5
semiparametric regressionmissing datacensored dataempirical likelihoodWilks' theoremparametric regression
Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Point estimation (62F10) Censored data models (62N01) General nonlinear regression (62J02)
Related Items (74)
Empirical likelihood inference in autoregressive models with time-varying variances ⋮ Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood ⋮ Jackknife empirical likelihood inference for the Pietra ratio ⋮ Empirical likelihood inference for a semiparametric hazards regression model ⋮ Empirical Likelihood Intervals for Conditional Value-at-Risk in Heteroscedastic Regression Models ⋮ Empirical likelihood for spatial dynamic panel data models ⋮ Empirical likelihood test for equality of two distributions using distance of characteristic functions ⋮ Conditional sure independence screening by conditional marginal empirical likelihood ⋮ Jackknife empirical likelihood test for high-dimensional regression coefficients ⋮ Empirical likelihood and GMM for spatial models ⋮ Empirical likelihood for panel data models with spatial errors ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Combining empirical likelihood and robust estimation methods for linear regression models ⋮ An alternative algorithm of the empirical likelihood estimation for the parameter of a linear regression model ⋮ Two-step semiparametric empirical likelihood inference ⋮ Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data ⋮ Jackknife Empirical Likelihood for the Accelerated Failure Time Model with Censored Data ⋮ Marginal empirical likelihood and sure independence feature screening ⋮ Empirical Likelihood for Censored Linear Regression and Variable Selection ⋮ Empirical likelihood-based inference for parameter and nonparametric function in partially nonlinear models ⋮ Penalized generalized empirical likelihood in high-dimensional weakly dependent data ⋮ Robust penalized empirical likelihood estimation method for linear regression ⋮ Bayesian elastic net based on empirical likelihood ⋮ Distributed estimation with empirical likelihood ⋮ Empirical Likelihood Approach for Aligning Information from Multiple Surveys ⋮ Empirical likelihood for the class of single index hazard regression models ⋮ Penalized Jackknife Empirical Likelihood in High Dimensions ⋮ ANOVA for longitudinal data with missing values ⋮ Empirical likelihood confidence bands for mean functions of recurrent events with competing risks and a terminal event ⋮ Empirical likelihood ratio in penalty form and the convex hull problem ⋮ Interval estimation of the tail index of a GARCH(1,1) model ⋮ Empirical Likelihood Ratio Tests for Varying Coefficient Geo Models ⋮ Accounting for Non‐ignorable Sampling and Non‐response in Statistical Matching ⋮ Parameter estimation and model testing for Markov processes via conditional characteristic functions ⋮ GRID: a variable selection and structure discovery method for high dimensional nonparametric regression ⋮ Empirical likelihood for spatial dynamic panel data models with spatial lags and spatial errors ⋮ Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation ⋮ Empirical likelihood ratio tests for non-nested model selection based on predictive losses ⋮ Empirical likelihood for the response mean of generalized linear models with missing at random responses ⋮ Interval estimation for a simple bilinear model ⋮ Jackknife-blockwise empirical likelihood methods under dependence ⋮ Bayesian empirical likelihood for quantile regression ⋮ Empirical likelihood-based inference in regressive model with moment restrictions ⋮ Empirical likelihood for least absolute relative error regression ⋮ A review of empirical likelihood methods for time series ⋮ An empirical likelihood approach to quantile regression with auxiliary information ⋮ Empirical likelihood inferences for varying coefficient partially nonlinear models ⋮ Empirical likelihood-based robust tests for genetic association analysis with quantitative traits ⋮ Empirical likelihood for high-dimensional linear regression models ⋮ GEL estimation and tests of spatial autoregressive models ⋮ Balanced augmented empirical likelihood for regression models ⋮ On the implementation of LIR: the case of simple linear regression with interval data ⋮ Jackknife empirical likelihood inference with regression imputation and survey data ⋮ Empirical likelihood for spatial autoregressive models with spatial autoregressive disturbances ⋮ Empirical likelihood for mixed regressive, spatial autoregressive model based on GMM ⋮ Quantile regression and its empirical likelihood with missing response at random ⋮ Empirical likelihood-based inferences in varying coefficient models with missing data ⋮ Nested coordinate descent algorithms for empirical likelihood ⋮ An empirical likelihood approach under cluster sampling with missing observations ⋮ Reduce computation in profile empirical likelihood method ⋮ Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters ⋮ TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS ⋮ Penalized empirical likelihood for the sparse Cox regression model ⋮ Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model ⋮ Wilks' theorem for semiparametric regressions with weakly dependent data ⋮ Bayesian Estimation and Comparison of Moment Condition Models ⋮ Empirical likelihood confidence regions for the evaluation of continuous-scale diagnostic tests in the presence of verification bias ⋮ Sample Out-of-Sample Inference Based on Wasserstein Distance ⋮ Empirical likelihood based modal regression ⋮ High dimensional generalized empirical likelihood for moment restrictions with dependent data ⋮ Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data ⋮ Nonparametric regression on Lie groups with measurement errors ⋮ Jackknife empirical likelihood for the error variance in linear models ⋮ Test for a mean vector with fixed or divergent dimension
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large Sample Properties of Generalized Method of Moments Estimators
- On the second-order properties of empirical likelihood with moment restrictions
- A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression
- Empirical likelihood ratio confidence regions
- Polynomial regression with censored data based on preliminary nonparametric estimation
- Empirical likelihood for heteroscedastic partially linear models
- Empirical likelihood for estimating equations with missing values
- Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
- Extending the scope of empirical likelihood
- The likelihood ratio criterion and the asymptotic expansion of its distribution
- Regression analysis with randomly right-censored data
- Empirical likelihood for linear models
- Comparing nonparametric versus parametric regression fits
- Empirical likelihood confidence intervals for linear regression coefficients
- Empirical likelihood and general estimating equations
- On the accuracy of empirical likelihood confidence regions for linear regression model
- Empirical likelihood inference for median regression models for censored survival data
- Testing conditional moment restrictions
- Coverage accuracy of confidence intervals in nonparametric regression
- Sieve empirical likelihood ratio tests for nonparametric functions
- Generalized likelihood ratio statistics and Wilks phenomenon
- Empirical likelihood-based inference under imputation for missing response data
- Empirical likelihood semiparametric regression analysis under random censorship
- Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
- Empirical likelihood for partial linear models
- Empirical likelihood based testing for regression
- Empirical likelihood for partially linear models
- Empirical likelihood is Bartlett-correctable
- Empirical likelihood inference for censored median regression model via nonparametric kernel estimation
- Empirical likelihood analysis of the Buckley-James estimator
- Empirical likelihood inference for linear transformation models
- Empirical likelihood for single-index models
- Empirical likelihood confidence intervals for local linear smoothers
- EMPIRICAL LIKELIHOOD-BASED INFERENCES FOR PARTIALLY LINEAR MODELS WITH MISSING COVARIATES
- Methodology and Algorithms of Empirical Likelihood
- A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
- Empirical Likelihood for Non‐Smooth Criterion Functions
- Improving Semiparametric Estimation by Using Surrogate Data
- The central role of the propensity score in observational studies for causal effects
- On the level-error after Bartlett adjustment of the likelihood ratio statistic
- Empirical likelihood ratio confidence intervals for a single functional
- Comparison of parametric and empirical likelihood functions
- Empirical likelihood confidence intervals for nonparametric density estimation
- Linear regression with censored data
- M-estimation in censored linear models
- Confidence Interval Estimation of Survival Probabilities for Censored Data
- Inference and missing data
- Edgeworth expansions for nonparametric density estimators, with applications
- Likelihood Ratio Confidence Bands in Non-parametric Regression with Censored Data
- Information Recovery in a Study With Surrogate Endpoints
- An Empirical Likelihood Goodness-of-Fit Test for Time Series
- Empirical Likelihood for Censored Linear Regression
- EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP
- Survival Analysis with Median Regression Models
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
- Empirical likelihood analysis of the rank estimator for the censored accelerated failure time model
- Empirical Likelihood in a Semi-Parametric Model for Missing Response Data
- On Bartlett correction of empirical likelihood in the presence of nuisance parameters
- Empirical likelihood inference for the regression model of mean quality‐adjusted lifetime with censored data
- A new estimation theory for sample surveys
- Semiparametric Regression Analysis With Missing Response at Random
- Properties of sufficiency and statistical tests
- The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
- Censored partial linear models and empirical likelihood
This page was built for publication: A review on empirical likelihood methods for regression